His work focuses on large scale optimization problems arising out of statistical and machine learning problems, robustness and uncertain data problems, and information theoretic aspects of statistical learning. He has won a number of awards and fellowships, including best paper awards at the Neural Information Processing Systems conference, the International Conference on Machine Learning, an NSF CAREER award, a Sloan Fellowship in Mathematics, the Okawa Foundation Award, and the Association for Computing Machinery (ACM) Doctoral Dissertation Award (honorable mention).