Research

System Biology, Biomedical Applications, Ensemble Learning :  Conditional Survival Predictions, Variable Section, Outlier detections are few problems relevant for the doctors and clinicians.  Longitudinal, censored, competing risk are some of data patterns that are available not only in biology but also in different areas of science and technology.  Any patient specific analysis or drug discovery often includes both phenotype and Genotype attributes in their clinical analysis.  The research methodology in this direction not only includes accurate prediction of specific scenario but also equally emphases on biological interpretation of the proposed models.   

Machine learning and Time Series Analysis :   Accuracy in forecast for long term signal is a never ending problem.   We focus on uncertainty estimation for forecast in multi-dimensional time series model through machine learning algorithm.  Conformal interval prediction in  multidimensional signal is a challenging problem.  

Advanced Statistical Algorithms :  I love to work building new algorithms that solves practical problems.  I contributed in developing EM Algorithm, Advanced  MCMC and its convergence (Gibbs, Slice, Simulated Annealing, HMC, NUTS etc).  My interest includes applications on HMM, Genetic algorithms and all Deep learning algorithms.

Distributions, models and Applications :  One of the most difficult problem in Statistics is choice of a distributions given a data.  The problem becomes difficult when data is censored, heavy-tailed, discrete, high dimension or any combination of them.  

Courses

1)  MA 373/471 : Statistical Analysis of Financial Data, –
2)  MA 226 : Monte Carlo Simulation –
1)  MA 225 : Probability and Random Process, –
1)  MA 598 : Mathematics of Financial Derivatives, –
1)  MA 225 : Financial Engineering I (Summer Course), –
1)  MA 477 : Financial Risk Management, –
1)  MA 691 : Statistical Data Analysis and Simaulation, –
1)  MA 691 : Advanced Statistical Algorithm, –
1)  MA 593 : Statistical Methods and Inference, –