Title: “Model based variable clustering: minimax membership detection”
I have an MS in Mathematics from the University of Bucharest, Romania, and a Ph. D. in Statistics from the University of Washington, Seattle (2000).
My research interests include machine learning and empirical processes theory. I am particularly interested in model selection and averaging (aggregation) in a variety of high dimensional parametric, semi-parametric and nonparametric models. My focus is on defining appropriate notations of sparsity and analyzing theoretically computationally efficient estimators tailored to sparse models, in problems where the number of parameters exceeds the sample size (” p > > n” problems). I have recently become interested in inference in high dimensional matrix models.