Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression. - Kshitij Khare; James P. Hobert (J. Multivar. Anal., 2012)

Optimization Methods for Sparse Pseudo-Likelihood Graphical Model Selection. - Sang-Yun Oh; Onkar Dalal; Kshitij Khare; Bala Rajaratnam (NIPS, 2014)

Asymptotic expansion of the posterior density in high dimensional generalized linear models. - Shibasish Dasgupta; Kshitij Khare; Malay Ghosh (J. Multivar. Anal., 2014)

Generalized Pseudolikelihood Methods for Inverse Covariance Estimation. - Alnur Ali; Kshitij Khare; Sang-Yun Oh; Bala Rajaratnam (AISTATS, 2017)

A scalable sparse Cholesky based approach for learning high-dimensional covariance matrices in ordered data. - Kshitij Khare; Sang-Yun Oh; Syed Rahman; Bala Rajaratnam (Mach. Learn., 2019)

Consistent Bayesian sparsity selection for high-dimensional Gaussian DAG models with multiplicative and beta-mixture priors. - Xuan Cao; Kshitij Khare; Malay Ghosh (J. Multivar. Anal., 2020)

A generalized likelihood-based Bayesian approach for scalable joint regression and covariance selection in high dimensions. - Srijata Samanta; Kshitij Khare; George Michailidis (Stat. Comput., 2022)

A non-parametric approach for estimating consumer valuation distributions using second price auctions. - Sourav Mukherjee; Rohit K. Patra; Kshitij Khare (CoRR, 2023)

Asynchronous and Distributed Data Augmentation for Massive Data Settings. - Jiayuan Zhou; Kshitij Khare; Sanvesh Srivastava (J. Comput. Graph. Stat., 2023)

Recurrence and transience of a Markov chain on $ mathbb Z$ + and evaluation of prior distributions for a Poisson mean. - James P. Hobert; Kshitij Khare (J. Appl. Probab., 2024)