I'm a Courant Instructor/Assistant Professor at the Courant Institute of Mathematical Sciences, New York University.
I am interested in many areas of probability and applied mathematics, including data assimilation, multiscale modelling, SPDEs and rough path theory.
You can find my cv here.
Nov 2016 - New article! Ergodicity and Accuracy of Optimal Particle Filters for Bayesian Data Assimilation.
Jan 2016 - New article! Fluctuations in the heterogeneous multiscale methods
for fast-slow systems.
Jan 2016 - Rough path recursions published in AoAP.