Search Results for author: Sourav Chatterjee

Found 8 papers, 2 papers with code

A survey of some recent developments in measures of association

no code implementations9 Nov 2022 Sourav Chatterjee

This paper surveys some recent developments in measures of association related to a new coefficient of correlation introduced by the author.

Estimating large causal polytrees from small samples

no code implementations15 Sep 2022 Sourav Chatterjee, Mathukumalli Vidyasagar

We consider the problem of estimating a large causal polytree from a relatively small i. i. d.

MOSPAT: AutoML based Model Selection and Parameter Tuning for Time Series Anomaly Detection

1 code implementation24 May 2022 Sourav Chatterjee, Rohan Bopardikar, Marius Guerard, Uttam Thakore, Xiaodong Jiang

Organizations leverage anomaly and changepoint detection algorithms to detect changes in user behavior or service availability and performance.

Anomaly Detection AutoML +3

Convergence of gradient descent for deep neural networks

no code implementations30 Mar 2022 Sourav Chatterjee

This article presents a criterion for convergence of gradient descent to a global minimum, which is then used to show that gradient descent with proper initialization converges to a global minimum when training any feedforward neural network with smooth and strictly increasing activation functions, provided that the input dimension is greater than or equal to the number of data points.

Micro-Estimates of Wealth for all Low- and Middle-Income Countries

no code implementations15 Apr 2021 Guanghua Chi, Han Fang, Sourav Chatterjee, Joshua E. Blumenstock

Many critical policy decisions, from strategic investments to the allocation of humanitarian aid, rely on data about the geographic distribution of wealth and poverty.

Humanitarian

The Observed Rate of Binary Black Hole Mergers can be Entirely Explained by Globular Clusters

no code implementations20 Jan 2021 Carl L. Rodriguez, Kyle Kremer, Sourav Chatterjee, Giacomo Fragione, Abraham Loeb, Frederic A. Rasio, Newlin C. Weatherford, Claire S. Ye

Since the first signal in 2015, the gravitational-wave detections of merging binary black holes (BBHs) by the LIGO and Virgo collaborations (LVC) have completely transformed our understanding of the lives and deaths of compact object binaries, and have motivated an enormous amount of theoretical work on the astrophysical origin of these objects.

High Energy Astrophysical Phenomena General Relativity and Quantum Cosmology

A new coefficient of correlation

3 code implementations23 Sep 2019 Sourav Chatterjee

Is it possible to define a coefficient of correlation which is (a) as simple as the classical coefficients like Pearson's correlation or Spearman's correlation, and yet (b) consistently estimates some simple and interpretable measure of the degree of dependence between the variables, which is 0 if and only if the variables are independent and 1 if and only if one is a measurable function of the other, and (c) has a simple asymptotic theory under the hypothesis of independence, like the classical coefficients?

Statistics Theory Probability Statistics Theory 62H20, 62H15

Matrix estimation by Universal Singular Value Thresholding

no code implementations6 Dec 2012 Sourav Chatterjee

Consider the problem of estimating the entries of a large matrix, when the observed entries are noisy versions of a small random fraction of the original entries.

Statistics Theory Probability Statistics Theory

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