My research interests are primarily in applied probability - Am especially interested in bandit methods in learning theory, financial mathematics, Monte Carlo methods; game theory applied to queues; Modelling epidemic processes
Publications (Includes papers available online)
Resume (Last updated June 2023)
Potential Applicants to PhD program interested in working in applied probability, machine learning or mathematical finance. Please note that in lieu of written entrance exam we accept GATE scores in mathematics (see). Selected students will then have to successfully perform in an interview to be offered admission.
Students interested in summer and other internships with me - Please note that we get many requests and our capacity is extremely limited. Only students who have demonstrated exceptional mathematical ability and general diligence (say, GPA in top 5 percentile and above and strong performance in math courses at an IIT or other reputed programs) would be considered.