جستجوی استاد راهنمای دانشگاهی

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 .

Johnny Guzmánمشاهده پروفایل

استاد

• Numerical Analysis
• Partial Differential Equations
• Scientific Computing
• +۵ مورد دیگر

Johnny Guzmán is a Professor of Applied Mathematics at Brown University, specializing in numerical analysis of partial differential equations and scientific computing. He holds a Ph.D. in Applied Mathematics from Cornell University (2005) and a B.S. in Mathematics from California State University, Long Beach (1999). His research focuses on numerical methods for PDEs, including discontinuous Galerkin methods, mixed finite element methods, and fluid-structure interaction problems. Key contributions include work on hybridizable and mixed finite element methods, discontinuous Galerkin discretizations, and stability analysis of numerical schemes. He has been funded by multiple NSF grants, including a Postdoctoral Fellowship (2005–2008) and awards totaling over $1M in research support. Notable recognitions include the Comfort and Urry Family Fund Prize (2013). Guzmán collaborates with institutions globally and serves on editorial boards for journals like Journal of Numerical Mathematics and Calcolo . His teaching spans computational linear algebra, numerical methods for differential equations, and finite element analysis.

• Algebraic Geometry
• Number Theory
• Representation Theory
• +۳ مورد دیگر

Andreas Bode is a Research Fellow at the University of Wuppertal, where he is part of the group led by Sascha Orlik in the Department of Mathematics. His research focuses on D-modules on rigid analytic spaces, integrating geometric representation theory and nonarchimedean geometry. His research interests span several areas of algebraic geometry and number theory, including the study of p-adic differential operators, nonarchimedean geometry, and representation theory. He explores the interplay between D-modules and rigid analytic spaces, contributing to the understanding of holonomicity, Auslander regularity, and the application of almost mathematics in p-adic contexts. His work bridges geometric and analytic approaches to problems in nonarchimedean settings. Bode's recent publications include advancements in the theory of Auslander regularity for p-adic structures, contributions to the holonomicity of D-cap-modules on rigid analytic spaces, and explorations into locally analytic representations of p-adic groups. His work often intersects with homological algebra and functional analysis, reflecting a deep engagement with both theoretical and methodological challenges in nonarchimedean geometry. He has not been mentioned as having received any scientific awards in the provided texts. Bode's current role as a postdoctoral researcher does not involve formal academic advising of students. No grants are specifically mentioned in the provided information. He is affiliated with the Algebra and Number Theory group at the University of Wuppertal, collaborating with colleagues such as Sascha Orlik and contributing to the broader research community in nonarchimedean geometry.

Michael A Osborneمشاهده پروفایل

استاد

• Machine Learning
• Bayesian Optimization
• Gaussian Processes
• +۳ مورد دیگر

Michael A Osborne is Professor of Machine Learning at the University of Oxford and leads the Bayesian Exploration Lab . He serves as Director of the EPSRC Centre for Doctoral Training in Autonomous Intelligent Machines and Systems and co-directs the Oxford Martin AI Governance Initiative. His research focuses on Bayesian optimization, Gaussian processes, and probabilistic numerics with applications in quantum devices, battery modeling, and AI governance. Key Positions: Professor of Machine Learning, University of Oxford Official Fellow, Exeter College Co-founder of Mind Foundry Lead Researcher, Oxford Martin Programme on Technology and Employment Research Themes: Probabilistic modeling for quantum systems Uncertainty quantification in energy storage AI safety and societal impact analysis Automated experimental design Quantum device calibration Probabilistic numerical methods Technical Contributions: Bridging reality gap in quantum devices Efficient Bayesian quadrature techniques Personalized neurostimulation algorithms Automated measurement protocols Quantum-classical hybrid ML

• Uncertainty Quantification
• Scientific Machine Learning
• Stochastic Optimization
• +۳ مورد دیگر

Hadi Meidani is a Clinical Associate Professor at the Carle Illinois College of Medicine , specifically within the Department of Biomedical and Translational Sciences at the University of Illinois at Urbana-Champaign . He teaches courses in Civil and Environmental Engineering, including topics like Systems Engineering & Economics , Machine Learning in CEE , and Uncertainty Quantification . Ph.D., Civil Engineering, University of Southern California (2012) M.S., Electrical Engineering, University of Southern California (2012) M.S., Structural Engineering, Sharif University of Technology (2005) B.S., Civil Engineering, K.N. Toosi University of Technology (2002) Dr. Meidani's research focuses on uncertainty quantification , scientific machine learning , and optimization under uncertainty for engineering systems. His work spans stochastic multiscale analysis , physics-informed machine learning , and model reduction techniques. His recent publications emphasize machine learning for infrastructure systems , graph neural networks , physics-informed models , and traffic assignment . Key trends include deep learning , multi-fidelity modeling , and neural operator transformers applied to metamaterial design , seismic reliability , and autonomous freight delivery .

