Assistant Professor
Department of Mathematical Sciences
📍 3F1, AB2
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Research Area
Theoretical and Applied Probability
Research Interests
My research focuses on random processes with reinforcement. In particular, I work on Urn models and their applications, random graphs and opinion dynamics over networks. I am also interested in random walks, random growth models and some aspects of stochastic approximation and compressive sensing.
2014 - 2017: Postdoctoral fellow, IIT Bombay
2013 - 2014 : Visiting fellow, Indian Statistical Institute, Bangalore.
2013 - 2013 : Research associate, IIT Bombay
2009 - 2013 : PhD, University of Padova, Italy
2006 - 2008 : Erasmus Mundus ALGANT (Algebra, Geometry and Number Theory) masters program jointly at the following university.
Year I: University of Leiden, The Netherlands
Year II: University of Bordeaux 1, France
2003 - 2006 : B.Math, Indian Statistical Institute, Bangalore
Gursharn Kaur and Neeraja Sahasrabudhe. Interacting urns on a finite directed graph. Journal of Applied Probability 60(1):166–188, 2023. DOI
Siva Athreya, Antar Bandyopadhyay, Amites Dasgupta and Neeraja Sahasrabudhe. SLLN and annealed CLT for random walks in I.I.D. random environment on Cayley trees. Stochastic Processes and their Applications 146:80-97, 2022. URL, DOI
Vivek S Borkar, Vikranth R Dwaracherla and Neeraja Sahasrabudhe. Gradient Estimation with Simultaneous Perturbation and Compressive Sensing. Journal of Machine Learning Research 18(161):1–27, 2018. URL
Neeraja Sahasrabudhe. Synchronization and fluctuation theorems for interacting Friedman urns. J. Appl. Probab. 53(4):1221–1239, 2016. URL, DOI
Vivek S Borkar, Raaz Dwivedi and Neeraja Sahasrabudhe. Gaussian approximations in high dimensional estimation. Systems & Control Letters 92:42-45, 2016. URL, DOI