Research Interests

Key Words: Uncertainty Quantification, Machine Learning and Operations Research

I am an applied mathematician working in several different directions. 

Usually my works focus on establishing theory or methodology that can leverage problem structures.

The subproblems I have worked/am working on 

Uncertainty Quantification: Ensemble Kalman method, Bayesian inverse problem, Dimension Reduction, Spatial localization method

Machine Learning: Sampling algorithms and efficiency, Interacting particle algorithms, 

Operations Research: Stochastic Gradient Descent with non-i.i.d. data, Video Game Mechanism Design

Short C.V.

Associate Professor. Department of Mathematics, National University of Singapore,  2022-present

Assistant Professor. Department of Mathematics, National University of Singapore,  2016-2022

Postdoc. Courant Institute of Mathematical Science, New York University 2013-2016

Ph.D. Operations Research and Financial Engineering, Princeton, 2009-2013

B.S. School of Mathematical Sciences, Peking University, 2005-2009

Editorial Service (I mostly favor papers with theory targeting applied audience )

AE, SIAM Journal of Uncertainty Quantification, 2022-present

AE, Statistics and Computing , 2022-present