I am an associate professor at the Department of Biostatistics & Bioinformatics and affiliated with Rhodes Information Initiative and the Decision Sciences Group of 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. Feel free to reach out.
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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Combinatorial Inference on the Optimal Assortment in Multinomial Logit Models
Abstract at EC'23 [SSRN] |
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PASTA: Pessimistic Assortment Optimization. Short version at ICML'23 [Arxiv] |
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Data-Driven Compositional Optimization in Misspecified Regimes
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Operations Research, Accepted, 2023+ Manuscript available upon request |
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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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[SSRN] |
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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...