I will be joining the Industrial Engineering and Operations Research Department at UC-Berkeley as an assistant professor. From 2012 to 2018, I have been a PhD student in the Operations Research group and the Advanced Financial Technologies Lab at Stanford University, working with Professor Peter W. Glynn .
Ph.D. in Management Science and Engineering, 2018
Ph.D. Minor in Statistics, 2016
M.A. in Economics, 2016
B.S. in Mathematics, 2012
Approximating Systems Fed by Poisson Processes with Rapidly Changing Arrival Rates, with Harsha Honnappa and Peter W. Glynn, 2018, submitted for publication. PDF
Approximating Performance Measures for Slowly Changing Non-stationary Markov Chains, with Harsha Honnappa and Peter W. Glynn, 2018, submitted for publication. PDF
Rates of Convergence and CLTs for Subcanonical Debiased MLMC, with Jose Blanchet and Peter W. Glynn, 2018, Monte Carlo and Quasi-Monte Carlo Methods, Springer Proceedings in Mathematics & Statistics, vol 241, pp 465-479. PDF
Fitting Continuous Piecewise Linear Poisson Intensities via Maximum Likelihood and Least Squares, with Peter W. Glynn, Proceedings of the Winter Simulation Conference 2017. PDF
A CLT for Infinitely Stratified Estimators, with Applications to Debiased MLMC, with Peter W. Glynn, ESAIM: Proceedings and Surveys (B. Bouchard, E. Gobet and B. Jourdain, Editors), vol 59, pp 104-114. PDF
Extensions of the Regenerative Method to New Functionals, with Peter W. Glynn, Proceedings of the Winter Simulation Conference 2016, pp.289-301. PDF
Poisson Autoregressive Models for Arrival Data, with Peter W. Glynn and Xiaowei Zhang, working paper 2017.
A General Communication-Efficient Algorithm for Distributed Learning, with Ya Le and Trevor Hastie, working paper 2017.
Testing the Poisson Process Arrival Assumption for both Stationary and Non-stationary Data, with Harsha Honnapa and Peter W. Glynn, working paper 2017.
Fitting Poisson Intensities under Model Uncertainties , with Peter W. Glynn, working paper 2017.
I was a guest lecturer for the following courses at Stanford:
I was a teaching assistant for the following courses at Stanford: