Sujay Kumar Mukhoti
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- Sujay Kumar Mukhoti
I am an associate professor in the operations management and quantitative techniques area at IIM Indore. I completed my PhD at IIM Bangalore (FPM) in Bayesian stochastic volatility models with sparse jumps. I obtained my B.Sc (Statistics Hons.) degree from Ramkrishna Mission Residential College, Narendrapur (under Calcutta University) and M.Sc in Statistics from Kalyani University.
I have been a visiting scientist at the Institute of Biomedical Engineering in the University of Oxford in Jan-Mar, 2024. Before joining IIM Indore, I have worked as an assistant professor at IIM Kozhikode. Prior to PhD, I have worked as business analyst at HSBC Data Processing India Pvt. Ltd. and as an assistant professor in the Statistics department at St. Xavier’s College Kolkata..
Research
I am a statistician working in interdisciplinary fields. My primary research interests are:
- Statistical modelling and inference on image data for health
- Statistical Inference in generalised newsboy models
- Bayesian Inference for Stochastic Volatility Models
Internship Opportunity
- Internship with me is open only to students with Master of Science in Statistics (completed or ongoing)
- Banerjee, A. & Mukhoti, S.(2023): Characterization of a robust probabilistic framework for brain magnetic resonance image data distributions. Stat, 12(1), e541.
- Ghosh, S., Mukhoti, S. (2023): Non-parametric generalised newsvendor model. Ann Oper Res 321, 241–266. https://doi.org/10.1007/
s10479-022-05112-5 - Ghosh, S., Sahare, M., & Mukhoti, S. (2021). A new generalized newsvendor model with random demand and cost misspecification. In Strategic Management, Decision Theory, and Decision Science (pp. 211-245). Springer, Singapore.
- Mukhoti, S., & Ranjan, P. (2019). A new class of discrete-time stochastic volatility model with correlated errors. Applied Economics, 51(3), 259-277.
- Sengupta, S. and Mukhuti, Sujay (2008): Unbiased estimation of P(X > Y ) using ranked set sample data, Statistics, 42(3), 223-230.
- S. Sengupta, Sujay Mukhuti (2006): Unbiased variance estimation in a simple exponential population using ranked set samples, Journal of Statistical Planning and Inference, Volume 136, Issue 4, Pages 1526-1553
Google Scholar Link: https://scholar.google.com/
- Ghosh, S., Mukhoti, S. & Sharma, P. (2024): A New Likelihood Based Estimation of Generalised Beta Parameters for Shape Robust Inventory Optimization
- Mukhoti, S. & Guhathakurta, K.: Generalised Model for Capital Structure and Product Market Performance: A Bayesian Semi-parametric Analysis
- Ghosh, S., Sharma, P., Mukhoti, S. & Banerjee, A.: On Misspecified Newsvendor Models : A Precision and Complexity Comparison
- Mukhoti, S., Baraiya, R. & Banerjee, A.: Poor Newsboy Problem: Generalised Inventory Model with Asymmetric Losses
- Guhathakurta, K. & Mukhoti, S.: Does debt boost sales in the Tourism Industry: A Hierarchical Bayesian Semi-parametric Analysis of Indian Firms
- Ghosh, S., Mukhoti, S., & Sharma, P. (2024): A New Drought Index for Auto-regressive Rainfall Data