Multidimensional Fourier inversion using importance sampling with application to option pricing. - Santanu Dey; Sandeep Juneja 001 (WSC, 2010)

Efficient estimation of density and probability of large deviations of sum of IID random variables. - Santanu Dey; Sandeep Juneja 001 (WSC, 2011)

Efficient Simulation of Large Deviation Events for Sums of Random Vectors Using Saddle-Point Representations. - Ankush Agarwal; Santanu Dey; Sandeep Juneja 001 (J. Appl. Probab., 2013)

Incorporating views on marginal distributions in the calibration of risk models. - Santanu Dey; Sandeep Juneja 001; Karthyek R. A. Murthy (Oper. Res. Lett., 2015)

Order Matters at Fanatics Recommending Sequentially Ordered Products by LSTM Embedded with Word2Vec. - Jing Pan; Weian Sheng; Santanu Dey (CoRR, 2019)

Inference on parameters of Watson distributions and application to classification of observations. - Santanu Dey; Nabakumar Jana (J. Comput. Appl. Math., 2022)

Estimating parameters of mixtures of multivariate t-populations and application to classification of observations. - Nabakumar Jana; Santanu Dey (J. Comput. Appl. Math., 2022)

Classification of observations into von Mises-Fisher populations with unknown parameters. - Nabakumar Jana; Santanu Dey (Commun. Stat. Simul. Comput., 2023)

On Sparse Canonical Correlation Analysis. - Yongchun Li; Santanu Dey; Weijun Xie 001 (NeurIPS, 2024)