Talks
Seminars on stochastic process, Indiana University on Mar 20, 2025. (Title: Generalization Error of Stochastic Gradient Descent with Momentum under Heavy-Tailed Noise.)
Slides available at this Google Drive link.
SIAM Conference on Mathematics of Data Science MDS24 on Oct 24, 2024 (Title: Euler-Maruyama schemes for stochastic differential equations driven by stable Lévy processes with i.i.d. stable components.)
Slides available at this Google drive link.
Edmonton Probability Day, University of Alberta on May 7, 2024. (Title: Density formula in Markov diffusion chaos)
Slides available at this Google Drive link.
Statistics colloquium, Rice University on March 18, 2024. (Title: Some recent applications of multivariate approximation via Stein's method to computational statistics)
Slides available at this Google Drive link.
Seminar on stochastic processes, Rice University on March 14, 2024 (Title: Density convergence of Gaussian functionals to a Gamma density via the Malliavin-Stein method)
Slides available at this Google Drive link.
Northeast probability seminar, New York University on November 17, 2023. (Title: Density convergence of Gaussian functionals to a Gamma density via the Malliavin-Stein method)
Slides available at this Google Drive link.
Edmonton Probability Day, University of Alberta on August 2, 2023. (Title: Approximation of the invariant measure of stochastic differential equation driven by cylindrical L\'{e}vy processes via Stein’s method)
AMS Spring Southeastern Sectional Meeting, Georgia Tech on March 18, 2023 (Title: On convergence of densities of Gaussian functionals to a Gamma density via the Malliavin-Stein method)
Financial mathematics seminar, Florida State University on November 3, 2022 (Title: Moderate deviation principle for multiscale systems driven by fractional Brownian motion)
Probability and statistics seminar, Boston University on December 10, 2020 (Title: Gaussian approximation of Hilbert-valued Poisson functionals)
Research visits
Department of Mathematical and Statistical Science, University of Alberta (hosted by Yaozhong Hu) in Aug 2023 and in May 2024.
Department of Statistics, Rice University (hosted by Frederi Viens) from March 18 to March 22, 2024.