activity
20132024
most citedA Kushner-Stratonovich Monte Carlo Filter Applied to Nonlinear Dynamical System Identification

25 citations · 38 across the 7 of their papers we have counts for

collaborators

7 papers

math.OC2024

Stochastic Approximation and Brownian Repulsion based Evolutionary Search

Rajdeep Dutta, T Venkatesh Varma, Saikat Sarkar +4

Many global optimization algorithms of the memetic variety rely on some form of stochastic search, and yet they often lack a sound probabilistic basis. Without a recourse to the po…

cond-mat.stat-mech2020

Fluctuation Theorem as a special case of Girsanov Theorem

Annwesha Dutta, Saikat Sarkar

Stochastic thermodynamics is an important development in the direction of finding general thermodynamic principles for non-equilibrium systems. We believe stochastic thermodynamics…

cond-mat.soft2015★ 7 cited

Internal noise driven generalized Langevin equation from a nonlocal continuum model

Saikat Sarkar, Shubhankar Roy Chowdhury, Debasish Roy +1

Starting with a micropolar formulation, known to account for nonlocal microstructural effects at the continuum level, a generalized Langevin equation (GLE) for a particle, describi…

stat.ME2014

A global optimization paradigm based on change of measures

Saikat Sarkar, Debasish Roy

A global optimization framework, acronymed COMBEO (Change OfMeasure Based Evolutionary Optimization), is proposed. An important aspect in the development is a set of derivative-fre…

stat.ME2014

Evolutionary global optimization posed as a randomly perturbed martingale problem and applied to parameter recovery of chaotic oscillators

Saikat Sarkar, Debasish Roy, Ram Mohan Vasu

A new global stochastic search, guided mainly through derivative-free directional information computable from the sample statistical moments of the design variables within a Monte…

stat.ME2014★ 6 cited

An Ensemble Kushner-Stratonovich (EnKS) Nonlinear Filter: Additive Particle Updates in Non-Iterative and Iterative Forms

Saikat Sarkar, Debasish Roy

Despite the cheap availability of computing resources enabling faster Monte Carlo simulations, the potential benefits of particle filtering in revealing accurate statistical inform…