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About Me:
I am an Assistant Professor in the Dept. of Statistics with affiliation to Institute of Data Science and Institute for Quantum Science and Engineering at Texas A&M University. I am the co-founder of the Stochastic Processes Seminar in the Dept. of Mathematics. 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, of Math Subject Classification: 60 – Probability Theory and Stochastic Processes. I hold a one year position as Postdoctoral Research Associate in the Dept. of Applied Math at the Univ. of Washington, Seattle and a three year position as Postdoctoral Research Fellow in the Dept. of Statistics at the University of Michigan, Ann Arbor. I serve as an Associate Editor for Journal of Computational and Graphical Statistics (Taylor & Francis Online) and Statistics and Computing (Springer). (Picture at IMS annual meeting in London, June 2022)
Prior to my PhD study, I worked as software developer / database architect in industry in Los Angeles full-time for about 4 years. 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, machine learning, and quantum computing. 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, asymptotics, online learning, reinforcement learning, and their quantum counterparts. The main application areas of my research are epidemiology and finance.
Recent News:
04/2024 I gave a talk at the Department Seminar, Department of Information Systems and Statistics, Zicklin School of Business, Baruch College, City University of New York.
04/2024 I gave a talk at the Smith Colloquium, Department of Mathematics, University of Kansas.
04/2024 I have a new manuscript available Understanding Human-COVID-19 Dynamics using Geospatial Big Data: A Systematic Literature Review
04/2024 I am proud as being the winner of the TAMIDS Course Development Award. My department has a winner each year since 2021!
03/2024 My paper Spike and Slab Bayesian Sparse Principal Component Analysis is accepted to Statistics and Computing.
03/2024 I have a new manuscript available Doubly Reflected Backward SDEs Driven by G-Brownian Motions and Fully Nonlinear PDEs with Double Obstacles.
03/2024 I have a new manuscript available Quantum Expander Mixing Lemma and its Converse.
03/2024 I am going to give a talk at the invited session of Eastern Asia Chapter of International Society for Bayesian Analysis (EAC-ISBA) conference 2024, to be held in June at the Education University of Hong Kong
02/2024 I will be an invited Panelist for the one-hour panel entitled “Panel discussion for beginning researchers” at 2024 Annual Seminar on Stochastic Processes to be held in March at Rice University.
02/2024 I am going to give a talk at the special (invited) session of Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (2024 MCQMC) to be held in August at the University of Waterloo, Canada.
02/2024 I have a new manuscript available Well-posedness and propagation of chaos for McKean-Vlasov stochastic variational inequalities
02/2024 My paper One-Dimensional McKean-Vlasov Stochastic Variational Inequalities and Coupled BSDEs with Locally Holder Noise Coefficients is accepted to Stochastic Processes and their Applications.
01/2024 I have a new manuscript available Propagation of chaos for doubly mean reflected BSDEs
01/2024 With a great honor, I joined Institute for Quantum Science and Engineering (IQSE) at Texas A&M University as affiliated faculty.
01/2024 I will serve as an invited IMS session organizer and chair of the 2024 WNAR/IMS/Graybill Annual Meeting which will be held in Fort Collins, Colorado from Sunday, June 9 through Wednesday, June 12. Such a beautiful place to start the summer!
01/2024 With a great honor, I start to serve as an Associate Editor for Journal of Computational and Graphical Statistics.
01/2024 Great to have our Stochastic Processes Seminar started, featuring our first speaker Prof. Sean Lawley at University of Utah, an NSF career award winner.
01/2024 I give an invited talk at the invited session of the 6th IMS Asia Pacific Rim Meeting (IMS-APRM), Melbourne, Australia.
Title: Variable Target Scalable Particle Filter
12/2023 With a great pleasure, I will present at the invited session (organizer: Joshua Cape) of The 7th International Conference on Econometrics and Statistics (EcoSta 2024) will be hosted by Beijing Normal University, Beijing, China, 17-19, July 2024. I will also serve as an invited session organizer and chair.
11/2023 Congratulations to my PhD student Yimin Dai on finishing his first manuscript in his PhD study: Statistical Machine Learning Meets High-Dimensional Spatiotemporal Challenges - A Case Study of COVID-19 Modeling
11/2023 Congratulations to my PhD student Jifan Li on finishing his first manuscript in his PhD study: Machine Learning for Mechanistic Models of Metapopulation Dynamics
