20122020

Research output per year

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Personal profile

Research interests

My core research is at the intersection of statistics, machine learning and optimisation methods. My current research is focussed on modelling data with complex high dimensional network structure and provide methodology for estimating the corresponding structure using tools from nonparametric statistics, graphical models and high dimensional inference. The emphasis is placed on developing new theoretical techniques and computational tools for network problems and applying the corresponding methodology in many fields, including biomedical and social science research, where network modelling and analysis plays an exceedingly important role.

As a mathematical Statistician I am also interested in high dimensional Inference in regression models and understanding the theoretical insights in the modern "big data" framework. The development of novel algorithms  along with concrete theoretical results would enable practitioners to use them in many complex real world problems. I have a recent interest also in different optimization methods and especially understanding distributed/parallel computing with large heterogeneous data. These also include fast choice of tuning parameters in optimization algorithms and their implications in the proposed inference.

Education/Academic qualification

Statistics, Doctor of Science, University of Michigan

Award Date: 21 Aug 2015

Statistics, Master in Science, Indian Statistical Institute, Kolkata

Award Date: 15 Jul 2010

Statistics, Bachelor of Science, University of Calcutta

Award Date: 12 Jun 2008

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Projects

Research Output

  • 5 Article
  • 1 Conference contribution
File
  • 2 Downloads (Pure)

    Interpretable brain age prediction using linear latent variable models of functional connectivity

    Monti, R. P., Gibberd, A., Roy, S., Nunes, M., Lorenz, R., Leech, R., Ogawa, T., Kawanabe, M. & Hyvarinen, A., 13 Apr 2020, (Acceptance date) In : PLoS ONE.

    Research output: Contribution to journalArticle

    Open Access
    Open Access
    File
  • 7 Downloads (Pure)

    Change-Point Estimation in High-Dimensional Markov Random Field Models

    Roy, S., Atchade, Y. & Michailidis, G., 1 Sep 2017, In : Journal of the Royal Statistical Society: Series B - Statistical Methodology. 79, 4, p. 1187 - 1206 20 p.

    Research output: Contribution to journalArticle

    Open Access
    File
    10 Citations (Scopus)
    37 Downloads (Pure)

    Bayesian Inference in Nonparametric Dynamic State-Space Models

    Ghosh, A., Mukhopadhyay, S., Roy, S. & Bhattacharya, S., 1 Nov 2014, In : Statistical Methodology. 21, p. 35 - 48 14 p.

    Research output: Contribution to journalArticle

    Open Access
    File
  • 7 Citations (Scopus)
    34 Downloads (Pure)