Stochastic Control and Operations Research
I enjoy discrete and continuous time decision-making problems where the evolution of systems is subject to randomness. Here, the aim is to determine optimal actions for controlled variables, in order to either maximize or minimize some reward/cost function.
Computational Statistics, AI and Uncertainty Quantification
My work has also extended to the intersection between statistics and computer science. Particularly, I am interested in the development of computer intensive methods for inference and reasoning with complex systems of interacting resources.
Here, my major interests lie in MCMC and variational methods, applied to uncertainty quantification tasks with sequential data. Again, here are my publications :).