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Jayanta K. Ghosh |
Professor of Statistics |
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Address:
150 N. University Street
West Lafayette, IN 47907-2068
Office Phone: (765) 494-6041
Fax: (765) 494-0558
Current research interests
Bayesian Analysis, Asymptotics, Reliabilitiy and Survival Analysis, High Dimensional Model Selection and Classification, Bioinformatics
Supervision of Graduate Students
Supervised 25 doctoral students, 7 of them at Purdue. Three graduate students are working with me.
An Overview of Work Done
Much of the following is joint work with several colleagues.
- My early work is on invariance, sufficiency and applications to sequential analysis. Even though I stopped working on these topics a long time ago, I have occasionally returned to sufficciency (for sample surveys and other undominated problems) as well as sequential analysis.
- My main work after this and till 1982 had been on higher order asymptotics. This has meant proving validity of various Edgeworth and Edgeworth type expansions (e.g. expansions in x2's of log likelihood ratio statistics). This has also meant proving higher order optimality theorems.
- I have been interested in reliability at various points of my career and still work occasionally on reliability problems, specially the problem of a change-point in a hazard rate.
- Since the mid seventies I have worked with geologists on stochastic modeling of sediment transport using data from river flows as well as experimental data from recirculating flumes. Currently, I am trying to model "bursting of vortices" near the bed by a diffusion with jump boundary condition and its effect in
flow velocity and sediment transport.
- Since the late eighties I have worked on Bayesian asymptotics. I have
worked on four kinds of problems. The first related to theorems like
posterior normality, necessary and sufficient conditions for a normalized
posterior to converge to a non-degenerate distribution, etc. In the
second set of problems I try to derive priors for which posterior
probabilities are close to frequentist probabilities in various senses.
This is relevant for validating non-informative priors or constructing
confidence intervals. In the third set of problems I deal with Bayesian
analysis of infinite dimensional problems like Bayesian survival analysis,
Bayesian density estimation, Bayesian semiparametrics, etc.
A major concern here is the consistency of posterior and rate of convergence.
In recent years I have made major progress in understanding Bayesian and
Empirical Bayes model selection rules in high dimensional problems.
I have also been working on Bayes Testing, Model Selection in low dimensional problems and have thrown light on some recent as well as long standing
asymptotic problems.
- Two of my current interests in applications involve public health
problems and environmental or ecological statistics. I have also begun
new work on ecological data on Western Ghats in India, which is one of
the world's leading hot spots for biodiversity. A new project concerns the indigenous knowledge base of Santals, a tribal community in India.
- In addition to the above major areas, I have worked on many other
problems. Some of these are briefly listed: characterization, multiple
decision theory, survey sampling, model selection, mixtures, Neyman-Scott
problems, U-statistics, Bahadur representation of quantiles. Many of the
papers in the above areas solve long standing open problems or pioneer
new areas, and have been cited often.
Publications
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1. (with Ghosal, S. and Ramamoorthi, R. V.) (1999) Posterior
consistency of Dirichlet
mixtures in density estimation, Ann. Statist., 27, 143-158.
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2. (with Maiti, P., Mukhopadhyay, A. C. and Pal, M.) (1997)
Stochastic modeling and
forecasting of discovery reserve, and production of
hydrocarbon-with an application, has appeared in Sankhy~a Ser
B.
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3. (with Ghosal, S. and Samanta, T.) (1999)
Approximation of the posterior distribution
in a change point problem, Ann. of Inst. Statist. Math., 51,
479-497.
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4. (with Srikant, K. R. and Ramamoorthi, R. V.) (1999) Posterior
consistency for right
censored data, Statistics and Probability Letters, 41, 255-265.
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5. (with Ghosal, S. and Ramamoorthi, R. V.) (1999) Consistent
semiparametric Bayesian inference about a location parameter JSPI , 77, 181-193.
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6. (with Joshi, S. N. and Mukhopadhyay, C.) (1998) Inference about
sharp changes in
hazard rates, Frontiers in Reliability (eds. A. P. Basu, S. K.
Basu and S. Mukhopad- hyay) pp. 133-142, World Scientific,
Singapore.
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7. Bayesian density estimation, has appeared as an invited paper in
the proceedings of
the International Congress of Mathematics, 1998.
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8. (with Ghosal, S. and Ramaoorthi, R. V.) (1999) Consistency
issues in Bayesian non-
parametrics, in Asymptotics, Nonparametrics and Time Series: A
tribute to Madan Lal Puri (ed. S. Ghosh), Marcel Dekker,
pp. 639-668.
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9. (with R. Mukerjee) Test statistics arising from
quasi-likelihood: Bartlett-adjustment
and higher order power has appeared in JSPI.
