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Arabin Kumar Dey

Associate Professor Ph.D. (IIT Kanpur)

+91 (0)361 258 2620    arabin â—Š iitg â‹… ac â‹… in

Research Area: Distributions, models and Applications; Machine learning and Time Series Analysis ; Advanced Statistical Algorithms;  System Biology, Biomedical Applications, Ensemble Learning.
Room No: E1-310
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Research

System Biology, Biomedical Applications, Ensemble Learning :  Conditional Survival Predictions, Variable Section, Outlier detections are few problems relevant for the doctors and clinicians.  Longitudinal, censored, competing risk are some of data patterns that are available not only in biology but also in different areas of science and technology.  Any patient specific analysis or drug discovery often includes both phenotype and Genotype attributes in their clinical analysis.  The research methodology in this direction not only includes accurate prediction of specific scenario but also equally emphases on biological interpretation of the proposed models.   

Machine learning and Time Series Analysis :   Accuracy in forecast for long term signal is a never ending problem.   We focus on uncertainty estimation for forecast in multi-dimensional time series model through machine learning algorithm.  Conformal interval prediction in  multidimensional signal is a challenging problem.  

Advanced Statistical Algorithms :  I love to work building new algorithms that solves practical problems.  I contributed in developing EM Algorithm, Advanced  MCMC and its convergence (Gibbs, Slice, Simulated Annealing, HMC, NUTS etc).  My interest includes applications on HMM, Genetic algorithms and all Deep learning algorithms.

Distributions, models and Applications :  One of the most difficult problem in Statistics is choice of a distributions given a data.  The problem becomes difficult when data is censored, heavy-tailed, discrete, high dimension or any combination of them.  

Experience

Research Project Associate in Speech Signal, a joint project of BSNL, Department of Mathematics and Statistics, Department of  and Department of Electrical Engineering.

Courses

1)  MA 373/471 : Statistical Analysis of Financial Data, –
2)  MA 226 : Monte Carlo Simulation –
3)  MA 225 : Probability and Random Process, –
4)  MA 598 : Mathematics of Financial Derivatives, –
5)  MA 225 : Financial Engineering I –
6)  MA 477 : Financial Risk Management, –
7)  MA 691 : Statistical Data Analysis and Simaulation, –
8)  MA 691 : Advanced Statistical Algorithm, –
9)  MA 593 : Statistical Methods and Inference, –
 

Journal Publications

11. Biplab Paul and Arabin Kumar Dey, "An EM algorithm for absolutely continuous Marshall-Olkin bivariate Pareto distribution with location and scale", Communications in Statistics - Simulation and Computation [2023] ,

10. Shankhajyoti De, Arabin Kumar Dey and Deepak Kumar Gouda, "

Construction of Confidence Interval for a Univariate Stock Price Signal Predicted Through Long Short Term Memory Network

", Annals of Data Science , vol.9 (2) [2022]

9. Sangita Dey, Arabin K Dey and Rajesh Kumar Mall, "
Modeling Long-term Groundwater Levels By Exploring Deep Bidirectional Long Short-Term Memory using Hydro-climatic Data", Water resources management ,pp.3395-3410, [2021]

8. Arabin Kumar Dey and Biplab Paul , "

Some Variations of EM Algorithms for Marshall–Olkin Bivariate Pareto Distribution with Location and Scale

", Journal of Statistical Theory and Practice [2018]

7. Biplab Paul, Arabin Kumar Dey and Debasis Kundu, "Bayesian analysis of three parameter absolute continuous Marshall–Olkin bivariate Pareto distribution", Communications in Statistics: Case Studies, Data Analysis and Applications ,pp.57-68, [2017]

6. Arabin Kumar Dey, Sreangsu Acharyya and Raghav Somani, "

A case study of Empirical Bayes in User-Movie Recommendation system

", Communications in Statistics: Case Studies, Data Analysis and Applications [2017] , 10.48550/arXiv.1707.02294

5. Kundu D. and Dey AK, "Discriminating between bivariate generalized ex- ponential and bivariate Weibull distributions", Chilean Journal of Statistics [2012]

4. Arabin K. Dey and D. Kundu, "Discriminating between the log-normal and log-logistic distributions", Communications in Statistics - Theory and Methods , vol.39 ,pp.280-292, [2010]

3. Arabin Kumar Dey and D. Kundu, "Discriminating between the Weibull and Log-normal distributions for type-II censored data", Statistics (to appear) [2010]

2. Arabin Kumar Dey and D. Kundu, "Discriminating among the log-normal, Weibull and generalized exponential distributions", IEEE Transactions on Reliability , vol.58 (3) ,pp.416-424, [2009]

1. D. Kundu and Arabin Kumar Dey, "Estimating the Parameters of the Marshall Olkin Bivariate Weibull Distribution by EM Algorithm", Computational Statistics and Data Analysis , vol.53 (4) ,pp.956-965, [2009]

Current

Currently no current student.

Completed

1 Biplab Paul

No Project Available!

No Project Available!

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