Soumendra Lahiri

Soumendra Lahiri

Washington University in St. Louis

H-index: 39

North America-United States

About Soumendra Lahiri

Soumendra Lahiri, With an exceptional h-index of 39 and a recent h-index of 22 (since 2020), a distinguished researcher at Washington University in St. Louis, specializes in the field of Resampling methods, Time Series, Econometrics, Spatial Statistics, High dimensional data.

His recent articles reflect a diverse array of research interests and contributions to the field:

Probabilistic Guarantees of Stochastic Recursive Gradient in Non-convex Finite Sum Problems

Stationary Jackknife

Fast parameter estimation of generalized extreme value distribution using neural networks

Fitting sparse Markov models through a collapsed Gibbs sampler

Quadratic Prediction of Time Series via Auto-Cumulants

Online Bootstrap Inference with Nonconvex Stochastic Gradient Descent Estimator

Estimation of the Parameters in an Expanding Dynamic Network Model

Fitting sparse Markov models to categorical time series using regularization

Soumendra Lahiri Information

University

Position

___

Citations(all)

7081

Citations(since 2020)

2261

Cited By

9948

hIndex(all)

39

hIndex(since 2020)

22

i10Index(all)

86

i10Index(since 2020)

40

Email

University Profile Page

Washington University in St. Louis

Google Scholar

View Google Scholar Profile

Soumendra Lahiri Skills & Research Interests

Resampling methods

Time Series

Econometrics

Spatial Statistics

High dimensional data

Top articles of Soumendra Lahiri

Title

Journal

Author(s)

Publication Date

Probabilistic Guarantees of Stochastic Recursive Gradient in Non-convex Finite Sum Problems

Yanjie Zhong

Jiaqi Li

Soumendra Lahiri

2024/4/25

Stationary Jackknife

Journal of Time Series Analysis

Weilian Zhou

Soumendra Lahiri

2024/5

Fast parameter estimation of generalized extreme value distribution using neural networks

arXiv preprint arXiv:2305.04341

Sweta Rai

Alexis Hoffman

Soumendra Lahiri

Douglas W Nychka

Stephan R Sain

...

2023/5/7

Fitting sparse Markov models through a collapsed Gibbs sampler

Computational Statistics

Iris Bennett

Donald EK Martin

Soumendra Nath Lahiri

2023/12

Quadratic Prediction of Time Series via Auto-Cumulants

Sankhya A

Tucker S McElroy

Dhrubajyoti Ghosh

Soumendra Lahiri

2023/9/8

Online Bootstrap Inference with Nonconvex Stochastic Gradient Descent Estimator

arXiv preprint arXiv:2306.02205

Yanjie Zhong

Todd Kuffner

Soumendra Lahiri

2023/6/3

Estimation of the Parameters in an Expanding Dynamic Network Model

Sankhya A

Wei Zhao

SN Lahiri

2022/6

Fitting sparse Markov models to categorical time series using regularization

arXiv preprint arXiv:2202.05485

Tuhin Majumder

Soumendra Lahiri

Donald Martin

2022/2/11

Equivalence relations and inference for sparse Markov models

Donald EK Martin

Iris Bennett

Tuhin Majumder

Soumendra Nath Lahiri

2022/1/1

On optimal block resampling for Gaussian-subordinated long-range dependent processes

The Annals of Statistics

Qihao Zhang

Soumendra N Lahiri

Daniel J Nordman

2022/12

Necessary and sufficient conditions for variable selection consistency of the LASSO in high dimensions

Soumendra N Lahiri

2021/4

Conditional Randomization Rank Test

arXiv preprint arXiv:2112.00258

Yanjie Zhong

Todd Kuffner

Soumendra Lahiri

2021/12/1

Central Limit Theorem in high dimensions: The optimal bound on dimension growth rate

Transactions of the American Mathematical Society

Debraj Das

Soumendra Lahiri

2021/10

Inference in partially identified models with many moment inequalities using Lasso

Journal of Statistical Planning and Inference

Federico A Bugni

Mehmet Caner

Anders Bredahl Kock

Soumendra Lahiri

2020/5/1

Simulating Markov random fields with a conclique-based Gibbs sampler

Journal of Computational and Graphical Statistics

Andee Kaplan

Mark S Kaiser

Soumendra N Lahiri

Daniel J Nordman

2020/4/2

A general frequency domain method for assessing spatial covariance structures

Matthew Van Hala

Soutir Bandyopadhyay

Soumendra N Lahiri

Daniel J Nordman

2020/11/1

A statistical analysis of noisy crowdsourced weather data

The Annals of Applied Statistics

Arnab Chakraborty

Soumendra Nath Lahiri

Alyson Wilson

2020/3/1

A test of homogeneity of distributions when observations are subject to measurement errors

Biometrics

DongHyuk Lee

Soumendra N Lahiri

Samiran Sinha

2020/9

Two-sample Testing on Latent Distance Graphs With Unknown Link Functions

arXiv preprint arXiv:2008.01038

Yiran Wang

Minh Tang

Soumendra Nath Lahiri

2020/8/3

GRID

The Annals of Statistics

Francesco Giordano

Soumendra Nath Lahiri

Maria Lucia Parrella

2020/6/1

See List of Professors in Soumendra Lahiri University(Washington University in St. Louis)

Co-Authors

H-index: 80
Noel Cressie

Noel Cressie

University of Wollongong

H-index: 61
Costas Spanos

Costas Spanos

University of California, Berkeley

H-index: 57
William Q. Meeker

William Q. Meeker

Iowa State University

H-index: 51
Dimitris N. Politis

Dimitris N. Politis

University of California, San Diego

H-index: 39
Veera Baladandayuthapani

Veera Baladandayuthapani

University of Michigan-Dearborn

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