Title/s: Assistant Professor
Office #: Cudahy Science 404
I received my PhD degree in Mathematics from University of Washington in 2014, with a general concentration on probability theory. From 2014 to 2017, I was a Research Assistant Professor at University of Illinois at Chicago with the Department of Mathematics, Statistics, and Computer Science. After that, I worked for University of Toronto as a postdoctoral fellow from December 2017 to June 2018.
Most of my research is on the interface of probability theory and analysis, including Markov processes, Dirichlet forms, rough path theory, and their applications. More recently, I have been working on the applications of probabilistic models in data science, such as describing machine learning algorithms by stochastic differential equations and analyzing their properties.
Probability theory and analysis, Markov processes, Dirichlet forms, Rough path theory, and their applications