62 citations · 268 across the 38 of their papers we have counts for
8 papers · 1 filter
At the Intersection of Deep Sequential Model Framework and State-space Model Framework: Study on Option Pricing
Ziyang Ding, Sayan Mukherjee
Inference and forecast problems of the nonlinear dynamical system have arisen in a variety of contexts. Reservoir computing and deep sequential models, on the one hand, have demons…
Reachability for Updatable Timed Automata made faster and more effective
Paul Gastin, Sayan Mukherjee, B Srivathsan
Updatable timed automata (UTA) are extensions of classic timed automata that allow special updates to clock variables, like x:= x - 1, x := y + 2, etc., on transitions. Reachabilit…
Random Lie Brackets that Induce Torsion: A Model for Noisy Vector Fields
Didong Li, Sayan Mukherjee
We define and study a random Lie bracket that induces torsion in expectation. Almost all stochastic analysis on manifolds have assumed parallel transport. Mathematically this assum…
Stanza: A Nonlinear State Space Model for Probabilistic Inference in Non-Stationary Time Series
Anna K. Yanchenko, Sayan Mukherjee
Time series with long-term structure arise in a variety of contexts and capturing this temporal structure is a critical challenge in time series analysis for both inference and for…
Stability theorems for some Kruskal-Katona type results
Xizhi Liu, Sayan Mukherjee
The classical Kruskal-Katona theorem gives a tight upper bound for the size of an -uniform hypergraph as a function of the size of its shadow. Its stability versio…
Triangles in graphs without bipartite suspensions
Dhruv Mubayi, Sayan Mukherjee
Given graphs and , the generalized Turán number ex is the maximum number of copies of in an -vertex graph with no copies of . Alon and Shikhelman, using a…