Research (by topic)

Learning in the space of probability measures

Key words: optimal transport, Wasserstein(-Fisher-Rao) gradient flow, nonparametric MLE, diffusion models

Inference and uncertainty quantification for low-rank models

Key words: entrywise confidence intervals, optimization methods, spectral methods, optimality, matrix completion, PCA, causal panel data

Optimization methods for statistical estimation

Key words: nonconvex optimization, convex relaxation, optimality, matrix completion, robust PCA, clustering

Applications to economics and social sciences

Key words: mechanism design, causal inference, public policy

Statistical reinforcement learning and decision making

Key words: offline RL, multi-agent RL, sample complexity, optimality