Multiscale methods in statistics: Wavelets, empirical mode decomposition with Hilbert-Huang transform, directional wavelets, and synchrosqueezed wavelet transform.
Function estimation: Wavelet shrinkage, smoothing splines, robust regression, quantile regression, and Kriging.
High-dimensional data analysis: Sparse modeling and estimation, variable selection, and statistical learning.
Time series analysis: Spectral analysis, nonstationary processes, and statistics in finance.
Functional data analysis: Functional dynamic model, functional factor model, and functional clustering.
Spatial statistics: Spatio-temporal analysis.
Statistical computing: Parallel computing, distributed computing with Hadoop, statistical visualization, and optimization.
Applications: Statistical climatology and bioinformatics.