Together with our amazing collaborator Marco Oesting, we have put a new paper with the title “Extremes in high dimensions: methods and scalable algorithms” on arXiv. Thanks for the great work, Marco! 🍻

With Somnath and our collaborator Rainer von Sachs, we have put a new paper with the title “Lag selection and estimation of stable parameters for multiple autoregressive processes through convex programming” on arXiv. Well done, Somnath! 🥇