Peter Radchenko

Professor of Statistics at the University of Sydney Business School.

I am interested in developing new methodology for dealing with massive and complex modern data. I have worked on the problems of high-dimensional regression, large-scale cluster analysis, large-scale estimation and inference, correlation screening, forecast reconciliation, and functional data analysis. A more recent line of my research takes advantage of the advances in mixed integer optimization and modern optimization techniques to analyse key discrete problems arising in statistics.

Prior to joining the University of Sydney, I held academic positions in the Marshall School of Business at the University of Southern California and in the Statistics Department at the University of Chicago. I have a PhD in Statistics from Yale University (advisor: David Pollard), and an undergraduate degree in Mathematics from the Lomonosov Moscow State University.