Research Interests

My current research focuses on both theory and areas of application. My main theoretical concern is understanding why prediction using very high dimensional predictors is as successful as it is despite generally unfavorable theoretical support. This is sometimes cast as the small n large p problem where p is the dimension of data or model and n is the sample size. I have become interested in applications to numerical weather prediction and some questions in astronomy where these issues are very clear. I am also working on various questions in genomics primarily for their scientific interest. The issues I have mentioned certainly arise in this context but analytical understanding seems remote.

Membership Type

Member

Election Year

1986

Primary Section

Section 32: Applied Mathematical Sciences

Secondary Section

Section 29: Biophysics and Computational Biology