Welcome to my website, I am currently a staff scientist at Booz Allen Hamilton.
I was a researcher at the Broad Institute of MIT and Harvard from 2021–2023, where I was supervised by
Caroline Uhler.
From 2017–2020, I was an NSF RTG postdoc at the University
of Michigan Statistics Department where my supervisor was
Elizaveta Levina.
Prior to this I obtained my PhD on June 2017 at the MIT
Mathematics Department where I was advised by
Alice Guionnet.
Before doing my PhD, I graduated in 2012 from UC Davis with a Bachelors degree in
Mathematics and Physics.
I am interested in probability theory and statistics and their applications to
science and industry.
Most of my research has been in the area of random matrices and a
few related fields. In many of my papers I study the behavior of
linear statistics of eigenvalues. At Broad I extended my work to include
causal inference and its applications to biology and medical research.
My work at Booz Allen Hamilton is either of a proprietary nature or
classified. Below are a list of my publications and preprints.
Probability Publications and Preprints
- Publications
-
[Journal]
“Covariance Kernel of Linear Spectral Statistics for Half-Heavy tailed Wigner Matrices.” Asad Lodhia and Anna Maltsev. Random Matrices: Theory and Applications, Volume 12, no. 2, 2250054 (2023).
-
[Journal]
“Harmonic Means of Wishart Random Matrices.” Asad Lodhia. Random Matrices: Theory and Applications,
Volume 10, no. 2, 2150016 (2021).
-
[Journal]
“Marčenko-Pastur Law for Kendall's Tau.” Afonso Bandeira, Asad
Lodhia and Philippe Rigollet. Electronic Communications in
Probability, Volume 22 (2017), no. 32, 1–7.
-
[Journal] “Mesoscopic
Central Limit Theorem for general β-ensembles.” Florent Bekerman and
Asad Lodhia. Ann. Inst. H. Poincaré Prob. Stat. Volume 54, Number 4 (2018), 1917–1938.
- [Journal]
“Fractional Gaussian fields: a survey.” Asad Lodhia, Scott
Sheffield, Xin Sun and Samuel Watson. Probability Surveys,
Vol. 13, 1–56.
- Preprints
-
[arXiv]
“Mesoscopic linear statistics of Wigner Matrices.” Asad
Lodhia and Nick Simm. Posted 2015.
Statistics Publications and Preprints
- Publications
-
[Journal]
“Matrix Means and a Novel High-Dimensional Shrinkage Phenomenon.”
Asad Lodhia, Keith Levin and Elizaveta Levina. Bernoulli 28(4): 2578-2605 (November 2022).
-
[Journal]
“Phase Transitions in the Dynamic Mode Decomposition.”
Arvind Prasadan, Asad Lodhia and Raj Rao Nadakuditi. 2019 IEEE 8th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP), 2019, pp. 396–400.
-
[Journal]
“Recovering low-rank structure from multiple networks with unknown edge distributions.”
Keith Levin, Asad Lodhia, and Elizaveta Levina. Journal of Machine Learning Research, Volume 23 (2022), no. 3, pp. 1–48.
- Preprints
-
[arXiv]
“Positivity in Linear Gaussian Structural Equation Models”
Asad Lodhia, Jan-Christian Hutter, Caroline Uhler, and Piotr Zwiernik. Posted May 2023.
I've reviewed papers for Annals of Statistics, Bernoulli, the Journal of Random Matrix Theory and Applications, IEEE transactions and COLT.
Below are some links to other websites with information about my research.
We may have met before in a conference or summer school! If so feel
free to send me an email if you want to catch up, or touch base, or get
notes, or ask a question, etc… If you're not sure if we've met, or if
my name sounds familiar, or maybe you're just curious, etc… I've
listed some conferences I've attended (or plan on attending) below.
- 2023
- June: Invited talk at MD Anderson Department of Biostatistics
2020
July: Junior Integrable Probability Seminar Talk [link]
February: Invited Seminar talk at National Taiwan University Mathematics Department
January: Invited seminar talk at the University of Pittsburgh Statistics Department.
2019
July 24–27: I gave a talk at the New Researchers in Statistics and Probability Conference in Fort Collins, Colorado.
June 24th: I was invited to give a talk at Queen Mary University in London, UK.
May 6th : I was invited to give a talk at the KIAS at Seoul, Korea in the Random Matrices and Related
Topics conference organized by KAIST.
2018
December 18th:
I was invited to give a talk at the Hong Kong University of Science and Technology's probability
seminar.
July 20th-28th: ICMP conference and Young Researchers
Symposium. I gave a talk here on some work in progress.
June 18th-29th: Random Matrix Summer School at the
University of Michigan at Ann Arbor.
May 14th-18th: IPAM Program on Quantitative Linear Algebra
Workshop III on Random Matrices and Free Probability.
2017
December 18th-22nd: Classical and quantum motion in
disordered environment, a random event in honor of Ilya Goldsheid's
70th birthday at Queen Mary University at London, UK.
December 14th-16th: Brunel-Bielefeld Workshop on Random
Matrices and Applications at ZiF in Bielefeld, Germany.
August 28th - September 1st: Dyson Schwinger equations,
topological expansions and random matrices at Columbia University
in New York City. I was a TA for this summer school.
June 25th- July 15th: PCMI Summer Session on Random
Matrices.
June 15th-19th: HDDA-VII Conference in CIMAT at Guanajuato,
Mexico. I gave a talk here on a paper.
January: IHP Thematic Trimester on Combinatorics and
Interactions
Below are a list of classes I have taught at the University
of Michigan. I have experience doing directed readings with undergraduates from my
time in graduate school where I participated three times in the MIT
Mathematics Directed Reading program and during my postdoc at Michigan
where I organized a Reinforcement Learning directed reading group.
- Winter 2020:
- Statistics 430: Topics in Applied Probability.
- Fall 2019:
- Statistics 510: Introduction to Probability Theory.
- Winter 2019:
- Statistics 430: Topics in Applied Probability.
- Fall 2018:
- Statistics 510 - Introduction to Probability Theory.
- Winter 2018:
- Statistics 430 - Topics in Applied Probability.
- Fall 2017:
- Statistics 510 - Introduction to Probability Theory.
My email is
asad dot
i dot
lodhia at
gmail.com
https://orcid.org/0000-0002-6677-5349
Google Scholar