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Early years

My initial research interest was dimension reduction. In the early years of my faculty career, I devoted much attention to efficient kernel machines for rare target detection and ensemble methods for variable selection. I also worked on algorithms for making personalized recommendations, and applications of machine learning to healthcare informatics.

Recent years

While ensemble learning continued to captivate my curiosity, in more recent years I explored a hodgepodge of different topics—such as evaluation metrics, protein structures, transactional networks, and genetic epistasis. I also wrote an op-ed for a major newspaper and a textbook for data science students. At present, I am studying various problems about dependence modeling, large covariance matrices, and generative neural networks.