I am an independent researcher working across mathematical statistics, machine learning, and time-series analysis. My work focuses on developing and analyzing methods that blend rigorous statistical theory with modern computational modeling, particularly for high-dimensional or structured data.
I am interested in collaborations involving theoretical analysis, modeling frameworks, and computational methodology motivated by real-world complex data.
- High-dimensional statistics
- Model selection and regularization
- Nonparametric and semiparametric inference
- Missing-data mechanisms (MAR/MNAR)
- Robustness and contamination models
- Empirical processes, concentration, and generalization
- Approximate inference: variational Bayes, MCMC, stochastic approximations
- Deep generative models: flows, diffusion models, energy-based models
- State-space models (linear, nonlinear, SSMs, SDEs)
- Diffusion-based forecasting
- Representation learning for sequential data
Probabilistic Programming: NumPyro - Pyro - PyMC3
My work aims to build connections between:
- Statistical theory (empirical processes, concentration, asymptotics)
- Modeling and computation (variational inference, SDEs, diffusion-based models)
- Applications where structure and uncertainty play a central role (biostatistics, forecasting, high-dimensional regimes)
I am particularly motivated by methodologies that offer both statistical guarantees and practical applicability, and I enjoy collaborations where theory, computation, and application inform each other.
