Research

Research Interest

• High dimensional statistics

• Best subset selection

• Robust Inference

• Distributed learning

• Reinforcement learning

Preprints and Publications

• Saptarshi Roy, Ambuj Tewari, Ziwei Zhu (2024+).  High-dimensional variable selection with heterogeneous signals: A precise asymptotic perspective (Accepted in Bernoulli) 

• Saptarshi Roy, Ambuj Tewari (2023). On the Computational Complexity of Private High-dimensional Model Selection via Exponential Mechanism. 

• Saptarshi Roy, Ambuj Tewari, Ziwei Zhu (2023). Understanding Best Subset Selection: A Tale of Two C(omplex)ities (Preprint)

• Sunrit Chakraborty *, Saptarshi Roy *, Ambuj Tewari (2023). Thompson Sampling for High-Dimensional Sparse Linear Contextual Bandits (Accepted in ICML 2023) (* = Equal contribution)

• Subha Maity, Saptarshi Roy, Songkai Xue, Mikhail Yurochkin, Yuekai Sun (2022). How does overparametrization affect performance on minority groups? (Preprint)

• Saptarshi Roy, Kaustav Chakraborty, Somnath Bhadra, Ayanendranath Basu (2019).  Density Power Downweighting and Robust Inference: Some New Strategies (Accepted in Journal of Mathematics and Statistics)