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.
28 August 2017: We have submitted an arXiv preprint titled Nudging the Particle Filter. I am going to present a poster during SMC 2017 which will be held between 29 August - 1 September, in Uppsala, Sweden.