My research lies broadly in the intersection of optimization, data analysis and dynamics. I am particularly interested in state estimation, numerical analysis and nonlinear optimization. The specific topics I examined include:
- state estimation of weakly constrained hidden Markov model via variational approach
- computer experiments modeling with Gaussian process
- temporal decomposition of optimal control
- modeling and prediction of chaotic observations from physical systems.
I received my B.S. in mathematics (first class honors) with minor in statistics from University of Hong Kong in 2013.