no code implementations • 11 Aug 2023 • Jiajun Luo, Trambak Banerjee, Gourab Mukherjee, Wenguang Sun
As the dimension of the auxiliary data increases, we accurately quantify the improvements in estimation risk and the associated deterioration in convergence rate.
no code implementations • 26 Apr 2023 • Trambak Banerjee, Bhaswar B. Bhattacharya, Gourab Mukherjee
In this regime, we study the asymptotic behavior of weighted edge count test statistic and show that it can be effectively re-calibrated to detect arbitrary deviations from the composite null.
no code implementations • 28 Mar 2023 • Rashmi Ranjan Bhuyan, Adel Javanmard, Sungchul Kim, Gourab Mukherjee, Ryan A. Rossi, Tong Yu, Handong Zhao
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 segments.
no code implementations • 4 Mar 2020 • 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.