A study of the relationship between CBOE Volatility Index (VIX) and historical volatility
PhD student - Desautel Faculty of Management, McGill University
Nonparametric Bayesian Models for Markov Jump Processes
PhD student - EECS Department, MIT
Modeling latent correlation structures with application to agricultural and environmental science
Professor - Harvard University
Bayesian phylogenetic inference via Monte Carlo methods
Assistant Professor, Western University
Multivariate Extremal Dependence Risk Measures
Assistant professor, Division of Statistics - Northern Illinois University
Applications of Penalized Likelihood Methods for Feature Selection in Statistical Modeling
UBC Department of Statistics