My current research focus is on sequential Monte Carlo (SMC) algorithms. More specifically, I am interested in developing algorithms to tackle the filtering problem in high-dimensions and under model misspecification using SMC. More generally, my interests span computational statistics and machine learning. I maintain a research blog called almost stochastic, from where you can get a fair idea about my interests.
11 December 2016: I have attended to European Workshop on Reinforcement Learning and NIPS 2016 in Barcelona, Spain between 3-10 December 2016. I have also submitted a workshop paper and presented a poster at the NIPS Workshop on Optimizing the Optimizers.