Hello

I'm a postdoctoral researcher in the Department of Statistics at Carnegie Mellon University supported by a fellowship from the National Science Foundation. Prof. Rob Kass is my mentor. Before coming to CMU, I completed my Ph.D. in Statistics at the University of California, Berkeley with Prof. Bin Yu.

Research

My research interest is primarily in the area of high-dimensional data analysis and statistical inference. I work on both theoretical and applied aspects, and I'm often motivated by concrete problems arising in the analysis of neuroscientific data — from neural spike trains (electrophysiological recordings) to neuroimaging (such as fMRI). In my past life (before entering graduate school), I was a software engineer in silicon valley for over six years. So I'm very keen on opportunities for statistical theory and computation to come together to solve interesting scientific and engineering problems.

My most recent papers are:

  1. Vu, V.Q. and Lei, J. (2012). Minimax Rates of Estimation for Sparse PCA in High Dimensions. 15th International Conference on Artificial Intelligence and Statistics (AISTATS). Best Paper Award.
A complete list of my papers is here.

Teaching

This semester, Spring 2012, I am teaching 36-722: Applied Continuous Multivariate Analysis. Last semester, Fall 2011, I co-taught 36-350: Statistical Computing with Cosma Shalizi.