I am currently a Principal Machine Learning Scientist at AWS AI Labs led by Bing Xiang. I lead a team of scientists and engineers, working on R&D for Amazon Forecast, a cloud-based end-to-end solution for Time Series Forecasting.

My research interests broadly include empirical and theoretical machine learning and random matrix theory, in particular:

Time Series Forecasting
Gaussian Processes, Bayesian Learning, Probablistic Graphical Models
Online Learning Algorithms, Learning to Rank
Statistical Learning Theory, Empirical Processes, U-Statistics and U-Processes
Random Matrix Theory, Free Probability Theory, Symmetric Functions