Research Interests

Nonparametric Bayesian Methods

  • Nonlinear dynamical phenomena
    • Switching linear dynamical systems (SLDS): stochastic volatility, maneuvering target tracking, motion capture
    • Switching vector autoregressive (VAR) processes: dancing honey bees, interest rates
  • Multiple Target Tracking
    • Data Association in the presence of an unknown number of targets
    • Formation flying

Detection and Localization in Sensor Networks

  • State estimation from sparse sensor measurements
    • Abrupt change detection
    • Localization of event in time and space