Current Works
High-Dimensional Statistical Modeling
Clustering in Misspecified and High-Dimensional Models using Automatic Differentiation
(Biorxiv 2019 ) w/ V. Rajan
Gaussian Mixture Copulas for High-Dimensional Clustering and Dependency-based Subtyping
(Bioinformatics 2019 ) w/ S. Bhattacharya, V. Rajan
Improved Inference of Gaussian Mixture Copula Model for Clustering and Reproducibility Analysis using Automatic Differentiation
(Arxiv 2020 ) w/ V. Rajan
ML for Finance
A Test for detecting Structural Breakdowns in Markets using Eigenvalue Decompositions
(9th International Conference of the Financial Engineering and Banking Society) w/ M. Bhattacharyya
Some Write-ups
Machine Learning
Reparameterization Trick
Convergence of Policy Iteration
Statistics
Why 'Log'-likelihood
Assumptions in Linear Regression
Proof that MSE is unbiased
