High Dimensional Inference

Theory, methodology and application for recovering a large number of variables with a small number of observations. Among several interesting settings I am working on, an example of our results on recovering a large (inverse) covariance matrix is shown below.

Ours
Truth
Competitor

Statistical Computing

Efficient algorithms suitable for handling large datasets, and their theoretical guarantee.

Statistical Information Theory

Information theory tools are utilized to demonstrate theoretical properties of statistical estimators.

Image Analysis and Complex Time-Series Models