جست‌وجوی استاد و پژوهشگر

Mark Schmidtمشاهده پروفایل

استاد

• Machine Learning
• Artificial Intelligence
• Mathematical Optimization
• +۶ مورد دیگر

Mark Schmidt is a Professor in the Department of Computer Science at the University of British Columbia, Faculty of Science. He holds the Canada Research Chair in Large-Scale Machine Learning and is a Canada CIFAR AI Chair at the Alberta Machine Intelligence Institute. His research spans multiple centers including CAIDA (Centre for Artificial Intelligence Decision-making and Action), the Data Science Institute, and the Machine Intelligence Learning Discovery (MILD) group. Dr. Schmidt's educational background includes a Ph.D. from UBC (2005-2010), an M.Sc. from the University of Alberta (2003-2005), and a B.Sc. from the University of Alberta (2000-2003). His academic career progressed from Postdoc positions at Simon Fraser University, Ecole Normale Superieure, and UBC to Assistant Professor (2014-2019), Associate Professor (2019-2024), and current Professor (2024-present) at UBC. His research focuses on machine learning optimization, with particular emphasis on improving numerical algorithms for large-scale machine learning applications. His work bridges theoretical optimization and practical applications across computer vision, natural language processing, and reinforcement learning. He has developed numerous optimization techniques including variants of stochastic gradient methods, coordinate descent algorithms, and natural gradient approaches. Analysis of his recent publications reveals a strong focus on optimization for over-parameterized models, particularly transformers and large language models. His work addresses critical challenges in step-size selection, convergence guarantees, and efficient implementation of optimization algorithms. His research has significant implications for training deep neural networks more effectively and understanding why certain optimization methods outperform others in practice. Among his notable awards are the Dorothy Killam Fellowship (2025), Arthur B. McDonald Fellowship (2024), Sloan Research Fellowship (2017), and multiple UBC teaching awards. He has also received the Lagrange Prize in Continuous Optimization and Best Paper Award at AISTATS 2021. Dr. Schmidt actively supervises numerous graduate students, with over 40 PhD and Master's students listed as current or alumni members of his research group. His laboratory maintains strong connections with industry partners, with many alumni securing positions at leading AI companies including Google, Amazon, Meta, and Microsoft.

Xin Guoمشاهده پروفایل

استاد

• Mathematical Finance
• Financial Engineering
• FinTech
• +۷ مورد دیگر

Xin Guo is Professor and Department Chair of Industrial Engineering and Operations Research (IEOR) at UC Berkeley's College of Engineering, holding the Coleman Fung Chair in Financial Modeling. Her research bridges mathematical finance, stochastic control, and machine learning with applications in risk analytics and quantitative trading. Education: Ph.D. in Mathematics, Rutgers University (1999) Research Interests: Professor Guo's work centers on mathematical finance , stochastic games , and reinforcement learning . She develops theoretical frameworks for α-potential games and mean-field systems while applying signature methods and GANs to financial data. Her research addresses critical problems in portfolio optimization, fraud detection (e.g., Medicare analytics), and market forecasting, emphasizing the intersection of stochastic control with machine learning for real-world decision-making under uncertainty. Publication Trends: Recent work (2023-2025) shows increasing focus on multi-agent reinforcement learning through mean-field game theory, with applications spanning finance (corporate bonds, trading), healthcare (fraud detection), and transportation (rate forecasting). Key innovations include BSDE approaches for stochastic games, signature-based time series analysis, and theoretical guarantees for GAN training dynamics. Scientific Awards: Holds the prestigious Coleman Fung Chair in Financial Modeling, reflecting significant contributions to quantitative finance research. Advising and Grants: As IEOR Department Chair, Professor Guo mentors graduate students in stochastic modeling and financial engineering. Her research is supported by the Coleman Fung Endowment Fund, with collaborations spanning finance, healthcare, and transportation sectors through industry partnerships. Labs and Teams: Leads the Risk Analytics & Data Analysis Research (RADAResearch) Lab ( https://risklab.ieor.berkeley.edu/ ), which develops cutting-edge methodologies for risk assessment, data-driven decision-making, and game-theoretic solutions to complex systems. The lab fosters interdisciplinary work connecting mathematical theory with practical applications in FinTech and beyond.

