My research interests (in no particular order):
Sampling and non-convex optimization via Langevin equations and its variants.
Proximal samplers and more generally sampling algorithms with roots in optimization.
Generalization error of stochastic algorithms.
Stein's method, Malliavin calculus, Markov diffusion operators, Gamma calculus, regularity of laws.
Publications/Preprints:
Oracle-based Uniform Sampling from Convex Bodies, joint work with Jiaming Liang, preprint 2025 (https://www.arxiv.org/abs/2510.02983)
Density convergence on Markov diffusion chaos via Stein's method, joint work with Yaozhong Hu, preprint 2025 (https://arxiv.org/abs/2509.18045)
High-Order Langevin Monte Carlo Algorithms, joint work with Mert Gurbuzbalaban, Rafiq Islam, Nian Yao and Lingjiong Zhu, preprint 2025 (https://arxiv.org/abs/2508.17545)
Algorithmic Stability of Stochastic Gradient Descent with Momentum under Heavy-Tailed Noise, joint with Melih Barsbey, A K M Rokonuzzaman Sonet, Mert Gurbuzbalaban, Umut Simsekli and Lingjiong Zhu, preprint 2025. (https://arxiv.org/abs/2502.00885)
Non-central limit of densities of some functionals of Gaussian processes, joint with Solesne Bourguin and Yaozhong Hu, preprint 2024. (https://arxiv.org/abs/2406.12722)
Gradient estimates for semigroups associated with stochastic differential equations driven by cylindrical Levy processes, joint with Lingjiong Zhu, Electronic Journal of Probability 2025. (https://arxiv.org/abs/2402.12502)
Functional gaussian approximations in hilbert spaces: the non-diffusive case, joint with Solesne Bourguin and Simon Campese, Alea 2024. (https://arxiv.org/abs/2110.04877)
Moderate deviation principle for multiscale systems driven by fractional Brownian motion, joint with Solesne Bourguin and Konstantinos Spiliopoulos, Journal of Theoretical Probability 2023. (https://arxiv.org/abs/2206.0679)
High-dimensional regimes of non-stationary Gaussian correlated Wishart matrices, joint with Solesne Bourguin, Random Matrices: Theory and Applications 2022. (https://arxiv.org/abs/2011.01199)