Rahul Mazumder

I am a PostDoctoral Associate at MIT from 2012 - 2013.

I completed my PhD in Statistics from Stanford University in 2012 under the supervision of Trevor Hastie.

I will join the faculty of Columbia University (Dept of Statistics) as a tenure track Assistant professor starting Fall 2013.

I spent two enjoyable summers (in 2009 and 2010) as a Research Intern at the Machine Learning & Statistics Group at Yahoo! Research, Santa Clara, CA. I worked with Deepak Agarwal on statistical modeling and algorithmics for recommender-system problems.

You can reach me at rahul.mazumder@gmail.com

Research Interests

General Interests : statistical learning, large scale (convex) optimization and the interplay between the two.

Specific Interests : high dimensional statistics, analyzing massive data, multivariate analysis, algorithms (including convergence & complexity analysis), statistical computing.

Specific methodology topics

• collaborative filtering / matrix completion (regularization)

• covariance estimation / Gaussian graphical modeling

• high dimensional structured sparse regression