activity
20172021
most citedEstimating accuracy of the MCMC variance estimator: a central limit theorem for batch means estimators

4 citations · 5 across the 3 of their papers we have counts for

collaborators

6 papers

math.ST2021

Convergence properties of data augmentation algorithms for high-dimensional robit regression

Sourav Mukherjee, Kshitij Khare, Saptarshi Chakraborty

The logistic and probit link functions are the most common choices for regression models with a binary response. However, these choices are not robust to the presence of outliers/u…

stat.ME2020★ 1 cited

Using the "Hidden" Genome to Improve Classification of Cancer Types

Saptarshi Chakraborty, Colin B. Begg, Ronglai Shen

It is increasingly common clinically for cancer specimens to be examined using techniques that identify somatic mutations. In principle these mutational profiles can be used to dia…

stat.CO2019★ 4 cited

Estimating accuracy of the MCMC variance estimator: a central limit theorem for batch means estimators

Saptarshi Chakraborty, Suman K. Bhattacharya, Kshitij Khare

The batch means estimator of the MCMC variance is a simple and effective measure of accuracy for MCMC based ergodic averages. Under various regularity conditions, the estimator has…

math.ST2018

On the circular correlation coefficients for bivariate von Mises distributions on a torus

Saptarshi Chakraborty, Samuel W. K. Wong

This paper studies circular correlations for the bivariate von Mises sine and cosine distributions. These are two simple and appealing models for bivariate angular data with five p…

stat.ME2017

Consistent estimation of the spectrum of trace class data augmentation algorithms

Saptarshi Chakraborty, Kshitij Khare

Markov chain Monte Carlo is widely used in a variety of scientific applications to generate approximate samples from intractable distributions. A thorough understanding of the conv…

stat.CO2017

BAMBI: An R package for Fitting Bivariate Angular Mixture Models

Saptarshi Chakraborty, Samuel W. K. Wong

Statistical analyses of directional or angular data have applications in a variety of fields, such as geology, meteorology and bioinformatics. There is substantial literature on de…