My research interests lie primarily in developing statistical methods to analyse high-dimensional data which routinely arise in econometrics, machine learning, neuroscience, and social science. I began my research career by developing Bayesian statistical methods for mixture distributions with application in queuing systems. My current research is focused on developing Bayesian statistical methods in constructing networks for multivariate statistical analysis to understanding the underlying mechanisms in complex systems. These methods have applications in a wide variety of disciplines, such as capturing causal relationships between brain activities for treatment of psychiatric disorders. My motivation to develop these methods is to encode the relationships between the components in high-dimensional scale.
I am currently Assistant Professor of Statistic at the University of Amsterdam, Operations Management section.
I am a core developer of the following open source software which are used in my publications: