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stat.ME2026
Inference for High-Dimensional Sparse Spectral Precision Matrices
Navonil Deb, Younghoon Kim, Sumanta Basu
Statistical inference for the spectral precision matrix at a given frequency allows us to assess frequency-specific conditional relationships among the components of a stationary m…
stat.ME2025
Counterfactual Forecasting for Panel Data
Navonil Deb, Raaz Dwivedi, Sumanta Basu
We address the challenge of forecasting counterfactual outcomes in a panel data with missing entries and temporally dependent latent factors -- a common scenario in causal inferenc…