My Invited Session at The International Nonparametric Society Symposium, June 24-27, 2022, Cypress:
Speakers: Bhaswar Bhattacharya, Arup Bose, Eugen Pircalabelu, Linda Zhao.



Research Interests
Mathematical statistics (both fixed sample and asymptotic), Applied probability, Analytic number theory, Inequalities, Connecting different branches of mathematics.



Fall 2022 Course: STAT 695, Theory of Multivariate Statistics and Random Matrices
11:30 AM-12:20 PM, MWF, Recitation Building 114
Texts: Random Matrix Theory (Marc Potters), Random Matrices (Terry Tao), Multivariate Theory (Robb Muirhead)



Education, Professional Honors and Societies

PhD, 1984, Indian Statistical Institute
Fellow of the Institute of Mathematical Statistics, Elected 1993
Member, IMS Council, 2014-2016
Member, IMS Council, 2008-09




Teaching Recognitions Elected one of the 10 Best Teachers in the School of Science; 1987-88; 1997-98


Journal Editorships

Associate Editor, Annals of Statistics, 1998 - 2018
Area Editor of Mathematical Statistics, Bernoulli, 2016-2018
Co-Executive Editor, Journal of Statistical Planning and Inference, 2012 - 2017
Co-Editor, Springer Series on Selected Works in Probability and Statistics, 2009 - Present
Associate Editor, Statistics Surveys of the IMS and the Bernoulli Society, 2007- Present
Associate Editor, Metrika, 2009- Present
Contributing Editor, IMS Bulletin, 2010-Present
Editor, Springer Series on Selected Works in Probability and Statistics, 2009 - Present
Editor, IMS Bulletin Student Problem Section, 2014-Present
Editor, Lecture Notes and Monograph Series, Institute of Mathematical Statistics, 2008-2009
Editor, Institute of Mathematical Statistics Collections and Volumes Series, 2008-2009
Associate Editor, Journal of American Statistical Association, 1996- 1999
Associate Editor, Journal of Statistical Planning and Inference, 1996- 2003
Associate Editor, International Statistical Review, 1995-1997
Associate Editor, Sankhya, 1997-2005

Volume Editorships

Editor, Selected Works of D. Basu, Springer
Editor, The Herman Rubin Festschrift, Institute of Mathematical Statistics
Editor, Basu Memorial Issue of Sankhya, Parts I and II




The First 218 Million Twin Primes (The First of the Pair; WARNING; THIS FILE IS 2.8 GIGABYTES; RIGHT CLICK ON LINK TO SAVE and DOWNLOAD)






Anirban DasGupta

Professor of Statistics

dasgupta@purdue.edu
Address:
150 N. University Street
MATH 528
West Lafayette, IN 47907-2068

Phone: (765) 494-6033
Fax: (765) 494-0558




Some publications

Larry Brown's contributions to parametric inference, decision theory and foundations, a survey, Invited, Statistical Science, 2019, with Jim Berger

Detection and analysis of spikes in a random sequence, Methodology and Computing in Applied Probability, 2018, with Bo Li

Valid confidence intervals for mean and standard deviation when only one observation is available, in arxiv, with Stephen Portnoy, 2022

Asymptotic risk and Bayes risk of thresholding and superefiicient estimates, regular variation, and optimal thresholding, Contemporary Developments in Statistical Theory, 2014, with Iain Johnstone

Sharp fixed n bounds and asymptotic expansions for the mean and the median of a Gaussian sample maximum, and applications to the Donoho-Jin model, Statistical Methodology, 2014, with S.N. Lahiri

The Hamburger moment problem for products and powers of random variables, Journal of Statistical Inference, 2014, with Jordan Stoyanov and G.D. Lin

Density estimation in high and ultrahigh dimensions, L1 asymptotics, Contemporary Developments in Statistical Decision Theory, 2012, with S.N. Lahiri

Estimation of binomial parameters when both n, p are unknown, Journal of Statistical Inference, 2005, with Herman Rubin

A contemporary review of infinitely divisible distributions and processes, Sankhya Ser A, with Arup Bose and Herman Rubin, 2002

Interval estimation for a binomial proportion, with discussion, Statistical Science, 2001, with Larry Brown and Tony Cai