Andrew Stuartمشاهده پروفایل

استاد

• Applied and Computational Mathematics
• Bayesian Inverse Problems
• Data Assimilation
• +۶ مورد دیگر

Andrew Stuart is the Bren Professor of Computing and Mathematical Sciences at the California Institute of Technology (Caltech), joining in 2016. He previously held faculty positions at the University of Warwick (1999–2016), Stanford University (1992–1999), and Bath University (1989–1992). He earned his PhD from the University of Oxford's Computing Laboratory in 1986. Professor Stuart's research focuses on applied and computational mathematics , particularly Bayesian inverse problems , data assimilation for dynamical systems , and stochastic modeling . His work bridges mathematical theory, algorithm development, and applications in geophysics, materials science, and biological systems. His recent publications emphasize operator learning , machine learning for PDEs , and uncertainty quantification . Key areas include ensemble Kalman methods , Gaussian processes , and neural operators for solving and learning from complex systems. Scientific awards include the Vannevar Bush Faculty Fellowship and election to the Royal Society of Great Britain . He advises graduate students in applied mathematics, computational science, and geophysics, including Edoardo Calvello , Hojjat Kaveh , and Florian Wolf .

• Mathematics of Data
• Numerical Linear Algebra
• Randomized Algorithms
• +۵ مورد دیگر

Liza Rebrova is an Assistant Professor in the Department of Operations Research and Financial Engineering (ORFE) at Princeton University's School of Engineering and Applied Science. She is also an associated faculty member of the Program in Applied and Computational Mathematics (PACM) and the Center for Statistics and Machine Learning (CSML). Her research focuses on randomized numerical linear algebra and the mathematics of data science, with connections to high-dimensional probability and stochastic optimization. She develops mathematically justified randomized algorithms for large-scale data, particularly interested in settings where data exhibits mathematical structure such as spectral decay, multi-modality, or non-negativity. Her work addresses challenges in data compression, recovery, and optimization under structured noise conditions. Dr. Rebrova's recent publications show a strong trend toward developing robust algorithms for linear systems, tensor data compression, and nonnegative matrix factorization. Her work bridges theoretical foundations with practical applications in machine learning and data science, with emphasis on memory efficiency and handling corrupted or incomplete data. NSF DMS-2309685 (Single PI, 2024-2026): "Outliers are not what they seem: data-aware, flexible, and robust randomized iterative methods" NSF DMS-2108479 (Collaborative, 2022-2024): "Fast, Low-Memory Embeddings for Tensor Data with Applications" (co-PIs Mark Iwen and Deanna Needell) She currently advises three PhD students (Jackie Lok, Shambhavi Suryanarayanan, and Sofiia Shvaiko) and has previously advised Abraar Chaudhry (PhD 2024) and Nicolo Grometto (Masters thesis 2023). At Princeton, she teaches graduate courses including ORF526 (Graduate Probability), ORF387 (Networks), and ORF523 (Convex and Conic Optimization).

Renjie Fengمشاهده پروفایل

پژوهشگر ارشد

• Probability Theory
• Random Matrix Theory
• Machine Learning
• +۵ مورد دیگر

Renjie Feng is a Research Fellow in Mathematics and AI at the School of Mathematics and Statistics and the Sydney Mathematical Research Institute , University of Sydney. His work bridges probability theory, statistics, and applications in machine learning, deep learning, and artificial intelligence. His research interests focus on probability theory and its applications to machine learning , random matrix theory , and statistical physics . He investigates extreme value problems, spectral properties of random matrices, and topological features of random fields over Riemannian manifolds. Recent publications highlight trends in random matrix theory (GUE, GOE, GSE), extreme gap problems , determinantal point processes , and Wiener chaos . Collaborative works with F. Götze, D. Yao, and R. Adler emphasize U-statistics , multivariate linear statistics , and random topology inspired by Poisson point process studies.

