Kshitij Khare
Scholar

Kshitij Khare

Google Scholar ID: WeuqzEYAAAAJ
Faculty, Department of Statistics, University of Florida
Covariance estimation for high-dimensional dataMarkov Chain Monte Carlo methodologyHigh-dimensional Bayesian asymptotics
Citations & Impact
All-time
Citations
851
 
H-index
16
 
i10-index
29
 
Publications
20
 
Co-authors
0
 
Contact
No contact links provided.
Resume (English only)
Academic Achievements
  • Current: Co-Editor, Sankhya Series A; Associate Editor, Journal of the Royal Statistical Society Series B. Past: Associate Editor, Journal of Statistical Planning and Inference; Associate Editor, Environmetrics.
Research Experience
  • Professor in the Department of Statistics at the College of Liberal Arts and Sciences, University of Florida.
Education
  • Ph.D. in Statistics, 2009, Stanford University; Masters in Mathematical Finance, 2009, Stanford University; Masters in Statistics, 2004, Indian Statistical Institute, India; Bachelors in Statistics, 2002, Indian Statistical Institute, India.
Background
  • My core research interests lie in several aspects of high-dimensional Bayesian inference – encompassing methodology, asymptotics, and computation. A key research focus is estimation of covariance matrices in sample-starved settings using sparsity or other low-dimensional structures. On the computational front, I am particularly interested in the development and analysis of Markov chain Monte Carlo methods. In recent years, I have developed a growing interest in applying statistical methods to macroeconomic forecasting. Additionally, I have been involved in several collaborative and interdisciplinary projects with researchers from a range of fields, including chemistry, neuroscience, pharmacy, animal science and molecular biology.
Co-authors
0 total
Co-authors: 0 (list not available)