I am a first year Ph.D. student in the Department of Mathematics at the University of California, Berkeley. My research interests lie in optimization, with focus on stochastic optimization and nonlinear optimization. I am interested in designing algorithms with rigorous theoretical guarantees and conducting algorithm analysis. I am also interested in applying state-of-the-art optimization algorithms to solve problems in operations research, high-dimensional statistics, machine learning and finance.

Prior to Berkeley, I received my master’s degree in Computational and Applied Mathematics from the University of Chicago, where I was advised by Prof. Mladen Kolar and Dr. Sen Na in my research. I also received supervision from Prof. Mihai Anitescu and Prof. Michael W. Mahoney on my master’s thesis and research projects. I received my bachelor’s degree in Statistics from Xiamen University, where I was advised by Prof. Yingxing Li on my undergraduate thesis.

Research Interests

  • stochastic nonlinear optimization
  • numerical linear algebra
  • high-dimensional statistics
  • statistical learning
  • mathematical finance