Current Research Interests

I have a strong interest in the following directions:

• Graph-theoretic problems: graphical model learning, causal graph inference from time series data
  

• Control and stochastic control: stochastic networks, MDPs, POMDPs, stochastic approximation algorithms
  

• Applied Probability: high-dimensional problems, concentration of measure
  

• Optimization: convex and nonconvex problems, problems related to neural networks
  

• Big data analytics: low-complexity algorithms, statistical analysis of large datasets, online algorithms for real-time analytics

• Resource allocation in wireless networks and data centers