## Research

In general, my research is at the intersection of numerical optimization and statistical estimation with applications to dynamical systems. On the one hand, I interpret this as using numerical optimization ideas to design statistical estimators that are practically computable, yet still retain certain desirable statistical properties. On the other hand, I interpret this as using statistical ideas to design optimization methods for solving minimization problems that involve uncertainty. Beyond these two main areas of work, I also do some work in machine learning, numerical linear algebra and load modeling for power systems.

Below you will find a list of my projects with a short overview, related papers (published, submitted or in-progress) and presentations. I try to keep it as updated as possible. Click on the "+" symbol for more information.

#### + Statistical Filtering Methods for Optimization under Uncertainty

#### + Kalman Filtering for Stochastic Approximation

#### + Stochastic Gradient Descent

#### + Randomized Numerical Linear Algebra

#### + Load Modeling and Dynamical Systems

#### + Miscellaneous Works

## Career

#### Education

In August 2018, I received my Ph.D. in statistics from the University of Chicago. My coursework focused on probability theory, applied mathematics and machine learning. Advised by Mihai Anitescu, my thesis was on the identification of dynamical systems, and dealt with the theoretical question of when dynamical systems are identifiable and with the practical question of how to identify such systems from data.

Snr. Comp. Mathematician, ANL

Professor, University of Chicago

In June 2013, I received a masters degree from Cambridge University. My coursework in Part III of the Mathematical Tripos covered a range of fields from compressed sensing and numerical methods for PDEs to such theoretical fields as the theory of generalized functions and nonparametric statistical theory. As a member of Churchill College, my studies were supervised by James Norris.

Director of Statistics Laboratory

Professor, University of Cambridge

Between September 2008 and May 2012, I completed a Bachelors of Science at Rutgers University, majoring in both Applied Physics and Biomathematics with a minor in Inorganic Chemistry. My research was in Biomedical Engineering. Under the advisement of David Shreiber, I studied, through experimentation and computer simulations, the biomechanics of nervous system tissue.

Chair, Biomedical Engineering

Professor, Rutgers University

#### Service

**Data Intensive Computing Reading Group. ** In Autumn 2015, I started a reading group around the topic of data intensive computing systems. Here is my original reading list. If you are interested in joining, subscribe here.

** Student Representative. ** From October 2014 to September 2015, I served as the Student Representative for the Department of Statistics to the Dean's Student Advisory Committee. In this capacity, I also represented student interests to the Statistics faculty.

** PSD Co-Organizer. ** During the 2014 to 2015 academic year, I helped start and organize a series of graduate student lectures to encourage interdisciplinary conversations between the departments in the Physical Sciences Division.

#### Awards

** Harper Dissertation Fellowship. ** Awarded by the University of Chicago (2017).

** Senior Consultant. ** Awarded by the University of Chicago, Department of Statistics (2017).

** SIAM Travel Award. ** Awarded to travel to SIAM UQ (2016) in Lausanne, Switzerland.

## Miscellaneous

#### Notes

These are some notes of mine from lectures, courses and books on certain topics. If you find errata, please email me. Also, there are missing sections which I plan on completing over time.

##### Statistics

#### Mathematics Reading List

Here is a list of books that I highly recommend or intend to read. If you have any additional recommendations, please get in touch. Also, I really appreciate the Chicago undergraduate mathematics bibliography.