4 papers
Bayesian inference in high-dimensional models
Sayantan Banerjee, Ismaël Castillo, Subhashis Ghosal
Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In re…
Many-server asymptotics for Join-the-Shortest Queue in the Super-Halfin-Whitt Scaling Window
Zhisheng Zhao, Sayan Banerjee, Debankur Mukherjee
The Join-the-Shortest Queue (JSQ) policy is a classical benchmark for the performance of many-server queueing systems due to its strong optimality properties. While the exact analy…
Local weak limits for collapsed branching processes with random out-degrees
Sayan Banerjee, Prabhanka Deka, Mariana Olvera-Cravioto
We obtain local weak limits in probability for Collapsed Branching Processes (CBP), which are directed random networks obtained by collapsing random-sized families of individuals i…
Extremal Invariant Distributions of Infinite Brownian Particle Systems with Rank Dependent Drifts
Sayan Banerjee, Amarjit Budhiraja
\noindent Consider an infinite collection of particles on the real line moving according to independent Brownian motions and such that the -th particle from the left gets the dr…