I am a Ph.D. student in the Department of Management Science and Engineering (MS&E) at Stanford University. I am in the Operations Research group and the Advanced Financial Technologies Lab. I hold a Ph.D. minor in Statistics and an MA in Economics from Stanford. Before coming to Stanford, I received a BS in mathematics from Peking University.
Peter W. Glynn (advisor), Jose Blanchet, Darrell Duffie, Yinyu Ye
Ph.D. in Management Science and Engineering, 2018
Ph.D. Minor in Statistics, 2016
M.A. in Economics, 2015
B.S. in Mathematics, 2012
Extensions of the Regenerative Method to New Functionals, with Peter W. Glynn, Proceedings of the Winter Simulation Conference 2016, pp.289-301. PDF
Rates of Convergence and CLTs for Subcanonical Debiased MLMC, with Jose Blanchet and Peter W. Glynn, to appear in Monte Carlo and Quasi Monte Carlo 2016, Springer. PDF
Fitting Continuous Piecewise Linear Poisson Intensities via Maximum Likelihood and Least Squares, with Peter W. Glynn, to appear in Proceedings of the Winter Simulation Conference 2017. PDF
A CLT for Infinitely Stratified Estimators, with Applications to Debiased MLMC, with Peter W. Glynn, to appear in ESAIM: Proceedings and Surveys. 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.
Approximating Performance Measures for Slowly Varying Non-stationary Markov Chain, with Peter W. Glynn and Harsha Honnapa, working paper 2017.
Testing the Poisson Process Arrival Assumption for both Stationary and Non-stationary Data, with Peter W. Glynn and Harsha Honnapa, 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: