68 citations · 446 across the 32 of their papers we have counts for
34 papers
Online Bootstrap Inference with Nonconvex Stochastic Gradient Descent Estimator
Yanjie Zhong, Todd Kuffner, Soumendra Lahiri
In this paper, we investigate the theoretical properties of stochastic gradient descent (SGD) for statistical inference in the context of nonconvex optimization problems, which hav…
Fast parameter estimation of Generalized Extreme Value distribution using Neural Networks
Sweta Rai, Alexis Hoffman, Soumendra Lahiri +3
The heavy-tailed behavior of the generalized extreme-value distribution makes it a popular choice for modeling extreme events such as floods, droughts, heatwaves, wildfires, etc. H…
On optimal block resampling for Gaussian-subordinated long-range dependent processes
Qihao Zhang, Soumendra N. Lahiri, Daniel J. Nordman
Block-based resampling estimators have been intensively investigated for weakly dependent time processes, which has helped to inform implementation (e.g., best block sizes). Howeve…
Harmonic numbers as the summation of integrals
N. Karjanto
Harmonic numbers arise from the truncation of the harmonic series. The harmonic number is the sum of the reciprocals of each positive integer up to . In addition t…
Central Limit Theorem in High Dimensions : The Optimal Bound on Dimension Growth Rate
Debraj Das, Soumendra Lahiri
In this article, we try to give an answer to the simple question: ``\textit{What is the critical growth rate of the dimension as a function of the sample size for which the…
Two-sample Testing on Latent Distance Graphs With Unknown Link Functions
Yiran Wang, Minh Tang, Soumendra Nath Lahiri
We propose a valid and consistent test for the hypothesis that two latent distance random graphs on the same vertex set have the same generating latent positions, up to some uniden…