About me

I am a first year PhD student in Industrial Engineering & Operations Research at UC Berkeley. My primary research interests are a combination of optimization theory, statistics, and rigorous stochastic analysis.

Prior to joining UC Berkely, I finished my undergrad at New York University Shanghai and Courant Institute of Mathematical Science, with a major in Honors Mathematics and a minor in Data Science.

I am passionate about working in many areas including optimization and stochastics, combining probability theory with theoretical optimization theory, and developing optimization tools which can be used in a high-dimensional and stochastic system.

Interests

  • Optimization
  • Stochastic Analysis
  • Stochastic Optimal Control

Education

  • Ph.D. in Industrial Engineering & Operation Research, 2020 - now

    UC Berkeley

  • BSc (Hons) in Honors Mathematics, 2016 - 2020

    New York Univerisity (Shanghai, New York)

Research

Efficient First-Order Methods for Peng-Wei Semi-definite Programming with application to optimal clustering. [pdf] Advisor: Prof. Shuyang Ling, NYU Shanghai, 2020. (Recieved Major Honors in Major Honors Mathematics)

  • Solved Peng-Wei Semi-Definite Programming (SDP) Relaxation using James Renegar’s efficient first-order methods for SDP; Reduced the bound of total computational complexity

Stochastic-Optimization-Based Stochastic Optimal Control [pdf] Advisor: Prof. Jonathan Goodman, Courant Institute of Mathematical Sciences, 2019. (Presented at Courant Summer Undergraduate Research Experience Symposium.)

  • Built a nonlinear ODE model with noise as a combination of Minimal Glucose Model and Pharmacokinetics Insulin dynamics with insulin injection and meal disturbance for Type 1 diabetes patients (T1D)
  • Implemented filter and stochastic optimization methods, and proposed improvements on control strategy

Effects of Nutrient Depletion on Tissue Growth in a Tissue-Engineering Scaffold Pore Advisor: Prof. Pejman Sanaei, Courant Institute of Mathematical Sciences, 2019. (Presented at 72nd Annual Meeting of the APS Division of Fluid Dynamics)

  • Solved Stoke’s equation subject to no-slip and no penetration boundary conditions and advection-diffusion equation in cylindrical coordinates for nutrient concentration PDE using asymptotical analysis
  • Built a model for cell proliferation in a tissue engineering scaffold pore and simulated the process with quasistatic analysis

Selected Course Taken

UC Berkeley

  • IEOR 263A Mathematical Programming I
  • IEOR 262A Applied Stochastic Process I
  • IEOR 266 Network Flows and Graphs
  • IEOR 290 Special Topics in Industrial Engineering and Operation Research

New York University

  • MATH-GA 2704 Applied Stochastic Analysis
  • MATH-GA 2012 Monte Carlo Methods
  • MATH-GA 2043 Scientific Computing
  • MATH-SHU 997 Optimization
  • MATH-SHU 350T Probability Limit Theorems
  • MATH-SHU 266 Functional Analysis
  • MATH-SHU 234 Math of Statistics & Data Science
  • CSCI-SHU 360 Machine Learning
  • CSCI-SHU 210 Data Structures

Teaching Experience

New York University

  • Learning Assistant for Multivariable Calculus (Fall 2019)
  • Learning Assistant for Introduction to Computer Programming (Fall 2017)

Awards

  • UC Berkeley IEOR first year department fellowship 2020
  • NYU Shanghai Excellence Award 2020
  • Major Honors in Major Honors Mathematics 2020
  • Zhang Xiaoqi & Cheung Kwok Ching Global Future Scholar 2018-2020
  • NYU Shanghai Recognition Award with scholarship 2018-2020
  • NYU Courant Summer Undergraduate Research Fund 2019
  • Meritorious Winner of Mathematical Contest in Modelling (top 9%) 2019
  • NYU Shanghai Deans’ Undergraduate Research Fund 2018
  • NYU Shanghai Dean’s List of Honors 2016-2019

Contact