I am an associate professor at the Department of Biostatistics & Bioinformatics and affiliated with Rhodes Information Initiative and Fuqua School of Business of Duke University. Previously, I was an assistant professor of Statistics at Penn State University.
I received my PhD in Operations Research and Financial Engineering from Princeton University. During my time at Princeton, I was extremely fortunate to have Han Liu and Robert Vanderbei as my advisors for my thesis with Jianqing Fan and Mengdi Wang in my committee. Before going to Princeton, I got my bachelor's degree from National University of Singapore, where I had the privilege to write my undergraduate thesis under the supervision of Kim-Chuan Toh. Prior to my college life, I spent three wonderful years at Chengdu No.7 High School.
I work on different problems from both statistical and computational perspectives. You can find my manuscripts and awards below. My current research is partially sponsored by NSF grants.
Advertisement: Prof. Alex Belloni at Fuqua and me are hiring one or two postdocs. See details here.
During the pandemic, we organized an exciting series of Online Seminar on Mathematical Foundations of Data Science.
Besides academic awards, I am particularly proud of my Breathtaking Talent Award given by Princeton Graduate School, where the citation of this award is
"For a person who has a phenomenal talent outside of their academic ability, they have 'wow-ed' us with their talents and shown us the range of ability that we have in our community."
Papers
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Nearly Dimension-Independent Sparse Linear Bandit over Small Action Spaces via Best Subset Selection
Journal of the American Statistical Association, Accepted, 2022+ [Arxiv] |
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Lagrangian Inference for Ranking Problems
Operations Research, Accepted, 2022+ [Arxiv][Journal] |
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Fairness-Oriented Individualized Treatment Regime
Journal of American Statistical Association, Accepted, 2022+ [JASA] |
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Offline Personalized Pricing with Censored Demand
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Management Science, Major Revision, 2022+ [SSRN] |
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Data-Driven Compositional Optimization in Misspecified Regimes
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Operations Research, Major Revision, 2022+ Manuscript available upon request |
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Test of Significance for High-Dimensional Longitudinal Data
Annals of Statistics, 2020 [AOS] |
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Optimal, Two Stage, Adaptive Enrichment Designs for Randomized Trials Using Sparse Linear Programming
Journal of Royal Statistical Society: Series B, 2020 [JHU Biostat] [Code] |
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High-dimensional Interactions Detection with Sparse Principal Hessian Matrix
Journal of Machine Learning Research, 2020 [Arxiv] |
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Constructing a Confidence Interval for the Fraction Who Benefit from Treatment, Using Randomized Trial Data
Biometrics, Accepted, 2020+ [JHU Biostat] |
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Multi-Level Stochastic Gradient Methods for Nested Composition Optimization
SIAM Journal on Optimization, 2019 [Arxiv] |
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Misspecified Nonconvex Statistical Optimization for Phase Retrieval
Mathematical Programming, 2019 [Arxiv] |
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Blessing of Massive Scale: Spatial Graphical Model Estimation with a Total Cardinality Constraint Approach
Mathematical Programming, 2019 2016 IMS Laha/Travel Award [Optimization Online] |
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Adipocyte OGT Regulates a Fat-Sensing Adipose-to-Brain Axis That Induces Hyperphagia and Obesity
Nature Communications, 2018 [Nature] |
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Max-Norm Optimization for Robust Matrix Recovery
Mathematical Programming, 2018 2017 IMS Laha/Travel Award [Optimization Online] |
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Stochastic Compositional Gradient Descent: Algorithms for Minimizing Nonlinear Functions of Expected Values
Mathematical Programming, 2017 2016 Best Paper Prize for Young Researchers in Continuous Optimization (1 Paper Selected Every 3 Years) [Arxiv] [Journal] |
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Inequality in Treatment Benefits: Can We Determine if a New Treatment Benefits the Many or the Few?
Biostatistics, 2017 2016 ENAR Distinguished Student Paper (2/2) [JHU Biostat] |
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Testing and Confidence Intervals for High Dimensional Proportional Hazards Model
Journal of the Royal Statistical Society: Series B, 2017 2015 IMS Laha/Travel Award 2016 ENAR Distinguished Student Paper (1/2) [Arxiv] [Journal] [Code] |
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Accelerating Stochastic Composition Optimization
Journal of Machine Learning Research, 2017 Advances in Neural Information Processing Systems (NIPS), 2016 (short version) [Arxiv] |
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Mining Massive Amounts of Genomic Data: A Semiparametric Topic Modeling Approach
Journal of the American Statistical Association: Applications and Case Studies, 2017 [PDF] [Journal] |
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Generalized Alternating Direction Method of Multipliers: New Theoretical Insight and Application
Mathematical Programming Computation, 2015 [Journal] [PDF] |
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Inductive Bias of Gradient Descent based Adversarial Training on Separable Data
[Arxiv] |
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Using a Distributed SDP Approach to Solve Simulated Protein Molecular Conformation Problems
Distance Geometry: Theory, Methods, and Applications, A. Mucherino, C. Lavor, L. Liberti, and N. Maculan eds., Springer, 2013, pp. 351--376. [PDF] |
More to come...