- Published numerous papers on topics such as boundary crossing probability for Brownian motion, estimation of nonlinear models with measurement error, and mixed effects models, including:
- 'Boundary crossing probability for Brownian motion and general boundaries' in the Journal of Applied Probability
- 'Estimation of nonlinear models with Berkson measurement errors' in the Annals of Statistics
- 'Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models' in the Journal of Econometrics
- Recent publications include 'Navigating interpretability and alpha control in GF-KCSD testing with measurement error: A Kernel approach' in Machine Learning with Applications
Research Experience
- Research and teaching experience at various universities in Europe and North America
- Has been an editor, associate editor, and editorial board member of a number of journals
Education
- Bachelor's degree in mathematics
- Master's degree in statistics
- Doctorate in statistics and econometrics
- Postgraduate diploma in mathematical and computer sciences
Background
- Research interests include boundary crossing problem for Brownian motion and diffusion processes, identifiability and estimation in nonlinear models with measurement error, regularized estimation in high-dimensional models and data assimilation, and Monte Carlo simulation methods in statistical computation and optimization.
- Also interested in biostatistics and econometrics in general.