I am a Postdoctoral Research Scientist at Columbia University. I am currently working with Prof. Chris Wiggins and Prof. Noémie Elhadad on descriptive, predictive, and prescriptive modeling for electronic health records.
I completed my Ph.D. in Electrical Engineering at Stony Brook University under the supervision of Prof. Petar M. Djurić. My dissertation is entitled "Sequential Monte Carlo methods for inference and prediction of time-series". My research has attracted interest in econometrics (for prediction in stochastic volatility models) and biomedicine (for the study of fetal heart-rate signals).
I have specialized in statistical data processing, Bayesian Theory and approximate (Monte Carlo and Variational) inference methods. My research focuses not only on the development of Bayesian probabilistic models, but also on their application to a wide range of disciplines.