Statistical computing, Applied statistics, data science, distributed computation
Stochastic models, stochastic networks, Limit theorems,
Distributional inference, Higher order asymptotics,
Agent based modeling, Weakly interacting particle system,
Statistical computing, Applied statistics, data science, distributed computation
Stochastic models, stochastic networks, Limit theorems,
Distributional inference, Higher order asymptotics,
Agent based modeling, Weakly interacting particle system,
Regime Switching Processes:
"Extremal exceedance of some regime-switching processes" (in preparation)
"Divergent behavior of two-dimensional stochastic recurrence equations, with triangular innovations" (in preparation) ications in Mathematics and Statistics
"Infinite server queues under stochastic modulation and its long time behavior" (submitted) link, R code 2024
"Long-time behavior of some semi-Markov modulated processes" (submitted), 2024.
"Consumption–investment and reinsurance problem under Markovian regime switching: time-consistent solution ", with Nour El Houda Bouaicha, Farid Chighoub, Communications in Mathematics and Statistics 2025
"Exact long time behavior of some regime-switching stochastic processes", with Filip Lindskog , Youtube link , Bernoulli 2020, Vol. 26, No. 4, 2572-2604 .
Stochastic Reaction Network:
"The dynamics of stochastic mono-molecular reaction systems in stochastic environments " , with Daniele Cappelletti, Carsten Wiuf, Stochastic Process and their Applications, Published version Volume 137, July 2021, Pages 106-148 .
"Long time asymptotics of some transient stochastic reaction networks" , with Carsten Wiuf, in preparation.
Quantitative Evaluation of some weakly interacting particle systems and related long time asymptotics:
“Long Time Results for a Weakly Interacting Particle System in Discrete Time” with Amarjit Budhiraja, Arxiv, Stochastic Analysis and Applications Volume 33, Issue 3, 2015
“Long time behavior of a discrete time model for active Chemotaxis,” Arxiv. Markov process and related fields Volume 27(5), pages 803 - 868 (2021).
Probability matching Fiducial distribution:
``Second-Order Probability Matching Priors for the Person Parameter in Unidimensional IRT Models,'' Psychometrika (with Jan Hannig, Yang Liu) 84, pages 701–718, 2019.
“Higher order Asymptotics of Generalized Fiducial Inference”, Arxiv, In revision (with Jan Hannig, Yang Liu),
Thesis:
Statistical computing using Monte Carlo methods:
“Improved SIS Strategies for Sampling Binary Tables under fixed Row and Column Sums,” (with R. Chaudhuri, D. Sengupta)
Predictive Causality in multi-dimensional time series.
Robust Clustered Federated Learning Against Malicious Agents (with Lingjie Duan, Ngoh Sisui), 2024 IEEE 99th Vehicular Technology Conference (VTC2024-Spring)
On a Test for Gene-gene Interaction (with I Mukhopadhyay, PP Majumder), GENETIC EPIDEMIOLOGY 34 (8), 932-933, 2010
Translated blogposts of Prof. Djalil Chafai.
Blogposts of Prof. C. Robert Xi'an's Og.