Publications: Google Scholar


Research Interests

I am applied probabilist and my current research interests span two broad topics.

  1. Stochastic Optimization: My focus here is on the design and theoretical analysis of a family of optimization algorithms called stochastic approximation. These are iterative algorithms that are more general than the stochastic gradient descent and are extremely useful in artificial intelligence (in particular, reinforcement learning), communication theory, and economics.

  2. Applied Topology: My work here looks at understanding the topology (loosely shape) of static and time-varying random simplicial complexes. These are higher dimensional generalizations of random graphs and of significant prominence in modern data analysis.


Theses

  • On Stochastic approximation, stochastic algebraic topology, and optimization in high dimensions

Ph.D. Thesis, Tata Institute of Fundamental Research, Mumbai, 2016.

Advisor: Prof. Vivek S. Borkar

[Thesis] [Synopsis] [Presentation]

This work won the TIFR Alumni Association - Sasken Best Thesis Award [Announcement]

  • Link delay tomography via independent samples of path delay measurements

M.S. Thesis, Tata Institute of Fundamental Research, Mumbai, 2016.

Advisor: Prof. Vivek Borkar

[Thesis] [Presentation]


Miscellaneous