I am a data scientist working for Tesera Systems.
I also hold an adjunct position in the department of Statistics at the University of Manitoba. My research focuses on dimension reduction methods for complex high-dimensional data, with a special interest for computationally and statistically efficient methods. You can find the code repositories for some of our projects here on Github.
My main computational projects are R packages:
casebasefor fitting smooth parametric hazards using case-base sampling.pcevimplements Principal Component of Explained Variance, a dimension reduction method coupled with a hypothesis-testing framework for two multivariate datasets.rootWishartuses arbitrary-precision linear algebra to compute the distribution of the largest root of single and double Wishart problems.