Current Projects

Working Papers

MAP Estimation is not a limit of Bayes Estimation: Paper


One of my side projects is work on a software package that will estimate stochastic processes with limited information.  Github page


The Instituto Nacional de Matemática Pura e Aplicada in Brazil is hosting a wonderful course on Stochastic Programming. Course information and materials can be found here. I’m participating, and will be sharing my solutions to the problem sets. You can find them here.

One of my lifetime goals is to do every exercise in Variational Analysis by Terry Rockafellar and my advisor Roger Wets. This textbook is an essential reference for researchers in optimization, and I hope that by compiling a solutions manual I can contribute to the accessibility of the book.

Here is the draft of the solutions