- One problem on using quantum mechanics and C*-algebra techniques for non-Markovian stochastic processes. The interchange between the physics and probability languages often trips the models up, so pretty much everything tends to fail here.
- Three problems in random matrix theory and free probability; these require strong combinatorial skills and a good understanding of novel definitions, requiring multiple papers for context.
- One problem in saddle-point approximation; I've just recently put together a manuscript for this one with a masters student, so it isn't trivial either, but does not require as much insight.
- One problem pertaining to bounds on integral probability metrics for time-series modelling.
Happy to try to answer more specific questions if anyone has any, but yes, these are among my active research projects so there's only so much I can say.
I'd be very curious to know how any LLMs fare. I completely understand if you don't want to continue the discussion because of anonymity reasons.