Daniel W. Blissمشاهده پروفایل

استاد

• Radar
• Wireless Communications
• Precision Positioning
• +۷ مورد دیگر

Daniel W. Bliss is a Professor in the School of Electrical, Computer and Energy Engineering at Arizona State University and Director of ASU's Center for Wireless Information Systems and Computational Architectures (WISCA). With over $50 million in research funding as principal investigator from organizations including DARPA, ONR, Google, and Airbus, his work bridges theoretical foundations with practical implementations across multiple domains of wireless systems. Dr. Bliss received his educational foundation with a B.S.E.E. from Arizona State University (1989), followed by M.S. and Ph.D. degrees in Physics from the University of California-San Diego (1995, 1997). His academic journey includes significant industry experience at General Dynamics (1989-1993) and MIT Lincoln Laboratory (1997-2012) before joining ASU. His research program focuses on advanced wireless systems spanning radar, communications, precision positioning, computational architectures, and medical monitoring applications. Bliss employs information theory, estimation theory, and signal processing to develop novel system concepts with disruptive capabilities. Current research emphasizes RF convergence, integrated sensing and communications, and anticipatory medical analytics using wireless technologies, with particular focus on extracting physiological data from radar signals. Analysis of recent publications reveals a strong trend toward integrated sensing and communications systems, particularly utilizing mmWave and radar technologies for medical monitoring applications. His work increasingly bridges traditional communications and radar domains while expanding into physiological monitoring, demonstrating a clear trajectory toward convergence of wireless technologies for healthcare applications and remote vital sign detection. Dr. Bliss has received significant recognition for his contributions: Fellow of the IEEE (2015) 2021 IEEE Warren D. White Award for Excellence in Radar Engineering 2016-2017 Top 5% Teaching Award at ASU 2017 ASU Fulton Engineering Exemplar Faculty As a dedicated mentor, Dr. Bliss has supervised numerous graduate students through successful dissertation and thesis defenses across both PhD and Master's programs. His research portfolio includes substantial funding from diverse sources with over $50 million secured as principal investigator. Current projects include the $17M DARPA DASH project focused on advanced software-reconfigurable heterogeneous SoCs for next-generation RF systems, and multiple initiatives in contactless vital sign monitoring using radar technologies. Dr. Bliss leads the BLISS Lab and serves as director of WISCA, fostering interdisciplinary research in wireless systems. His team includes researchers working on distributed coherent systems, MIMO radar, RF convergence, and medical monitoring applications, with recent successes including the Making Waves team that tied for first place in the Air Force Spark Tank challenge. He has founded two startup companies: DASH Tech Integrated Circuits Company and the Big Little Sensor Company, focusing on high-performance embedded processing and small-scale radar physiological monitoring, respectively.

Johan Taflinمشاهده پروفایل

مدرس

• Complex Dynamics
• Pluripotential Theory
• Dynamical Systems
• +۲ مورد دیگر

Johan Taflin is a Lecturer at the University of Burgundy, affiliated with the Institute of Mathematics of Burgundy (IMB) under the Faculty of Science. His research focuses on complex dynamics in several variables and pluripotential theory, with significant contributions to attracting sets, equidistribution, and moduli spaces of dynamical systems. He has led the ANR DynAtrois project since 2025 and oversees the new Master of Mathematics program launching in 2025. Research Interests: Complex dynamics in projective spaces and several variables Pluripotential theory and its applications Dynamical systems, attractors, and moduli spaces Interdisciplinary links with mathematical physics and algebraic geometry Publications Trends: His work spans complex dynamics, including studies on blenders, postcritically finite maps, and equidistribution toward Green currents. Key subfields include holomorphic endomorphisms, algebraic geometry, and mathematical physics. Leadership: He directs the ANR DynAtrois project (2025–2030) and manages the Dijon Master of Mathematics program, which emphasizes fundamental and applied mathematics with ties to artificial intelligence.

Raman Aroraمشاهده پروفایل

دانشیار

• Machine Learning
• Statistical Signal Processing
• Stochastic Approximation Algorithms
• +۱۶ مورد دیگر

Raman Arora is an Associate Professor in the Department of Computer Science at Johns Hopkins University, with affiliations to the Mathematical Institute for Data Science (MINDS), the Center for Language and Speech Processing (CLSP), and the Institute for Data-Intensive Engineering and Science (IDIES). His research spans theoretical and practical aspects of machine learning, focusing on robustness, privacy, representation learning, and optimization. Research Interests: Machine Learning Theory Representation Learning (e.g., Deep CCA, Multi-view Learning) Privacy-Preserving Machine Learning (Differential Privacy) Robustness in Deep Learning Online and Reinforcement Learning Stochastic Optimization Algorithms His recent publications, primarily in top-tier venues like NeurIPS, ICML, and ICLR, demonstrate a strong focus on the theoretical foundations of adversarial robustness, multi-task learning, offline reinforcement learning, and differentially private optimization. His work often bridges theory and practice, with applications in speech, language, and data-intensive systems. Scientific Awards and Honors: NSF CAREER Award (2020) ICML Test-of-Time Award Finalist (2023) for Deep CCA Member, Institute for Advanced Study (2019–2020) Visiting Scientist, Simons Institute (2019, 2020, 2022) Advising and Grants: Raman Arora has advised numerous PhD and master’s students, many of whom are now researchers at leading tech companies like Google, Meta, and Microsoft. His research is supported by significant grants from the NSF (including CAREER, BIGDATA, TRIPODS, and CRCNS awards), DARPA, and other agencies, focusing on foundational aspects of machine learning such as inductive biases, privacy, robustness, and computational neuroscience. Laboratory and Research Group: He leads a dynamic research group at Johns Hopkins, comprising current PhD students and postdoctoral researchers working on the intersection of theory and applications in machine learning. The group is actively involved in projects related to adversarial robustness, meta-learning, offline reinforcement learning, and private optimization.

