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Ernest K. Ryu

Ph.D. Candidate
Institute for Computational and Mathematical Engineering
Stanford University

Advisor: Professor Stephen P. Boyd


Packard 243, Stanford, CA 94305
My email address.

Interests and Current Research

Stochastic Optimization
Convex Analysis
Numerical Analysis
Scientific Computing


Adaptive Importance Sampling via Stochastic Convex Programming. E. Ryu and S. Boyd, Manuscript.

Stochastic Proximal Iteration: A Non-Asymptotic Improvement Upon Stochastic Gradient Descent. E. Ryu and S. Boyd, working draft.

A Primer on Monotone Operator Methods. E. Ryu and S. Boyd, Applied and Computational Mathematics an International Journal, 15(1), 2016.

Extensions of Gauss Quadrature via Linear Programming. E. Ryu and S. Boyd, Foundations of Computational Mathematics, 15(4):953–971, 2015.

Computing Reaction Rates in Bio-molecular Systems Using Discrete Macro-states. E. Darve and E. Ryu. In T. Schlick, editor, Innovations in Biomolecular Modeling and Simulations. Royal Society of Chemistry, 2012.

Structural Characterization of Unsaturated Phosphatidylcholines Using Traveling Wave Ion Mobility Spectrometry. H. Kim, H. Kim, E. Pang, E. Ryu, L. Beegle, J. Loo, W. Goddard, and I. Kanik. Analytical Chemistry, 2009.


Courses taught:

Teaching assistant at Stanford University for:

Teaching assistant at California Institute of Technology for:

Other teaching assistant experience:


PhD, Computational and Mathematical Engineering, Stanford, 2010–Present.
BS with Honor, Electrical Engineering, Caltech, 2010.
BS with Honor, Physics, Caltech, 2010.

Other Stuff I Have Done

MIT, Imaging and Computing Group, visiting student, Summer 2011.
Caltech, Biophotonics Laboratory, research assistant, Summer 2010.
JPL NASA, internship, Summer 2007, 2008, and 2009.


Simons Math+X Graduate Fellowship, 2012–13 and 2014–15.
DOE Office of Science Graduate Fellowship (SCGF), 2010–13.
NASA Tech Brief Award, 2011.
Caltech Upper Class Merit Award, 2008.