Statistical Optimization

Most statistics and machine learning problems can be phrased as an optimization problem. Traditional convex optimization problems in statistics and machine learning are relatively well understood. By contrast, my research focuses on answering how can we solve non-convex statistical learning problems? What are the provable guarantees of both our algorithms and the estimates they produce?

Code

• GFORCE: R Package on CRAN implementing the FORCE algorithm and inferential procedures for G-Latent models.
• R_GFORCE: Development branch of GFORCE package.
• Nonparametric Activations: A PyTorch implementation. Coming soon on GitHub!