Confidence intervals for a binomial proportion and asymptotic expansions, Annals of Statistics, 2002, with Larry Brown and Tony Cai

All estimates with a given risk, Riccati differential equations and a new proof of a theorem of Brown, Annals of Statistics, 1997, with William Strawderman

A new general method for constructing confidence sets in arbitrary dimensions, Annals of Statistics, 1995, with J.K. Ghosh amd Mei-Mei Zen

Diameter and volume minimizing confidence sets in Bayes and classical problems, Annals of Statistics, 1991

Robust Bayes experimental designs in normal linear models, Annals of Statistics, 1991, with William J. Studden

False vs. missed discoveries, Gaussian decision theory, and the Donsker-Varadhan principle, Festschrift for Lawrence D. Brown, Institute of Mathematical Statistics, 2010

Estimating a binomial parameter: Is robust Bayes real Bayes?, Statistics and Decisions, 1993, with Mei-Mei Zen

The heat equation and Stein's identity: Connections, Applications, Journal of Statistical Planning and Inference, 2006, with Larry Brown, Len Haff, William Strawderman

Robustness of standard confidence ' intervals for location parameters, Annals of Statistics, 1995, with Sanjib Basu

Sample size problems in ANOVA: Bayesian point of view, Journal of Statistical Planning and Inference, with Brani Vidakovic, 1997

Uniform and subuniform posterior robustness, Journal of Statistical Planning and Inference, 1994, with Saurabh Mukhopadhyay

Robustness of Stein's two stage procedure, Sequential Analysis, 1995, with Hyun-Sook Oh

Statistical tests for multivariate bioequivalence, Biometrika, 1999, with J.T. Hwang and Weizhen Wang

A general theorem on decision theory for nonnegative functionals, Annals of Statistics, 1989

The mean, median and mode of unimodal distributions; Characterization, Theory of Probability and Its Applications, 1997, with Sanjib Basu

Interval estimation in exponential families, Statistica Sinica, 2003, with Larry Brown and Tony Cai

Best constants in Chebyshev inequaliities, Metrika, 2000

Exact tail probabilities and percentiles of the multinomial maximum, Purdue University Technical Report, 2017

Review of optimal Bayes designs, Vol 13, Handbook of Statistics, 1996

Bayes minimax estimation in multiparameter families when the parameter space is restricted to a bounded convex set, Sankhya Ser A, 1985

Estimation in the multiparameter exponential family: Admissibility and inadmissibility results, Statistics and Decisions, 1986

On the strong consistency, weak limits and practical performance of ML and Bayes estimates of a symmetric Euclidean domain, Lecture Notes and Monographs, Institute of Mathematical Statistics, 2004, with Wen-Chi Tsai

Sub and resampling and goodness of fit, Lecture Notes and Monographs, Institute of Mathematical Statistics, 2004, with Larry Brown, John Marden and Dimitris Politis

G-distributed functions of F-distributed random variables, Lecture Notes and Monographs, Institute of Mathematical Statistics, 2004, with Larry Shepp

A new approach to default priors, Canadian Journal of Statistics, 2001, with George Casella, Mohan Delampady, Herman Rubin and William E. Strawderman

Distributions which are Gaussian convolutions, Statistical Decision Theory and Related Topics, V, 1994

Fourier analytic characterizations of Bayes estimations, Purdue University Technical Report, 1993

Stein's identity, Fisher information and projection pursuit, a triangulation: Journal of Statistical Planning and Inference, 2007

Bayes design for clinical trials, Sankhya Ser A, 1998, with Mei-Mei Zen

Coincidences, Encyclopedia of Statistical Sciences, Second Edition, 2004



Books and Lecture Notes

Statistical Theory: A Comprehensive Course, Volume One, In Reviews, Forthcoming
Table of Contents of Probability for Statistics and Machine Learning (Springer; Published May, 2011)
Fundamentals of Probability: A First Course
Asymptotic Theory of Statistics and Probability, Springer Verlag, New York
A Sourcebook on Probability
Lecture Notes on Mathematical Statistics
Lecture Notes on Statistical Inference for Stochastic Processes