19 citations · 46 across the 17 of their papers we have counts for
17 papers
Modeling Wallet-Level Behavioral Shifts Post-FTX Collapse: An XAI-Driven GLM Study on Ethereum Transactions
Benjamin Gillen, Rashmi Ranjan Bhuyan, Gourab Mukherjee +1
The Ethereum blockchain plays a central role in the broader cryptocurrency ecosystem, enabling a wide range of financial activity through the use of smart contracts. This paper inv…
Empirical Bayes Estimation with Side Information: A Nonparametric Integrative Tweedie Approach
Jiajun Luo, Trambak Banerjee, Gourab Mukherjee +1
We investigate the problem of compound estimation of normal means while accounting for the presence of side information. Leveraging the empirical Bayes framework, we develop a nonp…
Bootstrapped Edge Count Tests for Nonparametric Two-Sample Inference Under Heterogeneity
Trambak Banerjee, Bhaswar B. Bhattacharya, Gourab Mukherjee
Nonparametric two-sample testing is a classical problem in inferential statistics. While modern two-sample tests, such as the edge count test and its variants, can handle multivari…
Structured Dynamic Pricing: Optimal Regret in a Global Shrinkage Model
Rashmi Ranjan Bhuyan, Adel Javanmard, Sungchul Kim +4
We consider dynamic pricing strategies in a streamed longitudinal data set-up where the objective is to maximize, over time, the cumulative profit across a large number of customer…
Large-Scale Shrinkage Estimation under Markovian Dependence
Bowen Gang, Gourab Mukherjee, Wenguang Sun
We consider the problem of simultaneous estimation of a sequence of dependent parameters that are generated from a hidden Markov model. Based on observing a noise contaminated vect…
A Nearest-Neighbor Based Nonparametric Test for Viral Remodeling in Heterogeneous Single-Cell Proteomic Data
Trambak Banerjee, Bhaswar B. Bhattacharya, Gourab Mukherjee
An important problem in contemporary immunology studies based on single-cell protein expression data is to determine whether cellular expressions are remodeled post infection by a…
Nonparametric Empirical Bayes Estimation on Heterogeneous Data
Trambak Banerjee, Luella J. Fu, Gareth M. James +2
The simultaneous estimation of many parameters based on data collected from corresponding studies is a key research problem that has received renewed attention in the high-dimensio…
A General Framework for Empirical Bayes Estimation in Discrete Linear Exponential Family
Trambak Banerjee, Qiang Liu, Gourab Mukherjee +1
We develop a Nonparametric Empirical Bayes (NEB) framework for compound estimation in the discrete linear exponential family, which includes a wide class of discrete distributions…
Sparse Minimax Optimality of Bayes Predictive Density Estimates from Clustered Discrete Priors
Ujan Gangopadhyay, Gourab Mukherjee
We consider the problem of predictive density estimation under Kullback-Leibler loss in a high-dimensional Gaussian model with exact sparsity constraints on the location parameters…
Adaptive Sparse Estimation with Side Information
Trambak Banerjee, Gourab Mukherjee, Wenguang Sun
The article considers the problem of estimating a high-dimensional sparse parameter in the presence of side information that encodes the sparsity structure. We develop a general fr…
On Minimax Optimality of Sparse Bayes Predictive Density Estimates
Gourab Mukherjee, Iain M. Johnstone
We study predictive density estimation under Kullback-Leibler loss in -sparse Gaussian sequence models. We propose proper Bayes predictive density estimates and establish a…
Feature Screening in Large Scale Cluster Analysis
Trambak Banerjee, Gourab Mukherjee, Peter Radchenko
We propose a novel methodology for feature screening in clustering massive datasets, in which both the number of features and the number of observations can potentially be very lar…
Empirical Bayes Estimates for a 2-Way Cross-Classified Additive Model
Lawrence D. Brown, Gourab Mukherjee, Asaf Weinstein
We develop an empirical Bayes procedure for estimating the cell means in an unbalanced, two-way additive model with fixed effects. We employ a hierarchical model, which reflects ex…
Efficient Empirical Bayes prediction under check loss using Asymptotic Risk Estimates
Gourab Mukherjee, Lawrence D. Brown, Paat Rusmevichientong
We develop a novel Empirical Bayes methodology for prediction under check loss in high-dimensional Gaussian models. The check loss is a piecewise linear loss function having differ…
Convex clustering via fusion penalization
Peter Radchenko, Gourab Mukherjee
We study the large sample behavior of a convex clustering framework, which minimizes the sample within cluster sum of squares under an~ fusion constraint on the cluster cen…
On the within-family Kullback-Leibler risk in Gaussian Predictive models
Gourab Mukherjee, Iain M. Johnstone
We consider estimating the predictive density under Kullback-Leibler loss in a high-dimensional Gaussian model. Decision theoretic properties of the within-family prediction error…
Exact minimax estimation of the predictive density in sparse Gaussian models
Gourab Mukherjee, Iain M. Johnstone
We consider estimating the predictive density under Kullback-Leibler loss in an sparse Gaussian sequence model. Explicit expressions of the first order minimax risk along…