Hi! This is Sourish!

Welcome to my website. I am an Associate 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.

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I am not accepting any student internship request. I am also not accepting any M.Sc. final year student for final year masters thesis.

This semester, I am teaching two courses. One is "Predictive Analytics: Regression and Classification", and the course that I am teaching with Prof Madhavan Mukund is Advance Machine Learning.

To acces the page of "Predictive Analytics: Regression and Classification", Click Here

Fast Gaussian Process Regression for Big Data

Scaling the Gaussian Process regression is an extremely difficult problem. In this paper, we proposed an algorithm that scales the GP Regression for data set with sizes of over 2 million samples. For more ....

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). In 2018, I was awarded the UK Commonwealth Rutherford Fellowship and visited Prof Sujit Sahu at University of Southampton.

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

Current Students

  1. Manjula, Pursuing PhD at IGCAR
  2. Alka Yadav, Pursuing PhD at JNU

Past Ph.D. Student

  1. Rajiv Sambasivan, Ph.D. from CMI, (2019), Thesis Title: Some Computational Approaches for Machine Learning on Big Datasets

Past M.Sc. Student

  1. Purba Das, did MSc research work at CMI on Functional Data Analysis. Currently pursuing Ph.D. at Oxford University, UK
  2. Aritra Halder, did MSc research work at CMI on Dirichlet Process prior. Currently pursuing Ph.D. at University of Connecticut, USA
  3. Rajdeep Halder, MSc at ISER Pune, did MSc research work at CMI, with me and my colleague Priyavrat Deshpande on Topological Data Analysis