Biography
Research interests
My research is at the intersection of numerical optimization and statistical estimation with applications to dynamical systems. On the one hand, I interpret this as using numerical optimization ideas to design statistical estimators that are practically computable, yet still retain certain desirable statistical properties. On the other hand, I interpret this as using statistical ideas to design optimization methods for solving minimization problems that involve uncertainty. Beyond these two main areas of work, I also do some work in machine learning, numerical linear algebra and load modeling for power systems.