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20222026
most citedA Deep Learning Synthetic Likelihood Approximation of a Non-stationary Spatial Model for Extreme Streamflow Forecasting

18 citations · 40 across the 14 of their papers we have counts for

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Showing 2024Show all

5 papers · 1 filter

stat.ML2024

Amortized Bayesian Local Interpolation NetworK: Fast covariance parameter estimation for Gaussian Processes

Brandon R. Feng, Reetam Majumder, Brian J. Reich +1

Gaussian processes (GPs) are a ubiquitous tool for geostatistical modeling with high levels of flexibility and interpretability, and the ability to make predictions at unseen spati…

stat.AP2024★ 1 cited

Density correction for multivariate spatial fields of global climate model output using deep learning

Reetam Majumder, Shiqi Fang, A. Sankarasubramanian +2

Global Climate Models (GCMs) are numerical models that simulate complex physical processes within the Earth's climate system and are essential for understanding and predicting clim…

stat.ME2024★ 4 cited

Optimal Stock Portfolio Selection with a Multivariate Hidden Markov Model

Reetam Majumder, Qing Ji, Nagaraj K. Neerchal

The underlying market trends that drive stock price fluctuations are often referred to in terms of bull and bear markets. Optimal stock portfolio selection methods need to take int…

stat.ME2024

Stochastic Gradient MCMC for Massive Geostatistical Data

Mohamed A. Abba, Brian J. Reich, Reetam Majumder +1

Gaussian processes (GPs) are commonly used for prediction and inference for spatial data analyses. However, since estimation and prediction tasks have cubic time and quadratic memo…

stat.ME2024

Deep Learning of Multivariate Extremes via a Geometric Representation

Callum J. R. Murphy-Barltrop, Reetam Majumder, Jordan Richards

The study of geometric extremes, where extremal dependence properties are inferred from the deterministic limiting shapes of scaled sample clouds, provides an exciting approach to…