My curiosity is generally in probabilistic methods for signal and data modeling, analysis, and processing.

In particular, I am currently curious about robust stochastic methods for modeling, analysis, and processing of multi-dimensional instantaneous or time-series signals and data that contain challenges with regards to sparsity, unbalancedness, and errors. These are challenges that typically occur in connection with "big data" applications. In this regard, I have also recently become curious about methods that enable some degree of privacy in probabilistic signal and data modeling, analysis, and processing for "big data" applications.