I'm a Courant Instructor/Assistant Professor at the Courant Institute of Mathematical Sciences, New York University.
I am interested in many areas of probability and applied mathematics, including data assimilation, multiscale modelling, SPDEs and rough path theory.
You can find my cv here.
Jan 2016 - New article! Fluctuations in the heterogeneous multiscale methods
for fast-slow systems.
Jan 2016 - Rough path recursions published in AoAP.
Oct 2015 - Adaptive inflation accepted for publication in CMS.
Aug 2015 - New article! Concrete EnKFs with rigorous catastrophic filter divergence. To appear in PNAS.
Aug 2015 - New article! Nonlinear stability of the ensemble Kalman filter with adaptive covariance inflation.