About me
I am an Assistant Professor of Analytics, Information and Operations Management (AIO) academic area at the University of Kansas School of Business. I received my Ph.D. in Business Statistics from the Marshall School of Business at the University of Southern California (USC). Prior to that, I obtained a Master degree in Statistics from the Indian Statistical Institute and a Bachelor degree in Statistics from St. Xavier’s College, Kolkata, India. Before joining USC, I was working in the financial services sector for companies such as FICO and Evalueserve. In these roles, I was mainly responsible for developing statistical models for credit and operational risk management. This was also the time when I received a part-time MS in Mathematical Finance from the University of Oxford, U.K.
I am broadly interested in the development of rigorous statistical methods for analyzing modern high dimensional data when issues such as unobserved heterogeneity and noise accumulation in these datasets impede inferences using standard methods. My industry experience has had a significant impact on my research interests, and the methodological flavor of my research often has its genesis in a concrete applied problem. The following are my current research interests:
- Nonparametric Empirical Bayes methods,
- Estimation and Prediction in Multivariate Mixed Models,
- Large-Scale Multiple Testing, and
- Applied problems in Health, Consumer Behavior and Finance.