Expository

Research Talks

• A Strong Duality Principle for Equivalence Couplings and Total Variation [slides]
• Fréchet Mean Set Estimation in the Hausdorff Metric, via Relaxation with Moïse Blanchard [slides]
• Large Deviations Principle for Bures-Wasserstein Barycenters with Leonardo Santoro [slides]
• Constrained Denoising, Empirical Bayes, and Optimal Transport with Nikolaos Ignatiadis and Bodhisattva Sen [slides]

Lecture Notes

• Elementary Stochastic Processes [written]

Miscellaneous Writing

• An Ergodic Analysis of Continued Fractions. [written]
• Stochastic Differential Equations: Theory and Numerical Simulations. [written] [slides]
• Wavelet Theory for Statistical Signal Estimation. [slides]
• Disordered Systems, Rank One Matrix Estimation, and Hamilton-Jacobi. Equations [written]
• Exchangeable Random Colorings of Infinite, Complete, Uniform. Hypergraphs [slides]
• Local Times of Continuous Semimartingales. [written]
• Time Changes of Continuous Semimartingales. [written]
• Large Deviations of Stochastic Processes. [written]
• Hypercontractivity, the Ornstein-Uhlenbeck Process, and Gaussian Concentration Inequalities. [written]
• The Gaussian Free Field [written]