Keywords: nonparanormal; forest modeling.
Beyond Gaussianity: Modeling and inferring complex dependence of massive amounts of random varaibles
Keywords: transelliptical modeling.
Beyond nonparametricity: nonparametric modeling with parametric rates of convergence.
Keywords: sparse additive modeling.
Beyond linearity: functional sparsity and structural sparsity in high dimensions.
Keywords: large-scale inference; statistical optimization; data centric software engineering.
Understanding informational and computational complexity: minimax theory, statistical optimization, calibrated multi-task inference, multivariate time series analysis.