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Research

“We have not succeeded in answering all our problems. The answers we have found only serve to raise a whole set of new questions. In some ways we feel we are as confused as ever, but we believe we are confused on a higher level and about more important things.”

– from Oksendal’s Stochastic Differential Equations book

My interest broadly lies in dynamical and statistical properties of stochastic systems, natural and engineering systems alike. I also want to learn more how control, information, and thermodynamics can be used to study random processes.

Here are a few examples of what I would like to know more about:

• biology: information processing in cells, population dynamics and ecology
• operations research: game theory, queueing theory
• others: training dynamics of artificial neural networks, MCMC

For some concrete examples on the things I have done, in addition to original results in Google Scholar, the notes page will show you a few things I know and the reading list page will tell you where I’m heading next.