|Themes||Multivariate and High Dimensional Data, General Theory and Methodology|
I am currently a Research Associate at the Department of Statistical Science at University College London. I completed my PhD in Statistics at University of Michigan in 2015 under the supervision of Professor George Michailidis and Yves Atchade. My thesis was "Statistical Inference and Computational Methods for Large High-Dimensional Data with Network Structure". My current research is focussed on modeling data with complex high dimensional network structure and provide methodology for estimating the corresponding structure using tools from nonparametric statistics, graphical models and high dimensional inference.
Change-point estimation in time-varying network, High dimensional Inference, Graphical Models, Nonparametric regression
- Anurag Ghosh, Soumalya Mukhopadhyay, Sandipan Roy, Sourabh Bhattacharya (2014). Bayesian inference in nonparametric dynamic state-space models. Statistical Methodology,Vol. 21, pages 35- 48, November 2014
- Amita Pal, Smarajit Bose, Mandar Mitra and Sandipan Roy (2012). ISIS and NISIS: New bilingual dual-channel speech corpora for robust speaker recognition. In Proceedings of The 2012 International Conference On Image Processing, Computer Vision, & Pattern Recognition, July 2012
- Sandipan Roy, Yves Atchade, George Michailidis (2016). Change-Point Estimation in High-Dimensional Markov Random Field Models. To appear in JRSS-B. http://onlinelibrary.wiley.com/doi/10.1111/rssb.12205/epdf
- Sandipan Roy, Yves Atchade, George Michailidis (2016). Likelihood Inference for Large Scale Stochastic Blockmodels with Covariates based on a Divide-and-Conquer Parallelizable Algorithm with Communication. https://arxiv.org/abs/1610.09724