Sarbojit Roy

About

I am a postdoctoral research fellow at the Institut de Mathématiques de Marseille (I2M), Aix-Marseille Université, in the Groupe Mathématiques de l’Aléatoire, working with Professor Anna Dudek.

I develop statistical models for analysing non-stationary biological signals. Before Marseille, I was a postdoc in the Biostatistics Group at KAUST with Professor Hernando Ombao, where I worked on classification and dependence analysis of high-dimensional time series, with applications to neuroimaging. I received my Ph.D. in Statistics from IIT Kanpur, with a thesis on distance-based classifiers for high-dimensional data.

Research interests

  • Statistical pattern recognition
  • High-dimensional asymptotics
  • Nonparametric methods
  • Time series
  • Functional data
  • Changepoint detection
  • Variable clustering
  • Robust statistics
  • Neuroimaging

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Talks

  1. Interpretable classification of high-dimensional time series in spectral domainInternational Indian Statistical Association Conference, Kochi, India
  2. Classification of high-dimensional time series in spectral domain using explainable featuresResearch Presentation Series, KAUST ASA Student Chapter
  3. Robust classification of high-dimensional data using data-adaptive energy distanceECML PKDD, Torino, Italy
  4. On the use of inverse spectral density matrices for classifying high-dimensional time seriesJoint Statistical Meetings, Toronto, Canada
  5. On some fast and robust classifiers for high dimension, low sample size dataAISTATS 2022, Valencia, Spain
  6. Adjustments of the nearest neighbor classifier in HDLSS settingsInnovations in Data and Statistical Sciences, Mumbai, India
  7. Adjustments of the nearest neighbor classifier in HDLSS settings62nd ISI World Statistics Congress, Kuala Lumpur, Malaysia
  8. A revisit to Tukey’s ninther method of finding a low-effort robust estimator of location in large samples100th Indian Science Congress, Kolkata, India

Research visits

  • Department of Mathematics, University of Hamburg, Germany Feb 2025
  • Institute for Mathematical Stochastics, Otto von Guericke University Magdeburg, Germany Jan–Feb 2025
  • Department of Biological Sciences and Bioengineering, IIT Kanpur, India Dec 2024

Teaching & mentoring

Student supervision

Co-supervised with Prof. Hernando Ombao at KAUST.

  • Mara Sherlin Talento, Ph.D. 2024–
  • Malik Shahid Sultan, M.S. 2023–2024

Reviewing

Annals of the Institute of Statistical Mathematics · Data Science in Science · IEEE Transactions on Medical Imaging · Journal of the American Statistical Association · Journal of Time Series Analysis · Scientific Reports

Teaching assistant

  • Time Series Analysis (KAUST, Prof. H. Ombao) 2023
  • Introduction to Bayesian Analysis (IIT Kanpur) 2021
  • Applied Stochastic Processes (IIT Kanpur) 2018, 2020
  • Probability and Statistics (IIT Kanpur) 2020
  • Introduction to Complex Analysis (IIT Kanpur) 2017, 2019
  • Partial Differential Equations (IIT Kanpur) 2019
  • Non-Linear Regression (IIT Kanpur) 2019
  • Probability Theory (IIT Kanpur) 2018

Harvard Higher Education Teaching Certificate, 2023.

Experience & education

  1. Postdoctoral Research FellowI2M, Aix-Marseille Université, France
  2. Postdoctoral ResearcherBiostatistics Group, CEMSE, KAUST, Saudi Arabia
  3. Visiting ScientistTheoretical Statistics and Mathematics Unit, ISI Delhi
  4. Project Research AssistantDepartment of Mathematics, IIT Bombay: bootstrapping regression models
  5. Ph.D. in StatisticsIIT Kanpur. Thesis: On Some Modifications of Distance Based Classifiers for High-Dimensional Data
  6. Project Linked PersonSampling and Official Statistics Unit, ISI Kolkata: demand estimation for banknotes and coins (RBI)
  7. EconometricianBravo Lucy AS: probabilistic models for sports betting odds, video analytics
  8. M.Sc. in StatisticsIIT Kanpur
  9. B.Sc. in StatisticsUniversity of Calcutta

Awards & fellowships

  • Travel support, Indian Association for Statistics in Clinical Trials 2019
  • Asian Development Bank travel funding, ISI World Statistics Congress 2019
  • Institute fellowship for Ph.D., IIT Kanpur 2016–2022
  • INSPIRE scholarship, Department of Science & Technology, Govt. of India 2009–2014

Resources

Links I have found useful.