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About Me:

I am currently a Research Fellow in the Dept. of Statistics at the University of Michigan, Ann Arbor, working with Prof. Edward Ionides. I hold a B.S. of Math in the China Math Base at Shandong University and a M.S. of Math in Dept. of Math at University of Southern California. I received my PhD in the Dept. of Statistics and Applied Probability at UCSB, under the direction of Prof. Jean-Pierre Fouque. Prior to joining the University of Michigan, I hold a one year position as Research Associate in the Dept. of Applied Math at the Univ. of Washington, Seattle.

I worked as software developer / database architect in industry in Los Angeles full-time for about 4 years, prior to my PhD study. I specialize at massive data analysis, parallel computing, and user-friendly platform development with multiple languages: R (advanced R with S4 classes and methods), C, C++, Python, Java, SQL/Transaction SQL, Matlab, SAS (advanced programmer since 2012), etc. I am good at operating systems: Windows, Mac, and Linux, as well as systems interacting manipulations and cloud computing.

My research interest in general is stochastic processes, Markov chains, time series, networks, and machine learning. Specifically, my research interests and expertise, include but are not limited to, the following topics: modern stochastic processes/Markov chains/time series analysis, networks/combinatorics/graphical models, high dimension, stochastic algorithm, Monte Carlo methods, hidden Markov/non-Markov models, and asymptotics. The main application areas of my research are epidemiology and finance.

I serve as reviewers for Journal of Machine Learning Research, Annals of Applied Probability, SIAM Journal on Financial Mathematics, Papers in Regional Science, Physical Review E, European Journal of Operation Research, IEEE Transactions on Engineering Management. I served as an invited IMS session organizer and chair of the JSM/IMS 2021 annual meeting. Also I will be an invited IMS session organizer and chair, and an invited Scientific Committee session speaker, of the IMS 2022 annual meeting.

I am currently on the job market looking for a faculty position starting from 2022 fall.