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10. (with Maiti, P., Rao, T. J., Sinha, B. K.) (1999) Evolution of
Statistics in India, IS Review.
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11. (with Ghosal, S. and vander Vaart, H.) (2000) Convergence rates
of posterior distribution (Ann. Stat. #2)
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12. (with Basu, A. Basu, S., Dewanji, A., Majumder, P. P.,
Chakvabanty, M.) (1998)
Projection of HIV Infection in Calcutta, Indian Journal
of Medical Research, 107, pp. 159-172.
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13. Discussion of "The Stochastic Control of Process Capability
Indices" by N. D. Singpurwallah, Test, 7, 47.
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14. Discussion of Andrew Barron's paper in Proceedings of Sixth
Valencia Meeting, Oxford University Press, 1997
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15. (with J. O. Berger and Nitai Mukhopadhyay) (2003) Approximations
and consistency
of the Bayes factors as model dimension grows. Journal of
Statistical Planning and Inference, 112, pp. 241-258.
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16.
(with T. Samanta) (2000) Nonsubjective Bayes testing - an Overview
(2002) JSPI
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17. (with T. Samanta) (October 2001) Discussion of a
paper by Berger and Pericchi ( 103, 205-223 in IMS Lecture Notes)
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18. (with Peter Hang Ping
Zhang) (2000) Sequential estimation in a reliability change
point problem, in Perspectives in Statistical Science, (eds. A.
K. Basu, J. K. Ghosh, P. K. Sinha and B. K. Sinha) Oxford
University Press, New Delhi.
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19. (with T. Samanta) (2001) Model Selection-An Overview, Current Science, 80, pp. 1135-1144.
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20. (with J. Bhanja etc.) (2001) A Statistical
Approach to Geological Mapping, (2002) Mathematical Geology, 34, pp. 505-528.
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21. (with T.
Samanta)(2002) Towards a Nonsubjective Bayesian Paradigm (in Golden Jubilee volume for Mathematics, I.I.T., Kharagpar, editor J. Misra).
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22. (with S. Adhikari etc.) (2001) Group Testing
and Optimal Design (in volume for Prof. M. N. Das, editors A. Dey et al).
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23. (with J. Wilbur
etc.) Variable selection in High-Dimensional Multivariate Binary
Data With Application to the Analysis of Microbial Community DNA
Fingerprints (2002), Biometrics, 58, pp. 378-386.
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24. (with A.
A. Messan etc.) Posterior Consistency for Regression Problems,
Bernoulli
(2003).
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25. (with Nitai Mukhopadhyay) (2003) Parametric
Empirical Bayes Model Selection -
Some Theory Methods and Simulations, in IMS lecture notes in
honor of Rabi Bhattacharya, editors K. Athreya et al.
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26.
(with Arijit Chaudhuri and Mausumi Bose) An Application of Adaptive
Sampling to
Estimate Highly Localized Population Segments, JSPI (2003).
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27. (with Ruma Basu and Rahul Mukerjee) (2003) Empirical Bayes
Prediction Intervals
in a Normal Regression Model: Higher Order Asmptotics,
Statistics and Probalility Letters, 63, pp. 197-203.
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28. (with S. Purkayastha and T. Samanta) (2004) Sequential Probability
Ratio Tests Based on Improper Priors, Sequential Analysis, Vol. 23, pp. 585-602
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29. (with S. Purkayastha and T. Samanta) (2005) Role of P-values and
other Measures
of Evidence in Bayesian Analysis, to appear in Handbook on
Bayesian Analysis, eds D. Dey and C.R. Rao, Elsevier, Amsterdam, pp. 151-170.
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30. (with K. Dihidar and T. Samanta) (2004) On Different Clusterings
of the Same Data
Set, to appear in a volume for B.K. Kale, editors Sushma Bendre
et al.
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31. Is Göedel's Theorem Relevant in the Mind-Machine
Debate? Has appeared in the proceedings of an international conference of scientists and
philosophers at Ramakrishna Mission Institute, Kolkata, editor
Dr. S. Bhattacharya.
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32. (with M. Bogdan and R.W. Doerge)
(2004) Modifying the Schwarz Bayesian Information Criterion to Locate Multiple Interacting Quantitative Trait Loci, Genetics, 167, pp. 989-999.
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33. (with Chakrabarty, A.) (2006)
A Generalization of BIC for the General Exponential Family, JSPI (2006, online), pp. 2847-2872.
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34. (with Chakrabarty, A.) (2006)
Minimax Estimation with AIC in Gaussian White Noise Problem Ann. Inst. Stat. Math, 2006, Vol. 58, pp. 1-20.
