7 papers
Classical Sufficiency in Quantum Statistical Experiments
Samriddha Lahiry
A quantum measurement transforms a quantum statistical experiment into a classical one, but different measurements generally yield experiments with different statistical informatio…
DAIF: A Data-Driven Intermediate Fusion Framework for Multimodal Supervised Learning via Approximate Message Passing
Sagnik Nandy, Samriddha Lahiry, Pragya Sur +1
Multimodal supervised learning seeks to leverage multiple heterogeneous data sources to improve predictive performance. A central challenge is determining the fusion granularity ac…
Maximum entropy based testing in network models: ERGMs and constrained optimization
Subhro Ghosh, Rathindra Nath Karmakar, Samriddha Lahiry
Stochastic network models play a central role across a wide range of scientific disciplines, and questions of statistical inference arise naturally in this context. In this paper w…
Information-theoretic limits and approximate message-passing for high-dimensional time series
Daria Tieplova, Samriddha Lahiry, Jean Barbier
High-dimensional time series appear in many scientific setups, demanding a nuanced approach to model and analyze the underlying dependence structure. Theoretical advancements so fa…
Universality in block dependent linear models with applications to nonparametric regression
Samriddha Lahiry, Pragya Sur
Over the past decade, characterizing the exact asymptotic risk of regularized estimators in high-dimensional regression has emerged as a popular line of work. This literature consi…
Exploring Financial Networks Using Quantile Regression and Granger Causality
Kara Karpman, Samriddha Lahiry, Diganta Mukherjee +1
In the post-crisis era, financial regulators and policymakers are increasingly interested in data-driven tools to measure systemic risk and to identify systemically important firms…
Minimax estimation of low-rank quantum states and their linear functionals
Samriddha Lahiry, Michael Nussbaum
In classical statistics, a well known paradigm consists in establishing asymptotic equivalence between an experiment of i.i.d. observations and a Gaussian shift experiment, with th…