Students interested in the intersection of high-dimensional statistics and time-series analysis.

Theory/Methodology

Theoretical aspects of my research relate to the specification and estimation of statistical models especially in the context of non-stationarity, and/or high-dimensionality.

Application

I am interested in data-rich domains which can take advantage of advances in high-dimensional time-series methodology. This may be in either a descriptive (i.e. clustering), or predictive setting. Generally, applications constitute the analysis of complex systems, for instance the brain, via monitoring large numbers of data-streams.

Personal Website

Google Scholar