Assistant Professor, Applied Mathematics
I joined the department of Applied Math in fall 2014. Previously I was a Herman Goldstine Postdoctoral fellow in Mathematical Sciences at IBM Research in Yorktown Heights, NY. Prior to that I had a two-year postdoctoral fellow ship the Fondation Sciences Mathématiques de Paris and worked at Paris 6 (JLL lab) with Patrick Combettes. Until 2011, I was at Caltech where I did my doctoral work under Emmanuel Candès.
Office telephone: (303) 492 0662
Office: 231 ECOT (Engineering center, office tower)
Availability fall 2014: I am typically available M-F 9-6 except 10-11 MWF and 12-1:30 Mon-Wed.
To schedule an appointment with me for undergraduate advising, please sign up for a time slot here.
I am interested in collaborating with mathematicians, scientists and engineers on diverse projects.
Optimization: first-order methods, quasi-Newton methods, primal-dual algorithms, convex analysis
Mathematical applications: compressed sensing and variants, matrix completion and variants (robust PCA…), non-negative matrix factorization and end-member detection, sparse SVM
Current teaching (Fall 2014): APPM 5440: Applied Analysis 1
Nov. ’14, we have free software available for our robust PCA algorithm
Sept. ’14, two of my papers are accepted at NIPS
If you are interested in joining the CU Machine Learning reading group, please send me an email
Please consider submitting to the NIPS 2014 “Out of the box: robustness in high dimension” workshop that I am co-organizing