Sumanta Basu
Prof Assoc
Statistics and Data Science · CALS
Recent Papers (10)
2021-07-30
A Survey of Estimation Methods for Sparse High-dimensional Time Series Models
Sumanta BasuProf Assoc, Statistics and Data Science · CALS
2021-07-09
An Empirical Bayes Approach to Estimating Dynamic Models of Co-Regulated Gene Expression
Sumanta BasuProf Assoc, Statistics and Data Science · CALS
Andrew G. ClarkProfessor, Molecular Biology and Genetics · CAS
Martin T. WellsProfessor, ILR Statistics and Data Science · ILR
2021-06-14
Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages
Sumanta BasuProf Assoc, Statistics and Data Science · CALS
2020-11-05
High-Dimensional Estimation, Basis Assets, and the Adaptive Multi-Factor Model
Sumanta BasuProf Assoc, Statistics and Data Science · CALS
Robert A. JarrowProfessor, Finance Faculty · GM
Martin T. WellsProfessor, ILR Statistics and Data Science · ILR
2020-07-30
Random Forests for dependent data
Sumanta BasuProf Assoc, Statistics and Data Science · CALS
2019-01-03
Low Rank and Structured Modeling of High-Dimensional Vector Autoregressions
Sumanta BasuProf Assoc, Statistics and Data Science · CALS
2019-01-01
A Debiased MDI Feature Importance Measure for Random Forests
Sumanta BasuProf Assoc, Statistics and Data Science · CALS
2018-01-19
Iterative random forests to discover predictive and stable high-order interactions
Sumanta BasuProf Assoc, Statistics and Data Science · CALS
2018-01-01
High Dimensional Estimation and Multi-Factor Models
Sumanta BasuProf Assoc, Statistics and Data Science · CALS
Robert A. JarrowProfessor, Finance Faculty · GM
Martin T. WellsProfessor, ILR Statistics and Data Science · ILR
2017-11-09
Interpretable Vector AutoRegressions with Exogenous Time Series
Sumanta BasuProf Assoc, Statistics and Data Science · CALS