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