Colloquium Series: Rajarshi Mukherjee

Our upcoming event for the Statistics Colloquium Series is scheduled for Monday, September 14th from 12:00 – 1:00pm (ET) and will be an in-person presentation at Maxwell-Dworkin, Room 119. Lunch will be provided to guests following the talk. This week's speaker will be Rajarshi Mukherjee of Biostatistics at Harvard T.H. Chan School of Public Health. 

On Minimax Exponents of Sparse Submatrix Detection

Abstract: We consider the exact asymptotics of the minimax risk for detecting the presence of an elevated-mean sparse submatrix in a large Gaussian random matrix. Although there exists a precise characterization of when and how asymptotic consistency is possible for such testing problems, there is limited understanding of the exact minimax risk of testing beyond 0-1 behavior. Our results fill this gap for sparse submatrix detection problems. This is a joint work with Subhajit Goswami (Tata Institute of Fundamental Research, Mumbai).

Speakers Bio:

Rajarshi Mukherjee is an Associate Professor in the Department of Biostatistics at Harvard T.H. Chan School of Public Health. Previously, He was an Assistant Professor in the Division of Biostatistics at UC Berkeley following his time as a Stein Fellow in the Department of Statistics at Stanford University. He obtained his PhD in Biostatistics from Harvard University, advised by Prof. Xihong Lin.

He is generally interested in understanding broad aspects of causal inference in observational studies in modern data settings, with a focus on learning about fundamental challenges in the statistical analysis of environmental mixtures and their effects on the cognitive development of children and cognitive decline in aging populations.