I'm an Assistant Professor in the departments of Statistics and Computer Science at the University of Manitoba. My research focuses on dimension reduction methods for high-dimensional data, with a special interest for computationally and statistically efficient methods.
My main computational projects are
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.
You can find our research groups repositories here: https://github.com/UMDimReduction.