Research interests:
This is a list of topics that I have worked on with some level of specificity
and purpose, but not all of those projects have led to publishable work.
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Statistical computing and algorithms
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Spatio-temporal processes, especially spectral domain representations of
multidimensional and nonstationary processes
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Nonstationarity, nonlinearity, and non-Gaussianity in time-dependent
processes
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Applications in the physical sciences
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More abstract stochastic processes, like combinatorial stochastic processes
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Matrix computations, especially hierarchical matrices and other methods
for scalable dense linear algebra
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Applied functional and harmonic analysis
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Irregular/nonuniform Fourier-type methods
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Inverse problems and data assimilation