Publications

  1. Sengupta, S., Volgushev, S., and Shao, X. (2015).  A subsampled double bootstrap for massive data. Journal of the American Statistical Association (Theory and Methods).
    DOI: 10.1080/01621459.2015.1080709.
    Preprint available at arXiv:1508.01126.
  2. Sengupta, S. and Chen, Y. (2015). A blockmodel for node popularity in networks with community structure. Under review at Journal of the Royal Statistical Society: Series B (Statistical Methodology).
  3. Sengupta, S. and Chen, Y. (2015). Spectral clustering in heterogeneous networks. Statistica Sinica, 25, 1081-1106.
  4. Sengupta, S. , Shao, X., and Wang, Y. (2015). The dependent random weighting. Journal of Time Series Analysis, 36, 315-326.
    (Invited paper for the special issue on “Recent developments in bootstrap methods for dependent data”.)
  5. Sengupta, S. (2010). Modelling the zero coupon yield curve: A regression based approach. 12th Global Conference of Actuaries (GCA),  Session: C3 General Actuarial.