18 citations · 31 across the 7 of their papers we have counts for
7 papers
Variable Selection for Kernel Two-Sample Tests
Jie Wang, Santanu S. Dey, Yao Xie
We consider the variable selection problem for two-sample tests, aiming to select the most informative variables to determine whether two collections of samples follow the same dis…
Order Matters at Fanatics Recommending Sequentially Ordered Products by LSTM Embedded with Word2Vec
Jing Pan, Weian Sheng, Santanu Dey
A unique challenge for e-commerce recommendation is that customers are often interested in products that are more advanced than their already purchased products, but not reversed.…
Complexity of Training ReLU Neural Network
Digvijay Boob, Santanu S. Dey, Guanghui Lan
In this paper, we explore some basic questions on the complexity of training neural networks with ReLU activation function. We show that it is NP-hard to train a two-hidden layer f…
Bures distance and transition probability for -CPD-kernels
Santanu Dey, Harsh Trivedi
If the symmetry (fixed invertible self adjoint map) of Krein spaces is replaced by a fixed unitary, then we obtain the notion of S-spaces which was introduced by Szafraniec. Assume…
Incorporating Views on Marginal Distributions in the Calibration of Risk Models
Santanu Dey, Sandeep Juneja, Karthyek R. A. Murthy
Entropy based ideas find wide-ranging applications in finance for calibrating models of portfolio risk as well as options pricing. The abstracted problem, extensively studied in th…
Incorporating fat tails in financial models using entropic divergence measures
Santanu Dey, Sandeep Juneja
In the existing financial literature, entropy based ideas have been proposed in portfolio optimization, in model calibration for options pricing as well as in ascertaining a pricin…
Efficient simulation of density and probability of large deviations of sum of random vectors using saddle point representations
Santanu Dey, Sandeep Juneja, Ankush Agarwal
We consider the problem of efficient simulation estimation of the density function at the tails, and the probability of large deviations for a sum of independent, identically distr…