- Bi-cross-validation, for choosing the rank of a low-rank matrix approximation.
- Text corpus analysis, with full support for international text (Unicode).
- Fast moment-based estimation for hierarchical models.
- Distributions and statistics from random matrix theory (RMT). Joint work with Iain Johnstone, Zongming Ma, and Morteza Shahram.
- A high-level interface to the BLAS linear algebra library.
- A pure functional library for Monte-Carlo simulations.
- Computational topology for point cloud data. Joint work with Gunnar Carlsson and Vin de Silva.
The source codes for most of these projects are on my github page.