I am currently accepting students with interests in the following general areas. If you are a PhD student at the Statistics department, feel free to drop me a line or stop by my office if interested to learn more.
- Statistics of Extremes – theory, methodology and/or applications. Individual as well as collaborative projects available emphasizing stochastic process and functional extremes.
- Data structures and algorithms for multi-gigabit network traffic streams. Joint project with Dr Michalis Kallitsis (Merit Network).
- Computational Risk Management – exploit serious amount of optimization theory and large-scale computing to study the effect of statistical dependence on various portfolio risk measures.
- Shrijita Bhattacharya PhD candidate.
Topic: Statistical analysis and visualization of fast data streams with applications to computer networks
- Robert Yuen PhD in Statistics, 2015.
Thesis: Topics on estimation prediction and bounding risk for multivariate extremes
Currently: Liberty Mutual, Seattle, Washington.
- Pramita Bagchi PhD in Statistics, 2015; co-supervised with M. Banerjee;
Thesis: Non-standard statistical inference under short and long-range dependence
Currently: Postdoc at Ruhr-University Bochum, Germany.
- Kohinoor Dasgupta PhD in Statistics, 2012; co-supervised with V. Nair and L. Nguyen;
Thesis: Inference for neuronal networks using temporal and graphical models.
Currently: Senior Bio-statistician Novartis Oncology in Hyderabad, India.
- Joel Vaughan, PhD in Statistics 2012; co-supervised with G. Michailidis;
Thesis: Problems in spatio-temporal modeling, kriging, and prediction of computer network traffic.
Currently: Assistant Professor at Quinnipiac University in Hamden, Connecticut.
- Yizao Wang, PhD in Statistics 2012;
Thesis: Topics on max-stable processes and the Central Limit Theorem
Winner of the ProQuest Distinguished Dissertation Award of the Rackham Graduate School.
Currently: Assistant Professor at University of Cincinnati, Ohio.
- Kamal Hamidieh, PhD in Statistics 2008, co-supervised with G. Michailidis;
Thesis: Topics in Statistical Modeling and Estimation of Extremes and Their Dependence.
Currently: Assistant Professor at California State University, Fullerton.
- Smrithi Srinivasan, Undergraduate Honors Degree 2008.
Thesis: Modeling of Extremes with Applications to Insurance Claims Data.