Anindya Roy

Professor of Statistics
Department of Mathematics and Statistics
University of Maryland Baltimore County
Baltimore, MD 21250
phone:  (410)-455-2435


I am interested in general methodological research. Some of the areas that I have worked on include: Time Series Analysis, Nonparametric Bayesian Methods, High-dimensional Estimation and Inference, Estimation and Inference under Geometric Constraints, Sequential design. Currently, I am also working on Privacy and Confidentiality, particularly for time series data.


Banerjee, S. and Roy, A. (2014). Linear Algebra and Matrix Analysis for Statistics, Chapman & Hall.

McElroy, T. S. and Roy, A. (2021). Model Identification via the Integrated Frobenius Norm of Multivariate Spectra. Journal of the Royal Statistical Society, Ser. B, in press.

McElroy, T. S. and Roy, A. (2021). Testing for Adequacy of Seasonal Adjustment in the Frequency Domain. Journal of Statistical Planning and Inference, 211, 241--255

Choi, Y-G., Lim, J., Roy, A., and Park, J. (2019). Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage. Journal of Multivariate Analysis, 171, 234--249.

Roy, A., McElroy, T. S. and Linton, P. (2019). Estimation of Causal Invertible VARMA. Statistica Sinica, 29, 455--478.

McElroy, T. S. and Roy, A. (2018). The Inverse Kullback Leibler Method for Fitting Vector Moving Averages. Journal of Time Series Analysis, 39, 172--191.

Ayyala, D. Park, J., Roy, A. (2017). Testing for large dimensional normal mean under dependence. Journal of Multivariate Analysis, 153, 136--155. correction

Guha, N., Roy, A. Malinovsky, Y. and Dutta, G. S. (2016). Predicting order statistics under measurement error. Statistica Sinica, 26, 1709 -- 1728.

Danaher, M.R., Roy, A., Chen, Z, Mumford, S. and Schisterman, E. F. (2012). Minkowski-Weyl Priors for Models With Parameter Constraints: An Analysis of the BioCycle Study. Journal of the American Statistical Association, 107, 1395--1409.

Danaher, M.R., Schisterman, E. F., Roy, A., and Albert, P. (2012). Estimation of Gene-Environment Interaction by Pooling Biospecimens Statistics in Medicine, 26, 3241--3252.

Roy, A., Danaher, M.R., Mumford, S. L., and Chen, Z. (2011). A Bayesian order restricted model for hormonal dynamics during menstrual cycles of healthy women. Statistics in Medicine, 31, 2428--2440.

Ghosal, S. and Roy, A. (2011). Predicting false discovery proportion under dependence.Journal of the American Statistical Association, 106, 1208--1218.

Ghosal, S. and Roy, A. (2011). Identifiability of the proportion of null hypothesis in mixture models for p-value distribution. Electronic Journal of Statistics. 5, 329-341.

Novey, M, Adali, T. and Roy, A. (2010). The complex generalized Gaussian distribution- characterization, generation and estimation. IEEE Transactions on Signal Processing, 58, 1427-1433

Zheng, Y., Zhu, J. and Roy, A. (2010). Nonparametric Bayesian inference for the spectral density function of a random field. Biometrika 97, 238--245

Roy, A. and Bose, A. (2009). Large sample modification for generalized confidence intervals. Journal of Multivariate Analysis 100, 1384-1397

Choi, T., Lee, J. and Roy, A (2009). On Bayes factor in semiparametric regression problems. Journal of Multivariate Analysis 100, 1316-1327

Gu, J., Ghosal, S and Roy, A. (2008). Bayesian Bootstrap Estimation of ROC Curves. Statistics in Medicine 27, 5407-5420

Roy, A., Ghosal, S and Rosenberger, W. F. (2008). Convergence Properties of Sequential Bayesian D-Optimal Designs with Application to Phase I Clinical Trials. Journal of Statistical Planning and Inference, 139, 425-440

Tang, Y., Ghosal. S. and Roy, A. (2007). A Nonparametric Bayesian Estimator for the False Discovery Rate. Biometrics, 63, 1126-1134.

Roy, A., Bhaumik, D. K., Aryal, S. and Gibbons, R. D. (2007). Sample size determination for hierarchical longitudinal designs with differential attrition rates. Biometrics, 63, 699-707

Ghosal, S. and Roy, A. (2006). Posterior consistency of Gaussian process prior for nonparametric binary regression. Annals of Statistics. 34, 2413--2429.

Potra, F., Liu, X., Seillier-Moiseiwitsch, F., Roy, A., Hang, Y., Marten, M. and Raman, B. (2006). Protein Image Alignment via Piecewise Affine Transformations.
Journal of Computational Biology. 13, 614--630.

Roy, A. and Mathew, T. (2005). A Generalized Confidence Limit for the Reliability Function of the Two-Parameter Exponential Distribution. Journal of Statistical Planning and Inference, 128, 509--517.

Roy, A., Falk, B. and Fuller, W. A. (2004). Testing for Trend in Presence of Autoregressive Error. Journal of the American Statistical Association, 99, 1082--1091.

Choudhuri, N., Ghosal, S. and Roy, A. (2004). Bayesian Estimation of the Spectral Density of a Time Series. Journal of the American Statistical Association, 99, 1050--1059.

Choudhuri, N., Ghosal, S. and Roy, A. (2004). Contiguity of the Whittle Measure for a Gaussian Time Series. Biometrika, 91, 211--218.

Roy, A. and Fuller, W. A. (2001). Estimation for Autoregressive Time Series With a Root Near 1. Journal of Business and Economic Statistics, 19, 482--93. errata