Phone:

+91-79-6632 4875

Email:

karthiks@iima.ac.in

Website:

faculty.iima.ac.in/~karthiks

Karthik Sriram

Production and Quantitative Methods

 

Educational Qualifications

  • Fellow (PhD), Indian Institute of Management Bangalore         (2009-2013)
  • Masters in Statistics from Indian Statistical Institute                (1999-2001)
  • Bachelors in Statistics (Hons.) from Indian Statistical Institute (1996-1999)

Academic Affiliation

Indian Institute of Management Ahmedabad (since Jan 2013)

Professional Affiliation

Previous Work Experience: Risk Management, Capital Allocation, Pricing, Portfolio Analytics.

GE Commercial Finance, CT, USA                            (2005-2009)

GE Insurance Solutions, KS, USA                             (2003-2005)

GE Capital International Services, Bangalore, India  (2001-2003)

 

Teaching

 

Courses 

1. Probability and Statistics 

2. Statistical Methods for  Data Analysis (Sampling and Multivariate Techniques)

3. Bayesian Methods for Data Analysis

4. R Work shop

5. Linear Algebra

Some Teaching Material

    1. Click here for a presentation on Introduction to R

    2. Click here for a presentation on Exploratory Analysis with R

    3. Click here for a presentation on Simulations using R

    4. Click here for accessing a Technical Note on Probability

    5. Click here for a case: "ET Top list: Are Women Getting an Equal Shot?"

 

My research is motivated by interdisciplinary problems that require good statistical solutions, especially those that could benefit from  Bayesian formulations. My interest is in the application of statistical methods and also relevant theoretical developments that guide their appropriate use. My current interests are in Bayesian methods, Quantile Regression and Model Misspecification with applications to problems in Insurance,  Bio-informatics, and National Security.

List of Research Paper Publications

 

1. Karthik Sriram, R.V. Ramamoorthi, and Pulak Ghosh (2013), Posterior consistency of Bayesian quantile regression based on the misspecified asymmetric Laplace densityBayesian Analysis, Vol 8, No. 2, pg 479-504.

[For a version of the paper with some corrections click here. ]

2. R.V. Ramamoorthi, Karthik Sriram, and Ryan Martin (2015),  On posterior concentration in misspecified models,  Bayesian Analysis, Vol 10, No. 4, pg 759-789.

3. Karthik Sriram (2015), A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density, Statistics and Probability Letters, Vol 107, pg 18-26.

4.  Karthik Sriram, R.V. Ramamoorthi, and Pulak Ghosh (2016), On Bayesian Quantile Regression Using a Pseudo-joint Asymmetric Laplace Likelihood. Sankhya A, Vol 78, issue 1, pg 87-104.

5. Karthik Sriram, Peng Shi, and Pulak Ghosh (2016) , A Bayesian quantile regression model for insurance company costs data, Journal of Royal Statistical Society-Series A, Vol 179, Issue 1, pg 177-202. 

6. Karthik Sriram and R.V. Ramamoorthi (2017), Correction to :"posterior consistency of Bayesian quantile regression based on the misspecified asymmetric Laplace density", Bayesian Analysis, Vol 12, No 4, pg 1217-1219.

7. Kanti V Mardia, Karthik Sriram and Charlotte Deane (2018), A statistical model for helices with applications, Biometrics, Vol 74, No 3, pg 845-854.

Also see Supplementary Material for the paper.

8. Dhruv Gupta and Karthik Sriram (2018), Impact of security expenditures in military alliances on violence from non-state actors: evidence from India.  World Development, Vol 107, pg 338-357.

 

Research in Progress

 

Karthik Sriram and R.V. Ramamoorthi,  On Sqrt-n consistency for Bayesian quantile regression based on the misspecified asymmetric Laplace likelihoodArxiv  working paper.

 

Karthik Sriram and Peng Shi,  A new perspective from a Dirichlet model for forecasting liabilities of non-life insurers Arxiv working paper

Staging Enabled