Applied
probability and applied mathematics
·
Heavy-tailed
processes
·
Gaussian
processes
·
Random
partial and ordinary differential equations
Statistics
and psychometrics
·
Latent
variable modeling and its variable selection
·
Sequential
analysis
·
Hierarchical
models and empirical Bayes
·
Missing
data and multiple imputations
Computation
·
Importance
sampling
·
Markov
chain Monte Carlo: theories and applications