I joined the department of Applied Math in fall 2014. Previously I was a Herman Goldstine Postdoctoral fellow in Mathematical Sciences at IBM Research in Yorktown Heights, NY, and a postdoctoral fellow via the Fondation Sciences Mathématiques de Paris at Paris 6 (JLL lab), after doing my doctoral work at Caltech.
Broadly speaking, our group is interested in information extraction from various types of datasets. We are part of a hybrid field combining applied math with computer science and signal processing techniques. Some specific topics we research are:
- Optimization: first-order methods, quasi-Newton methods, primal-dual algorithms, convex analysis.
- Types of problems: from computational imaging, and semi-definite programs (from relaxations, or from robust PCA)
- Mathematical applications: compressed sensing and variants, matrix completion and variants (robust PCA…), non-negative matrix factorization and end-member detection, sparse SVM
- Numerical linear algebra: randomization and its interplay with optimization methods
- Sampling theory: how to make the best use of your resources when confronted with big data
- Physical applications: radar ADC using compressed sensing, quantum tomography, MRI, medical imaging, IMRT, renewable energy, big-data
Our research group website has more information on research topics.
(note: there is also some interesting description of our work at our old website. The only website that we update regularly is the research group website)
You may be interested in joining the Colorado data science team.
We run a Statistics, Optimization and Machine Learning seminar (Spring 2017, this is usually 3:30 Tuesdays at Newton lab). Anyone is welcome to show up.
(to receive announcements about talks at the seminar, please sign up for the StatOptML google group).
Thinking about a PhD in Applied Math at CU?
- CU Boulder is a top-25 research university with excellent resources
- A unique feature of CU is the strength of our 11 institutes (ATLAS, Biofrontiers, CIRES, INSTAAR, IBS, ICS, JILA, LASP, ... ), as well as the nearby national labs (NOAA, NIST, NCAR)
- Applied Math is at the center of quantitative work in the institutes, as well as new statistical efforts on campus
- We are one of just a handful of specialized Applied Math departments in the US. An applied math degree greatly distinguishes graduates
- Ready to apply? Please apply to our department (we do not do direct admission into a research group)