基本信息
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职业迁徙
个人简介
I craft creative algorithms for statistical analysis of nontrivial datasets, often involving time series on complex nonlinear observed phenomena. I have an affinity for information theoretical methods, but I most enjoy finding novel methods taken from a wide variety of disciplines, methods that work practically, illuminate theoretically, and yield useful conclusions. Some include applying powerful algorithms in one field in novel applications for another field.
Interests & specialties: topic models, neural networks, novel regularization techniques, symbolic dynamics, context trees, compression, computational neuroscience, payment & transaction fraud, minimum description length algorithms, markov chain monte carlo; academic:, chaos theory, time series geometric algorithms, erbium-doped lasers, structural health monitoring.
研究兴趣
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