[8/22/2014] Estimation of Functionals of Sparse Covariance Matrices

(with J. Fan and W. Wang)

(with J. Fan and W. Wang)

[Dec. 2014] Meeting in Mathematical Statistics

Luminy, France.

[Jan. 2015] Optimization and Statistical Learning v2.0

Les Houches, France.

Optimal sequential allocation

Bandit problems with side information, non-stationary bandit problems, optimal rates.

Statistical learning theory

Supervised and semi-supervised classification, sparse recovery.

Stochastic optimization

Constrained and unconstrained stochastic optimization theory and algorithms, minimization of risk functions, aggregation, exact oracle inequalities.

Nonparametric statistics

Density estimation, minimax theory, adaptation, oracle inequalities, density level sets estimation.

National Science Foundation

Grant DMS-1317308

CAREER award DMS-1053987

CAREER award DMS-1053987