Department of Mathematics | Indian Institute Of Technology Madras , Chennai

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Dr.Neelesh Upadhye

Professor

044 - [22]-57 [46]-32

neelesh@iitm.ac.in

KCB 635

Time Series, Statistical Learning, Subordinated Stochastic Processes, Applied Probability, Stein Method

to email  add  username@iitm.ac.in'

Dr. Neelesh Shankar Upadhye is a Professor in the Department of Mathematics at the Indian Institute of Technology Madras. He earned his Ph.D. from the Indian Institute of Technology Bombay in 2009. His research interests encompass applied probability, data science, statistical learning, and time series analysis. Dr. Upadhye has contributed to over 34 journal articles and 4 conference proceedings between 2007 and 2024, accumulating 333 citations with an h-index of 12. He has supervised multiple doctoral theses and is currently leading a research project on computational mathematics and data science, funded by the Ministry of Education, India, from 2021 to 2026.

Current Courses

  • MA5755: Data Analysis & Visualization in R/Python/SQL (July - Nov 2025)

  • MA6380: Stochastic Methods in Industry (July - Nov 2025)

  1. Approximations Related to Tempered Stable Distributions

    Author: K Burman, NS Upadhye, P Vellaisamy

    Journal: arXiv preprint arXiv:2408.09487

    Year: 2024

  2. Covariance Identities and Variance Bounds for Infinitely Divisible Random Variables and Their Applications

    Author: K Barman, NS Upadhye, P Vellaisamy

    Journal: arXiv preprint arXiv:2408.01237

    Year: 2024

  3. Forecasting multidimensional autoregressive time series model with symmetric -stable noise using artificial neural networks

    Author: AM Sathe, NS Upadhye, A Wyłomańska

    Journal: Statistical Methods & Applications

    Volume: 33

    Page: 783-805

    Year: 2024

  4. Zipper rational fractal interpolation functions

    Author: R Pasupathi, Vijay, AKB Chand, NS Upadhye

    Journal: The Journal of Analysis

    Page: 1-30

    Year: 2024

  5. Constrained Bayesian Optimization with Lower Confidence Bound

    Author: NS Upadhye, R Chowdhury

    Journal: Technometrics

    Page: 1-20

    Year: 2024

  6. Forecasting of financial time series data possessing stable distributions by employing Stochastic Differential Equations: A review

    Author: P Bhandari, NS Upadhye, D Pradhan

    Journal: 2023 IEEE Pune Section International Conference (PuneCon)

    Page: 1-6

    Year: 2023

  7. Hybrid Method for Constrained Bayesian Optimization

    Author: R Chowdhury, NS Upadhye

    Journal:

    Year: 2023

  8. Convoluted fractional Poisson process of order k

    Author: AS Sengar, NS Upadhye

    Journal: Stochastics

    Volume: 95

    Page: 1170-1191

    Year: 2023

  9. On Brascamp–Lieb and Poincaré type inequalities for generalized tempered stable distribution

    Author: K Barman, NS Upadhye

    Journal: Statistics & Probability Letters

    Volume: 189

    Page: 109600

    Year: 2022

  10. Linear Recurrent Fractal Interpolation Function for Data Set with Gaussian Noise

    Author: M Kumar, NS Upadhye, AKB Chand

    Journal: International Conference on Mathematics and Computing

    Page: 217-228

    Year: 2022

  11. Time-changed Fractional Convoluted Skellam Process

    Author: AS SENGAR, NS UPADHYE

    Journal:

    Year: 2022

  12. Estimation of the Parameters of Vector Autoregressive (VAR) Time Series Model with Symmetric Stable Noise

    Author: AM Sathe, NS Upadhye

    Journal: arXiv preprint arXiv:2104.07262

    Year: 2021

  13. Distribution of Noise in Linear Recurrent Fractal Interpolation Functions for Data Sets with -Stable Noise

    Author: M Kumar, NS Upadhye, AKB Chand

    Journal: International Conference on Frontiers in Industrial and Applied

    Page: 15-27

    Year: 2021

  14. Bayesian Filtering for Multi-period Mean–Variance Portfolio Selection

    Author: S Sikaria, R Sen, NS Upadhye

    Journal: Journal of Statistical Theory and Practice

    Volume: 15

    Page: 1-19

    Year: 2021

  15. Estimation of the parameters of vector autoregressive moving average (VARMA) time series model with symmetric stable noise

    Author: AM Sathe, R Chowdhury, NS Upadhye

    Journal: International Journal of Advances in Engineering Sciences and Applied

    Year: 2021

  16. On first-come, first-served queues with three classes of impatient customers

    Author: V Kumar, NS Upadhye

    Journal: International Journal of Advances in Engineering Sciences and Applied

    Year: 2021

  17. On the Compound Beta-Binomial Risk Model with Delayed Claims and Randomized Dividends

    Author: NS Upadhye

    Journal: arXiv preprint arXiv:1908.03407

    Year: 2019

  18. Maximal Packing with Interference Constraints

    Author: R Jagannath, RK Ganti, NS Upadhye

    Journal: 2019 IEEE Wireless Communications and Networking Conference (WCNC)

    Page: 1-6

    Year: 2019

  19. ON THE TAIL BEHAVIOR OF FUNCTIONS OF RANDOM VARIABLES

    Author: NS Upadhye, AN Kumar

    Journal: International Journal of Pure and Applied Mathematics

    Volume: 108

    Page: 123 - 139

    Year: 2016

  20. Mittag-Leffler Lévy Processes

    Author: A Kumar, NS Upadhye

    Journal: arXiv preprint

    DOI: http://arxiv.org/abs/1602.01606

    Year: 2016

  21. On negative binomial approximation

    Author: P Vellaisamy, NS Upadhye, V Cekanavicius

    Journal: Теория вероятностей и ее применения

    Volume: 57

    Page: 141-154

    Year: 2012

  22. Compound Negative Binomial Approximations to Sums of Random Variables

    Author: NS Upadhye

    Journal: PQDT-Global

    Year: 2009

  23. STATISTICAL ANALYSIS OF REPRODUCTION NUMBER OF INDIA FOR COVID-19 PANDEMIC

    Author: V KUMAR, A SATHE, NS UPADHYE, J JHA

    Journal: Journal of the Orissa Mathematical Society

  24. Analysis and visualization of the data from the cities of India during Covid-19 pandemic

    Author: V Kumar, A Sathe, NS Upadhye, J Jha

    Journal: Articles

  1. Project Type: Retainer Consultancy

    Project Title: Algorithms for Shape Based Search

    Co-Ordinators:

    Agency: PDSVISION

    Duration: January 2022- December 2024

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