Aditya Guntuboyinaمشاهده پروفایل

دانشیار

• Nonparametric statistics
• High-dimensional statistics
• Shape-constrained statistical estimation
• +۱ مورد دیگر

Aditya Guntuboyina is an Associate Professor in the Department of Statistics at the University of California, Berkeley. He has held this position since January 2012, following a postdoctoral stint at the Wharton Statistics Department and a PhD in Statistics from Yale University (2011) under Professor David Pollard. He earned his B.Stat and M.Stat degrees from the Indian Statistical Institute, Kolkata. PhD: Statistics, Yale University (2011) B.Stat/M.Stat: Indian Statistical Institute, Kolkata His research focuses on nonparametric and high-dimensional statistics , particularly shape-constrained estimation and Bayesian/Empirical Bayes methods . Key themes include convex regression, isotonic regression, mixture models, and total variation denoising. Recent publications analyze multivariate scale mixtures, convergence rates, and suboptimality of least squares in constrained settings. Aditya has supervised multiple PhD students in the Berkeley Statistics and EECS programs. He teaches courses such as Time Series Analysis (Stat 153/248), Data, Inference, and Decisions (Data 102), and advanced probability (Stat 201A). His work often intersects with machine learning, optimization, and information theory. Scientific contributions include theoretical advances in shape-restricted regression, adaptation in log-concave density estimation, and risk bounds for convex-constrained models. He has published in top journals like Annals of Statistics , Journal of the Royal Statistical Society: Series B , and IEEE Transactions on Information Theory .

Gauri Joshiمشاهده پروفایل

دانشیار

• Distributed Machine Learning
• Federated Learning
• Stochastic Modeling
• +۷ مورد دیگر

Gauri Joshi is an Associate Professor in the Electrical and Computer Engineering (ECE) department at Carnegie Mellon University, with affiliate appointments in the Machine Learning Department and Robotics Institute. Her work focuses on system-aware algorithms for distributed machine learning, combining optimization, probability, and coding theory to address communication and computational constraints in edge networks. MIT Ph.D. in EECS (2016) IIT Bombay B.Tech/M.Tech in Electrical Engineering (2010) Research themes include federated learning with communication efficiency, erasure coding for non-linear computations, and reinforcement learning for heterogeneous queueing systems. She leads the Optimization, Probability and Learning (OPAL) lab , affiliated with the Parallel Data Lab (PDL), CyLab, and FLAME Center. Recent publications highlight advances in: federated fine-tuning with low-rank adaptation, robust PCA for model aggregation, privacy-preserving prediction mechanisms, and adaptive reinforcement learning for job dispatching systems. Her group has received 15+ paper awards across SIGMETRICS, MobiHoc, and NeurIPS workshops. Scientific recognition includes: IEEE Goldsmith Lecturer (2025), MIT Technology Review '35 Innovators Under 35' (2022), ONR Young Investigator Award (2023), NSF CAREER (2021), and ACM SIGMETRICS Best Paper (2020). She has advised 20+ graduate students, many now at tech giants like Google, Apple, and Meta. Service contributions span program co-chair roles (MLSys 2025), associate editorships (IEEE/ACM Transactions on Networking), and workshop organization (ICML, NeurIPS). Her NSF AI-EDGE Institute leadership (2021-present) drives next-generation intelligent edge networks for robotics and aerospace applications.

