# 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.