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CallmeQuant/README.md

Hello πŸ‘‹

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.


πŸ”¬ Research Interests

Statistical Methodology

  • High-dimensional statistics
  • Model selection and regularization
  • Nonparametric and semiparametric inference
  • Missing-data mechanisms (MAR/MNAR)
  • Robustness and contamination models

Learning Theory & Generative Modeling

  • Empirical processes, concentration, and generalization
  • Approximate inference: variational Bayes, MCMC, stochastic approximations
  • Deep generative models: flows, diffusion models, energy-based models

Time-Series & Stochastic Systems

  • State-space models (linear, nonlinear, SSMs, SDEs)
  • Diffusion-based forecasting
  • Representation learning for sequential data

🧰 Technical Stack

Languages: Python R Julia

Computational Frameworks: PyTorch JAX Scikit-Learn

Probabilistic Programming: NumPyro - Pyro - PyMC3


πŸ“˜ Research Perspective

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.


πŸ“« Contact

Linkedin


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  1. TCN-GCN-Time-Series-Approach TCN-GCN-Time-Series-Approach Public

    Jupyter Notebook 14 1

  2. Studying-Notebook Studying-Notebook Public

    Jupyter Notebook 3

  3. Boostrapping-Markov-Chain Boostrapping-Markov-Chain Public

    Implementing method of Willemain et al., 2004 for forecasting intermittent demand

    R 2

  4. Block_Bootstrap_Time_Series Block_Bootstrap_Time_Series Public

    Final project on block bootstrap methods for time series

    R 3