Hi! This is Sourish!

Welcome to my website. I am an Assistant Professor in the Mathematics Group at the Chennai Mathematical Institute, India. My research interest focuses on solving problems of Bayesian Statistics, Machine Learning, Algorithms for Big Data, Quantitative Finance, and Environmental Statistics.

Short Course on Statistical Machine Learning

Recently I delivered a short course on Statistical Machine Learning, at University of Southampton, UK. For more ....

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Understanding Sea Ice Melting via Functional Data Analysis

We have addressed the problem of sea ice extent (SIE) melting for Arctic and Southern Ocean. The daily SIE over a year has been considered as a smooth continuous function, called the functional data. During the summer, the SIE is observed about 30% less in the current decade than that of the first decade. For more ....

Augmented Decision Trees

Scaling regression to big datasets is a common problem in many application areas. We propose a two step approach to scaling regression to large datasets. A nice feature of this two step approach is that it can yield models that have good explanatory power as well as good predictive performance. For more ....

Short Biography

Before joining CMI, I worked at SAS from 2010-2013 as Software Engineer. I did my Ph.D. (2008) in Statistics, from the University of Connecticut, USA and did my postdoctoral work at Duke University and SAMSI, during 2008-2010. I did M.Sc. in Statistics from Calcutta University (2003) and B.Sc. from St. Xavier's College, Calcutta (2001).

My area of expertise is in Bayesian Statistics and Macine Learning. I also work in Quantitative Finance and Environmental Statistics.