Dr Abhishek Pal Majumder
Areas of interest
Broadly interested in topics of applied statistics and probability, particularly focusing on:
- Hidden Markov models, Stochastic models, Econometrics
- Statistical computing, Applied statistics, data science, distributed computations
- Stochastic networks, Limit theorems
Current teaching (2021/2022):
Research centres and groups
- Questions related with regime switching processes and causal dynamical systems
- Time series, stochastic models and exploring their long-term behaviours and forecasting related predictive analysis
- Problems related with stochastic models on dynamic networks such as finding mutual friends' growth rates in Preferential Attachment random graphs, scale free graphs and related statistical questions on link predictions, etc.
- Building statistical methodologies using alternative Bayesian principles such as Generalized Fiducial Inference, distributional inferences, etc. in contexts of different statistical applications.
I was affiliated as a researcher in the ESD cluster, Singapore University of Technology and Design (SUTD) from December 2019 to December 2021. I was a postdoc in the Insurance Mathematics group of Matstat, Stockholm University (2017-19), and University of Copenhagen (2015-17) as well.
I did PhD in Statistics from University of North Carolina at Chapel Hill (USA) in 2015 under supervisions of Prof. Amarjit Budhiraja and Prof. Jan Hannig and the title of my thesis was “Long time asymptotics of some weakly interacting particle systems and higher order asymptotics of generalized Fiducial distribution."
I did B-Stat and M-Stat from Indian Statistical Institute, Kolkata.
- PhD in Statistics (2015) from STOR, UNC Chapel Hill
- B-Stat (2007), M-Stat (2009) from Indian Statistical Institute, Kolkata
- “Quantitative Evaluation of an Active Chemotaxis Model in Discrete Time”, Markov processes and related fields, Volume 27(5), pages 803 - 868 (2021)
- “The dynamics of stochastic mono-molecular reaction systems in stochastic environments”, Stochastic processes and their applications, Volume 137, July 2021, Pages 106-148. (With Daniele Cappelletti, Carsten Wiuf)
- “Exact long-time behavior of some regime switching stochastic processes”, Bernoulli, 2020, Vol. 26, No. 4, 2572-2604. (With Filip Lindskog)
- “Second-Order Probability Matching Priors for the Person Parameter in Unidimensional IRT Models", Psychometrika volume 84, pages 701–718 (2019) (With Yang Liu, Jan Hannig)
- “Long Time Results for a Weakly Interacting Particle System in Discrete Time”, Stochastic Analysis and applications, Volume 33, Issue 3, 2015 (With Amarjit Budhiraja)