3 papers
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.ME2026
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…
stat.ME2025
Regularized Estimation of Sparse Spectral Precision Matrices
Navonil Deb, Amy Kuceyeski, Sumanta Basu
Estimation of a sparse spectral precision matrix, the inverse of a spectral density matrix, is a canonical problem in frequency-domain analysis of high-dimensional time series (HDT…