Jyotishka Datta's Homepage

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Jyotishka Datta

About Me

I am a doctoral student in the Department of Statistics at Purdue University. Currently, I am completing my dissertation on some theoretical and methodological aspects of multiple testing under the supervision of Professor Jayanta K. Ghosh, and I expect to receive my Ph.D. in Statistics by the summer of 2014.

Research Interests

Multiple Testing, Model Selection, Graphical Model, Covariance Selection, Markov Chain Monte Carlo, Bayesian Nonparametrics.

Education and Past Employment

I have received my Bachelors and Masters degree in Statistics from Indian Statistical Institute (2003-2008).Prior to joining Purdue University, I worked as an Analyst in the Credit Risk team for Barclays Bank, PLC.


  1. Jyotishka Datta and Jayanta K. Ghosh (2013), "Asymptotic Properties of Bayes Risk for the Horseshoe prior", Appeared in Bayesian Analysis, 8.1(2013):111-132. link
  2. Jyotishka Datta and Jayanta K. Ghosh (2013), "Bootstrap : An Exploration", Accepted for Publication in Statistical Methodology - Special Issue in Memory of Kesar Singh

Articles under Review

  1. Jyotishka Datta (2013), "An Empirical Bayes Approach to FNR Calculation and Cross-validation in Large Scale Hypothesis Testing" - submitted to Sankhya B.

Articles under Preparation

  1. Datta, Jyotishka, Ghosh, Jayanta K., and Majumder Partha P. ``Multiple Testing under Dependence".
  2. Datta, Jyotishka, and Ghosh, Jayanta K. ``In Search of Optimal Objective Priors for Model Selection and Estimation".
  3. Datta, Jyotishka, and Bhdara, Anindya. `` Covariance Selection using Continuous Shrinkage Priors".

Research Statement

Statistical Consulting Services

I have been working as a Statistical Consultant from Fall 2011 till present. Statistical Consulting Service is an excellent way to get help with the design of experiment or the data anlysis at any part of your project. For software related problems, you can stop by at the software desk 10 am - 4 pm Monday-Friday. If you need design consultation, you can apply for a design consultant. To know more about the program please visit the SCS website below.


  1. 150 North University Street
    Mathematical Sciences Building
    Department of Statistics,
    Purdue University
    West Lafayette, IN 47907-1399, USA
  2. Email: jdatta at purdue dot edu
  3. Alternative Email: jyotishka dot datta at gmail dot com
  4. Phone: 765-398-2914

Here are some useful links

  1. Department of Statistics.
  2. Statistical Consulting Services .
  3. Indian Statistical Institute.

Disclaimer: This website doesn't express any opinions of my current or past employers/ institutes.