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35. (with Berger, J. and Mukhopadhyay) (2005)
Some Bayesian Predictive Approaches to Model Selection, Statistics and Probability Letters, 75, pp. 369-379.
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36. (with Srinivasa Rao, A. S. R., Basu, S. and Basu, A.) (2005)
Parametric models for incubation distribution in the presence of left and right censoring, Indian Journal of Pure and Applied Mathematics, 36, No. 7, pp. 371-384.
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37. (with Hjort, N., Messan, A.A., and Ramamoorthi, R.V.) (2006)
Bayesian Bivariate Survival Estimation. Journal of Statistical Planning and Inference, Vol. 136, pp. 2297-2308.
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38. (with R. DasGupta) (2005)
Optimal Assembly Problem of Rotor Blades - a Heuristic Approach, Calcutta Statistical Assoc. Bulletin, Vol. 57, pp. 1-18.
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39. (with S. Tokdar) (2007)
Posterior Consistency of Logistic Gaussian Process Priors in Density Estimation, JSPI, Vol. 137, pp. 34-42.
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40. (with S. Tokdar) (2006)
Convergence and consistency of Newton's algorithm for Estimating Mixing Distribution, in The Frontiers in Statistics, Fan, J. and Koul, H. eds, Imperial College Press (a volume for Peter Bickel), pp. 429-443.
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41. (with Junyong Park)
Persistence of Plug-in Rule in classification of High Dimensional Multivariate Binary Data, to appear in JSPI Vol. 137, pp. 3687-3705.
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42. (With M. Bogdan, A. Ochman, S. Tokdar) (2007) On the Empirical Bayes Approach to the Problem of Multiple Testing, Quality and Reliability Engineering International (a Wiley Journal). Vol. 23, pp. 727-739.
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43. (With M. Bogdan, S. Tokdar) (2008) A Comparison of the Benjamini-Hochberg Procedure with some Bayesian rules for Multiple Testing, in IMS Lecture Note series, N. Balakrishnan et al eds. IMS Collections, Vol. 1, pp. 211-230.
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44. (With A. Chakrabarti) (2007) Some Aspects of Bayesian Model Selection for Prediction (with discussion by David Draper, Avi Behtari, L. Pericchi, and S. Lawritzen) to appear in Bayesian Statistics 9 (Proc. of 8th Valencia Conference), Edited by J.M. Bernardo, M.J. Bayarri, J.O. Berger, A.P. Dawid, D. Heckerman, A.F.M. Smith and M. West, Oxford University Press.
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45. (With M. Bogdan, F. Frommlet, P. Biecek. R. Cheng, R. Doerge) (2008) Extending the Modified Bayesian Information Criteria (mBIC) to dense Markers and Multiple Interval Mapping, 1 Biometrics 2008 (to be printed, available online.)
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46. (With M. Bogdan, M. Zak-Szatkowska) (2008) Selecting Explanatory Variables with the Modified Version of Bayesian Information Criterion, Quality and Reliability Engineering International (2008, to be printed).
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47. (With J. Park, J. Wilbur, C. Nakatsu, C. Ackerman) (2007) Selection of Ginavy Variables and Classification by Boosting, Communications in Statistics: Simulation and Computation, Vol. 36, pp. 855-869.
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48. (With R. Martin) (2008) Stochastic Approximation and Newton's Estimate of a Mixing Distribution, Statistical Science (to appear)
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49. (With R. Martin) On Two Fast Algorithms for Estimating the Mixing Distribution in Mixture Models, Proc of Frontiers in Applied and Computational Mathematics (to appear)
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50. (With S. Tokdar, R. Martin) Consistency of a Recursive Estimate of Mixing Distributions, Annals of Statistics, (to appear)
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51. (With M. Bogdan and T. Samanta) (2008) Applied Statistics and Indianness of Indian Data (to appear in Sankhya Ser. B)
Monograph Book
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1. Invariance in Testing and Estimation (Lecture Notes), 1967,
published by Indian Statistical Institute, Calcutta.
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2. Higher Order Asymptotics (based on CBMS-NSF lecture), published
jointly by Institute of Mathematical Statistics and American Statistical
Association, 1994.
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3. (with R.V. Ramamoorthi) Bayesian Nonparametrics (Springer 2003).
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4. (with Mohan Delampady and Tapas Samanta) An Introduction to Bayesian Analysis - Theory and Methods, Springer 2006.
Books Edited
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1. Selected Papers of D. Basu (Springer, 1988)
Reviews of Bayesian Nonparametrics are available here.
Purdue University Department of Statistics