Department of Statistical Science
Ithaca, NY 14853-2601
Office: 1184 Comstock Hall
My research interests include machine learning and theoretical statistics. I am particularly interested in model selection and averaging (aggregation) in a variety of high dimensional parametric, semi-parametric and nonparametric models. My focus is on defining appropriate notations of sparsity and analyzing theoretically computationally efficient estimators tailored to sparse models, in problems where the number of parameters exceeds the sample size (" p > > n" problems). I have recently become interested in inference in high dimensional matrix models.
I currently serve as an Associate Editor for:
The Journal of the Royal Statistical Society, Series B.
The Bernoulli Journal
The Electronic Journal of Statistics ( EJS ), an open access journal of the Institute of Mathematical Statistics IMS .
I am a Series Editor for:
Chapman & Hall/CRC, Monographs on Statistics and Applied Probability (The Green Series) CH/CRC .
Current support: NSF DMS 1310119 Estimation of high dimensional matrices of low effective rank with applications to structural copula models (2013 - 2015). .
Courses (To come)