Dr. Pankaj Bhagwat

Postdoctoral Research Fellow, University of Alberta, Canada

Research interests: Machine Learning, Fairness and Privacy,
Uncertainty Quantification, Statistical Decision Theory,
Bayesian Statistics, Shrinkage Estimation and Prediction

My CV is available here. (last update: Sept 30, 2025)

Google scholar page is available here.

About

I received my Ph.D. in Statistics from the Université de Sherbrooke, Canada, in September 2023, under the supervision of Éric Marchand. As part of my doctoral studies, I spent a semester as an inter-university transfer student at both McGill University and Concordia University. I hold a BS-MS degree from the Indian Institute of Science Education and Research (IISER), Pune, which I completed in June 2019.

I am also a member of the AI Career Accelerator Program at the Alberta Machine Intelligence Institute (Amii) since September 2023.

Beyond my academic pursuits, I enjoy playing chess!

Publications

Bhagwat, P. & Marchand, É. (2025). Unbiased estimation in one-parameter exponential families for the inverse of the natural parameter with extensions. arXiv:2507.15077.
Shi, E., Bhagwat, P., Yang, Z., Kong, L., Jiang, B. (2025). Understanding Fairness and Prediction Error through Subspace Decomposition and Influence Analysis. NeurIPS [OpenReview]
Bhagwat, P. , Kong L. & Jiang, B. (2025). CBMA: Improving Conformal Prediction through Bayesian Model Averaging. ICLR [OpenReview].
Bhagwat, P. & Marchand, É. (2023). Predictive density estimators with integrated 𝐿1 loss. Journal of Multivariate Analysis. [journal]
Bhagwat, P. & Marchand, É. (2023). Bayesian inference and prediction for mean-mixtures of normal distributions. Electronic Journal of Statistics.[journal]
Bhagwat, P. & Marchand, É. (2019). On a Proper Bayes, but Inadmissible Estimator. The American Statistician. [journal]

Thesis

PhD Thesis - On prediction and estimation problems for some multivariate distributions.
MS Thesis - Models and Statistical Inference for Multivariate Count Data.

Talks

ICLR poster, Singapore (2025). CBMA: Improving Conformal prediction through Bayesian Model Averaging.
CANSSI Showcase: Lightning Talk (2024). CBMA: Improved Conformal prediction through Bayesian Model Averaging.
Seminar - Université de Sherbrooke (invited talk) (2024). CBMA: Improved Conformal prediction through Bayesian Model Averaging.
STATQAM Seminar series (invited talk) (2023). Predictive density estimators with integrated 𝐿1 loss.
Joint Statistical Meetings (JSM) (2023). Predictive density estimators with integrated 𝐿1 loss.
Statistical Society of Canada (SSC) (2023). Bayesian inference and prediction for mean-mixtures of normal distributions.
Junior‑International Society for Bayesian Analysis (j-ISBA) (2022). (poster) Bayesian inference and prediction for mean mixtures Of normal distributions.
International Society for Bayesian Analysis (ISBA) (2021). Improved predictive density estimators for multivariate skew normal distributions.
Statistical Society of Canada (SSC) (2021). Efficient predictive density estimation for multivariate skew normal distributions.
IISER Pune (2019). Models and Statistical Inference for Multivariate Count data.
Seminar - Université de Sherbrooke (2018). Models and Statistical Inference for Multivariate Count data.
Human Genetic Unit, Indian Statistical Institute (ISI), Kolkata (2017). Non-parametric density estimation methods.

Teaching

Term Instructor at the University of Alberta:

Fall 2025 - STAT 151: Introduction to Applied Statistics I
Fall 2024 - STAT 151: Introduction to Applied Statistics I
Spring 2024 - STAT 161: Introduction to Statistics - Business and Economics

Teaching Assistant at the Université de Sherbrooke:

Linear Algebra and Vector Geometry: Summer 2023
Applied Statistics: Winter 2023, Fall 2022, Winter 2022, Fall 2021, Winter 2021, Fall 2020
Vector Calculus: Summer 2022
Survival Analysis: Winter 2020

Awards

Scholarships/ Fellowships

(2022) ISM Scholarship for Outstanding Ph.D. Candidates, offered by ISM-UQAM Quebec.
(2021) ISM Fellowship for graduate students offered by ISM-UQAM Quebec.
(2020) ISM Fellowship for graduate students offered by ISM-UQAM Quebec.
(2019) Mitacs Globalink Graduate Fellowship.
(2018) Mitacs Globalink Research Intern Fellowship.
(2017) Indian Academy of Science- Summer Research Fellowship.
(2016-2017) Infosys Foundation Scholarship for continuous excellent academic performance during BS-MS program.
(2014-2019) Department of Science and Technology - INSPIRE fellowship.
(2012-2014) IOCL Education scholarship for the period of two years based on academic performance in the Xth (SSC) examination.
(2010-2012) National Merit cum Means Scholarship.

Awards

(2024) Dean’s Honor list for graduate studies of the Faculty of Sciences 2023, Université de Sherbrooke, Canada
(2023) Statistical Society of Canada (SSC) Student Travel Award.
(2021) Statistical Society of Canada (SSC) Student Travel Award.
(2019) Gold Medal for BS-MS program at IISER Pune for excellent academic performance throughout 5 years of the program.
(2019) Honorable mention for MS Thesis at IISER Pune.
(2016) CNR Rao Education Foundation Prize at IISER Pune.

Competitions/Exams

(2018) Ranked 3rd in India in CSIR-NET Junior Research Fellowship competition in Mathematics and Statistics for graduate studies.
(2017) Ranked 83rd in India in CSIR-NET Junior Research Fellowship competition in Mathematics and Statistics for graduate studies.
(2016) Selected for national mathematics camp in Ahmedabad organized by TIFR Mumbai and SP College Pune based on national level competition Madhava Mathematics Competition.
(2014) Ranked in top 1% in Maharashtra state board HSC exam.
(2012) Ranked in top 1% in Maharashtra state board SSC exam.
(2010-2012) State Rank holder for 2010 (Rank-29th), 2011 (Rank-26th) and 2012 (Rank-23rd) in Maharashtra Talent Search Exam.

Contact

Email: pbhagwat [at] ualberta [dot] ca

Pankaj Bhagwat
Department of Mathematics & Statistical Sciences
Office: UComm 4-230B
University of Alberta
Edmonton, AB, Canada T6G 2G1