11 citations · 13 across the 10 of their papers we have counts for
11 papers
Optimal Confidence Intervals via Moderate Deviations Theory
Arnab Ganguly, Tobias Sutter
This paper proposes a statistically optimal approach for learning a function value using a confidence interval in a wide range of models, including general non-parametric estimatio…
Moment stability of stochastic processes with applications to control systems
Arnab Ganguly, Debasish Chatterjee
We establish new conditions for obtaining uniform bounds on the moments of discrete-time stochastic processes. Our results require a weak negative drift criterion along with a stat…
Infinite-dimensional optimization and Bayesian nonparametric learning of stochastic differential equations
Arnab Ganguly, Riten Mitra, Jinpu Zhou
The paper has two major themes. The first part of the paper establishes certain general results for infinite-dimensional optimization problems on Hilbert spaces. These results cove…
Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: Error analysis through central limit theorem and moderate deviation asymptotics
Arnab Ganguly, P. Sundar
The paper considers an Euler discretization based numerical scheme for approximating functionals of invariant distribution of an ergodic diffusion. Convergence of the numerical sch…
Parameterized Pattern Matching -- Succinctly
Arnab Ganguly, Rahul Shah, Sharma V. Thankachan
We consider the problem, where a pattern matches some location in a text iff there is a one-to-one correspondence between the…
A variational approach to path estimation and parameter inference of hidden diffusion processes
Tobias Sutter, Arnab Ganguly, Heinz Koeppl
We consider a hidden Markov model, where the signal process, given by a diffusion, is only indirectly observed through some noisy measurements. The article develops a variational m…
Jump-Diffusion Approximation of Stochastic Reaction Dynamics: Error bounds and Algorithms
Arnab Ganguly, Derya Altintan, Heinz Koeppl
Biochemical reactions can happen on different time scales and also the abundance of species in these reactions can be very different from each other. Classical approaches, such as…
Moderate Deviation Principles for Stochastic Differential Equations with Jumps
Amarjit Budhiraja, Paul Dupuis, Arnab Ganguly
Moderate deviation principles for stochastic differential equations driven by a Poisson random measure (PRM) in finite and infinite dimensions are obtained. Proofs are based on a v…
Markov chain aggregation and its applications to combinatorial reaction networks
Arnab Ganguly, Tatjana Petrov, Heinz Koeppl
We consider a continuous-time Markov chain (CTMC) whose state space is partitioned into aggregates, and each aggregate is assigned a probability measure. A sufficient condition for…
Wong-Zakai type convergence in infinite dimensions
Arnab Ganguly
The paper deals with convergence of solutions of a class of stochastic differential equations driven by infinite-dimensional semimartingales. The infinite-dimensional semimartingal…
Uniform moment bounds of multi-dimensional functions of discrete-time stochastic processes
Arnab Ganguly, Debasish Chatterjee, John Lygeros +1
We establish conditions for uniform -th moment bound of certain -valued functions of a discrete-time stochastic process taking values in a general metric space. The condit…