My primary area of expertise is high dimensional probability. I am interested in fundamental, theoretical problems as well as applications of probability to data science. Check out my research snapshots.
For a deeper dive, take a look at my textbook on high-dimensional probability. Not ready to read a 300+ book? Here is a much shorter version of it, talking you on a walk through some modern probabilistic methods and their application for data science. This survey explains relationships between high-dimensional probability, high-dimensional geometry and high-dimensional inference, and this tutorial connects these areas to random matrix theory. If you are ready to explore acrtual research papers, take a peek at my publications.
If you are thinking of becoming my student or postdoc, take a look at the work of my past and present mentees.E-mail me