About Me

I am a Postdoctoral Fellow in Statistics.
My research interests are mathematical statistics, Bayesian inference, and statistical decision theory. I study both spherically symmetric distributions and non-normal models such as multivariate skew-normal distributions. I also find minimax shrinkage and prediction problems fascinating.

Contact Details

Pankaj Bhagwat
Department of Mathematics & Statistical Sciences
University of Alberta
Edmonton, AB,
Canada T6G 2G1

Office: CAB 557 pbhagwat@ualberta.ca

Publications

Predictive density estimators with integrated 𝐿1 loss (2023)

Pankaj Bhagwat, Éric Marchand, Journal of Multivariate Analysis, Volume 197, 2023, 105190, ISSN 0047-259X, available at https://doi.org/10.1016/j.jmva.2023.105190

Bayesian inference and prediction for mean-mixtures of normal distributions (2023)

Pankaj Bhagwat, Éric Marchand, Electron. J. Statist. 17(2): 1893-1922 (2023), available at 10.1214/23-EJS2142

On a Proper Bayes, but Inadmissible Estimator (2019)

Pankaj Bhagwat and Éric Marchand, The American Statistician, 74:3, 294‑296, available at doi.org/10.1080/00031305.2019.1604432

Models and Statistical Inference for Multivariate Count Data (2019)

Pankaj Bhagwat, MS Thesis, available at [PDF] from iiserpune.ac.in

On the construction of Bayes minimax multiple shrinkage estimators (In progress)

Pankaj Bhagwat, William Strawderman, Edward George

Academic Positions

Postdoctoral Fellow Département of Mathematics & Statistical Sciences, University of Alberta
September 2023 -

Education

Université de Sherbrooke

Ph.D. Mathematics (Statistics) • August 2019 - September 2023

Efficient predictive density estimation for multivariate distributions, Mean mixtures of multivariate normal distributions, Spherically symmetric distributions, Kullback-Leibler loss, Integrated L1 loss, Minimax multiple shrinkage and estimation for multivariate normal distributions

McGill University

Inter-University Transfer Student • Winter 2020

Generalized Linear Models, Mathematical Statistics

Concordia University

Inter-University Transfer Student • Winter 2020

Statistical Learning

Indian Institute of Science Education and Research, Pune

BS-MS (Mathematics) • 2014-2019

Awards & Scholarships

Valorisation des travaux étudiants: concours

awarded by Département de mathématiques, Université de Sherbrooke • April 2023

SSC Student Travel Award

awarded by Statistical Society of Canada • May 2023

ISM Scholarships for Outstanding PhD Candidates

awarded by Institut des sciences mathématiques - UQAM • Jan. 2022

Institut des sciences mathématiques Travel Grant

awarded by ISM - UQAM • June 2022

Institut des sciences mathématiques Fellowship

awarded by ISM - UQAM • June 2021

Institut des sciences mathématiques Fellowship

awarded by ISM - UQAM • June 2020

SSC Student Travel Award

awarded by Statistical Society of Canada • May 2021

Mitacs Globalink Graduate Fellowship

awarded by Mitacs, Canada • 2019

Gold Medal - BS-MS program

awarded by Indian Institute of Science Education and Research, Pune • 2019

Honorable Mention for MS Thesis

awarded by Indian Institute of Science Education and Research, Pune • 2019

Mitacs Globalink Intern Award

awarded by Mitacs, Canada • 2018

CSIR - NET 2018

Junior Research Fellowship in Mathematics & Statistics (All India Rank: 3)

CSIR - NET 2017

Junior Research Fellowship in Mathematics & Statistics (All India Rank: 83)

Academic Excellence Award

awarded by Indian Institute of Science Education and Research, Pune • 2018

Summer Research Fellowship

awarded by Indian Academy of Science, India • 2018

Infosys Foundation Scholarship Award

awarded by Indian Institute of Science Education and Research, Pune • 2017-2018

CNR Rao Education Foundation Prize

awarded by Indian Institute of Science Education and Research, Pune • 2016

Innovation in Science Pursuit for Inspired Research (INSPIRE) fellowship grant

awarded by Department of Science and Technology, India • 2014-2019

Teaching Assistant

Linear algebra and vector geometry Département de mathématiques, Université de Sherbrooke
Summer 2023

Applied Statistics Département de mathématiques, Université de Sherbrooke
Winter 2023 - Fall 2022- Winter 2022 - Fall 2021- Winter 2021 - Fall 2020

Vector Calculus Département de mathématiques, Université de Sherbrooke
Summer 2022

Survival Analysis Département de mathématiques, Université de Sherbrooke
Winter 2020

Presentations

STATQAM Seminar series October 2023

Predictive density estimators with integrated 𝐿1 loss

Joint Statistical Meetings (JSM) August 2023

Predictive density estimators with integrated 𝐿1 loss

Statistical Society of Canada (SSC) May 2023

On the construction of Bayes minimax multiple shrinkage estimators

Junior‑International Society for Bayesian Analysis (j-ISBA) June 2022

(poster) Bayesian inference and prediction for mean mixtures Of normal distributions

Statistical Society of Canada (SSC) May 2022

Bayesian inference and prediction for mean mixtures Of normal distributions

Seminar ‑ Department of Statistics (Université de Sherbrooke) April 2022

Improved predictive densities for mean mixtures of normal distributions under KL loss

International Society for Bayesian Analysis (ISBA) June 2021

Improved predictive density estimators for multivariate skew normal distributions

Statistical Society of Canada (SSC) May 2021

Efficient predictive density estimation for multivariate skew normal distributions

MS Thesis (Indian Institute of Science Education and Research, Pune) May 2019

Models and Statistical Inference for Multivariate Count data

Seminar ‑ Department of Statistics (Université de Sherbrooke) Nov. 2018

Models and Statistical Inference for Multivariate Count data