Zhi Daمشاهده پروفایل

استاد

• Asset Pricing
• Behavioral Finance
• Market Microstructure
• +۷ مورد دیگر

Zhi Da is the Howard J. and Geraldine F. Korth Chair in Finance and Professor of Finance at the University of Notre Dame , Mendoza College of Business, Department of Finance. He completed his Ph.D. in Finance at Northwestern University’s Kellogg School of Management (2006), preceded by an M.Sc. in Financial Engineering from the National University of Singapore (2001) and a B.B.A. with First-Class Honors (1999) from the same institution. Holding editorial roles at Journal of Finance , Management Science , Review of Financial Studies and several other top journals, he is a leading voice in empirical finance research. Education Ph.D. in Finance, 2006 – Kellogg School of Management, Northwestern University M.Sc. in Financial Engineering, 2001 – National University of Singapore B.B.A. (1st Class Honors), 1999 – National University of Singapore Research Interests Zhi Da’s scholarship sits at the intersection of asset pricing , behavioral finance , and market microstructure . He investigates how investor attention, institutional trading, liquidity frictions, and information flows jointly determine the cross-section of expected returns. His work delves into retail margin trading, the role of pension-fund flows in exchange-rate dynamics, the informational content of SEC filings, and the efficiency of short-selling mechanisms. By combining large-scale data analytics, textual analysis, and structural modeling, he uncovers novel predictors of returns ranging from presidential approval ratings to real-time attention measures. Recent projects explore fractional trading ’s impact on price efficiency, hedging demand as a driver of intraday momentum, and the hidden effort problem in delegated portfolio management. These themes collectively advance our understanding of limits to arbitrage and the formation of extrapolative beliefs. Publication Landscape Spanning 2025 back to 2009, his 15 most recent articles in Journal of Finance , Review of Financial Studies , Management Science , Journal of Financial Economics , and Journal of Financial and Quantitative Analysis converge on three broad motifs: (1) micro-level trading frictions—liquidity costs, margin requirements, and short-selling constraints; (2) macro-finance linkages—exchange rates, fiscal policy, and global capital flows; and (3) information economics—attention allocation, media analytics, and regulatory disclosures. The collective evidence demonstrates that seemingly small trading or informational frictions aggregate into large, persistent cross-sectional return predictability. Honors and Awards 2017 William F. Sharpe Award for Best Paper, Journal of Financial and Quantitative Analysis Lead-article distinctions in Journal of Finance , Review of Financial Studies , and Management Science Featured coverage in SmartMoney and CNBC Teaching & Mentorship At Notre Dame’s Mendoza College, Professor Da teaches Investments (undergraduate and MBA) and Fixed Income Securities , integrating cutting-edge research insights into the curriculum. While specific advisees are not listed, his extensive co-author network (22+ recurring collaborators) attests to a vibrant mentoring environment. Laboratory & Data Resources He publicly distributes the NAT (Net Arbitrage Trading) dataset, a stock-quarter panel of arbitrage positions used in Chen, Da & Huang (2019). This resource has become a standard tool for researchers studying arbitrage capital movements.

Subhashis Ghoshalمشاهده پروفایل

استاد

• Bayesian Inference
• Nonparametric Bayesian Inference
• High-Dimensional Models
• +۴ مورد دیگر

Subhashis Ghoshal is a Goodnight Distinguished Professor in the Department of Statistics at North Carolina State University (NCSU). He holds a Ph.D. in Statistics from the Indian Statistical Institute (1995). His research focuses on Bayesian nonparametrics, high-dimensional models, asymptotic theory, and functional data analysis. He has authored influential books like *Fundamentals of Nonparametric Bayesian Inference* (2017) and contributed to methodologies in image processing and statistical inference. Key awards include the Goodnight Distinguished Professorship (2021), Dr. Cavell Brownie Mentoring Award (2014-15), and the De Groot Prize (2019). He has held editorial roles in journals like *Statistical Science* and *Annals of Statistics*. His work bridges theory and applications, addressing challenges in modern statistical problems such as uncertainty quantification and causal inference. He advises on graduate programs and actively contributes to academic leadership at NCSU.

