I am a graduate student(PhD) in the Machine Learning Department at Carnegie Mellon University, where I am advised by Pradeep Ravikumar. I am interested in Optimization for Machine Learning, High Dimensional Statistics and Ranking. I got my Bachelors degree in Electrical Engineering at IIT Delhi. While at IIT, I worked with Manik Varma on Sparse Multilabel Learning.
Apart from my academic interests, I have always been curious about Financial Markets, and to this end, I spent Spring and Summer 2016 at Cubist Systematic Strategies(Point 72), where I worked with Andrew Arnold.
Fast Classification Rates for High-dimensional Conditional Gaussian Models [pdf]
T. Li, A. Prasad, P. Ravikumar
In Advances in Neural Information Processing Systems (NIPS), 2015