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.
18 June 2017: Between 19-23 June 2017, I am attending to the Dobbiaco Summer School on Probabilistic Numerics, which will be held in Dobbiaco, Italy.