- Bayesian system identification in general. More experience with (i) Bayesian factor analysis and linear dimensionality reduction, (ii) Generalized AutoRegressive models, (iii) Forgetting technique.
- Variational Bayes approximation in general.
- Stochastic control and approximation of dynamic programming.
Advancements in digital technology are a keystone of our modern lives. However, these advancements do not come without risks to our security. With more devices connected to the internet and more devices per user, there is a major increase in the data being collected, transported, and stored.