Andre Wibisonoمشاهده پروفایل

استادیار

• Machine Learning
• Optimization
• Sampling
• +۴ مورد دیگر

Andre Wibisono serves as Assistant Professor in Yale University's Department of Computer Science with a secondary appointment in Statistics & Data Science, joining the faculty in 2021 after postdoctoral research at University of Wisconsin-Madison and Georgia Institute of Technology. His educational background includes: Ph.D. in Computer Science, UC Berkeley M.A. in Statistics, UC Berkeley M.Eng. in Computer Science, MIT S.B. in Mathematics and Computer Science, MIT Wibisono's research focuses on algorithm design for machine learning through optimization, sampling, and game theory , leveraging dynamical systems and information theory to develop accelerated discrete-time algorithms from continuous dynamics. His work provides theoretical foundations for efficient machine learning systems with applications in generative modeling and constrained optimization. Recent publications (2023-2025) demonstrate consistent innovation in Hamiltonian-based optimization , constrained-space sampling , and min-max game convergence , characterized by rigorous mathematical analysis connecting continuous dynamics to discrete algorithms. Key trends include randomized integration for acceleration, phi-divergence convergence guarantees, and symplectic geometry applications to mirror descent. Scientific recognition includes: NSF CAREER Award for developing algorithmic frameworks bridging continuous and discrete dynamics He actively mentors current students (Siddharth Mitra, Kaylee Yang, Jane Lee, Qiang Fu, Peter Wang) and has guided two postdocs to faculty positions. Research is funded through the NSF CAREER award and collaborative CIF grants focused on Hamiltonian dynamics for sampling and optimization. His Yale research group develops theoretical foundations for next-generation machine learning algorithms, emphasizing mathematical rigor in optimization and sampling with applications to generative modeling and constrained inference problems.

Sharan Vaswaniمشاهده پروفایل

استادیار

• Reinforcement Learning
• Optimization
• Machine Learning
• +۳ مورد دیگر

Sharan Vaswani is an Assistant Professor in the School of Computing Science at Simon Fraser University (SFU). His research focuses on designing algorithms for sequential decision-making under uncertainty, stochastic optimization, and their interplay with machine learning generalization. He holds a PhD from the University of British Columbia (2019) and postdoctoral experiences at the University of Alberta and Mila. His academic journey includes MSc (UBC, 2015) and BTech (BITS Pilani, 2012) degrees. Education: PhD (UBC, 2019), MSc (UBC, 2015), BTech (BITS Pilani, 2012) Postdoctoral Work: University of Alberta (2020-2021), Mila (2019-2020) Teaching includes courses on Probability and Computing (CMPT 210), Optimization for Machine Learning (CMPT 409/981), and Theoretical Foundations of Reinforcement Learning (CMPT 419/983). His research group focuses on developing scalable optimization algorithms with theoretical guarantees. He advises multiple PhD and MSc students, contributing to areas like constrained MDPs, adaptive learning rates, and reinforcement learning theory. Research Highlights: Contributions to bandit algorithms, stochastic gradient methods, and reinforcement learning theory. Notable work includes global convergence analysis of policy gradients and variance-reduced optimization frameworks.

Anna Choromanskaمشاهده پروفایل

دانشیار

• Machine Learning
• Deep Learning
• Optimization
• +۶ مورد دیگر

Anna Choromanska is an Associate Professor in the Department of Electrical and Computer Engineering at NYU Tandon School of Engineering, with affiliations to NYU Center for Data Science (CDS), NYU Center for Urban Science and Progress (CUSP), NYU Center for Advanced Technology in Communications (CATT), and the C2SMART Center. Her research focuses on deep learning optimization, generalization, and applications in autonomous driving and large-scale data analysis. She holds an Alfred P. Sloan Fellowship and NSF CAREER Award, and her work impacts industries like NVIDIA and Facebook. She directs the Learning Systems Laboratory (LSL), emphasizing interdisciplinary experimental/theoretical work. Research Interests: Machine Learning fundamentals, DL optimization, continual learning, autonomous vehicle systems, large data analysis. Her lab explores DNN learning dynamics, training architecture design, and scalable algorithms. Professional Impact: Over 50 invited talks, workshop organization for top ML conferences, and contributions to open-source projects like Vowpal Wabbit. Her algorithms are deployed in production systems at Facebook and Baidu. Awards: NSF CAREER Award Alfred P. Sloan Fellowship IBM Global University Program Academic Award (2x) Columbia University Presidential Fellowship Advising & Labs: Leads LSL, supervising interdisciplinary projects in optimization and autonomy. Actively involved in NYU's Modern AI seminar series and industry partnerships through CATT. Personal Interests: Accomplished pianist, salsa dancer, and fashion design enthusiast with notable performances and certifications in dance and music.