High-dimensional time series; networks and graphical models; econometrics; interpretable machine learning; statistical methods in genomics and metabolomics
Current Research Interest
Spectral theory of high-dimensional time series; random forests and decision tree ensembles; quantitative methods for time-course omics data; quantitative methods for financial network modeling
Basu, Sumanta, and George Michailidis. "Regularized Estimation in Sparse High-Dimensional Time Series Models." Annals of Statistics 43, no. 4 (2015): 1535–1567.
Basu, Sumanta, Karl Kumbier, James B. Brown, and Bin Yu. "Iterative Random Forests to Discover Predictive and Stable High-Order Interactions." Proceedings of the National Academy of Sciences 115, no. 8 (2018): 1943–1948.