Statistics:
My current research in statistics focuses on:
Parameter estimations problems (using my understanding in stochastic optimization).
Bayesian statistics (using my understanding of stochastics processes).
Mixture models, and mixture distributions.
Related publications:
On The Inversion-free Newton’s Method And Its Applications (with H. Chau, J. Kirkby, D. Nguyen, Duy Nguyen, T. Nguyen), submitted. [pdf]
Maximum likelihood estimation of diffusion using continuous time Markov chain (with J. Kirkby, D. Nguyen, Duy Nguyen), Computational Statistics and Data Analysis, Vol. 168 (2022), 107408. [Journal] [arXiv]
Inversion-free Subsampling Newtons Method For Large Sample Logistic Regression (with J. Kirkby, D. Nguyen, Duy Nguyen), Statistical Papers, to appear. [Journal] [pdf]