I have a wide range of research interests within (non-parametric) Mathematical Statistics including spline estimators, Bayesian non-parametrics and its frequentist properties, empirical Bayes, adaptation, non-standard asymptotic setups such as the ones that arise when working with periodically varying parameters, statistical tracking of time varying parameters, non-parametric regression, quantile regression, and multi-stage estimation procedures. Most of what I do involves Markov processes and Markov chains, Markov chain Monte Carlo and Poisson processes. A lot of my work is theoretical but I am also very interested in implementation of algorithms and their practical applications, programming and on-line (recursive) algorithms.
Assistant Professor