1 citations · 1 across the 3 of their papers we have counts for
5 papers
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…
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…
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…