My research interests lie at the intersection of artificial intelligence, machine learning and statistics. I am particularly interested in hierarchical graphical models and approximate inference/learning techniques including Markov Chain Monte Carlo and variational Bayesian methods. My current research has a particular emphasis on models and algorithms for multivariate time series data. Thanks to recent awards from NSF and NIH, my current applied work is focusing on machine learning-based analytics for clinical and mobile health (mHealth) data. In the past, I have worked on a broad range of applications including collaborative filtering and ranking, unsupervised structure discovery and feature induction, object recognition and image labeling, and natural language processing, and I continue to consult on projects in these areas.