Area of research
Statistics and Probability · Finance
Research interest
Research interests include Statistical Methods and Inference, Advanced Statistical Methods and Models, Financial Risk and Volatility Modeling, and Control Systems and Identification.
Accelerated gradient methods with absolute and relative noise in the gradient
Random Gradient-Free Minimization of Convex Functions
Properties of the Bayesian Parameter Estimation of a Regression Based on Gaussian Processes
Local quantile regression
Sharp deviation bounds for quadratic forms