• Functional Analysis
• Artificial Intelligence
• Foundations of Computational Mathematics
• +۱۵ مورد دیگر

Professor Anders C. Hansen is a mathematician at the University of Cambridge and University of Oslo, leading the Applied Functional and Harmonic Analysis group. His work bridges functional analysis, artificial intelligence, and computational mathematics, focusing on the Solvability Complexity Index (SCI) hierarchy and stability issues in deep learning. He has held prestigious fellowships, including a Royal Society University Research Fellowship and Peterhouse Bye-Fellowship. Educated at the University of Cambridge, UC Berkeley, and the Norwegian University of Science and Technology Developed groundbreaking theories in compressed sensing and deep learning, revealing algorithmic instability paradoxes Organized workshops on computational mathematics and AI interpretability His research explores the SCI hierarchy , exposing computational barriers in AI, quantum mechanics, and inverse problems. Key projects include Smale’s 18th problem and analyzing neural network stability. His work has transformed understanding of compressed sensing, particularly in medical imaging. Recent scientific awards include the Whitehead Prize (2019), IMA Prize (2018), and Leverhulme Prize (2017). Collaborations span institutions like Caltech, MIT, and the University of Vienna. As an educator, he teaches NST Part IA Mathematical Methods , Part II Numerical Analysis , and a Part III course on Compressed Sensing . His group has mentored 17 PhD and postdoctoral researchers since 2012.

Kai Xuمشاهده پروفایل

استادیار مهمان

• Geometric Analysis
• Calculus of Variations
• Metric Geometry
• +۴ مورد دیگر

Kai Xu is a Morrey Visiting Assistant Professor in the Mathematics department at the University of California, Berkeley, mentored by Richard Bamler. Appointed in 2025, he holds a PhD from Duke University supervised by Hubert Bray. His research addresses foundational problems at the intersection of differential geometry and analysis. His educational background includes: PhD in Mathematics, Duke University (2025), supervised by Hubert Bray Xu's research spans geometric analysis, calculus of variations, and metric geometry with concentrated focus on 3D scalar curvature geometry, weak inverse mean curvature flow, nonlinear potential theory (p-harmonic functions for $1 \leq p \leq \infty$), and spectral Ricci curvature bounds. His work systematically explores connections between curvature constraints, topological properties, and geometric flows through rigorous analytical methods. His publication record (2022-2025) reveals consistent advancement in scalar curvature theory, inverse mean curvature flow, and spectral Ricci geometry. Key contributions include spectral splitting theorems, drawstring constructions for scalar curvature constraints, and topological gap theorems for positive scalar curvature 3-manifolds. His collaborative work with leading mathematicians appears in journals including Duke Mathematical Journal and Calculus of Variations and Partial Differential Equations. No scientific awards are mentioned in the provided text. Teaching responsibilities include Math 104 in Fall 2025. Information regarding student advising and grant funding is not specified in available materials. No dedicated laboratory or research team structure is described in the source text.

Tzu-Mao Liمشاهده پروفایل

استادیار

• Computer Graphics
• Rendering Algorithms
• Differentiable Programming
• +۵ مورد دیگر

Tzu-Mao Li is an Assistant Professor in the Department of Computer Science and Engineering (CSE) at the University of California, San Diego (UCSD), affiliated with the Center for Visual Computing. His research focuses on differentiable graphics algorithms, combining classical visual computing with modern machine learning techniques. He holds a Ph.D. from MIT CSAIL under Frédo Durand and a postdoc at MIT and UC Berkeley with Jonathan Ragan-Kelley. His work spans rendering, programming languages for graphics, Monte Carlo methods, and inverse problems. Education: B.S. and M.S. from National Taiwan University (2011-2013), advised by Yung-Yu Chuang. Ph.D. from MIT CSAIL (Computer Graphics Group), advised by Frédo Durand. Postdoctoral research at MIT and UC Berkeley with Jonathan Ragan-Kelley. Research Interests: Differentiable rendering, Monte Carlo integration, programming language design for visual computing, physical simulation, adversarial machine learning, and applications in computer vision and robotics. Key areas include rendering algorithms (path tracing, bidirectional methods), optimization techniques (MCMC, gradient-based), and neural representations (SDFs, neural fields). Publications focus on advancing rendering algorithms, differentiable systems, and applications in inverse problems. Notable contributions include edge sampling for differentiable rendering, warped-area sampling, and diffusion models for BSDF sampling. Awards: ACM SIGGRAPH 2020 Outstanding Doctoral Dissertation Award, multiple Best Paper Awards at SIGGRAPH, and oral presentations at ICCV. Teaching: Courses include CSE 167 (Computer Graphics), CSE 168 (Rendering), and CSE 272 (Advanced Image Synthesis), emphasizing physically-based methods and programming.

Kenneth McLaughlinمشاهده پروفایل

استاد

• Integrable Systems
• Mathematical Physics
• Nonlinear Dynamics
• +۳ مورد دیگر

Kenneth McLaughlin is the Evelyn and John G. Phillips Distinguished Chair in Mathematics at Tulane University's School of Science & Engineering. He holds a Ph.D. and B.A. in Mathematics from New York University (1994 and 1989). Prior to Tulane, he served as faculty at the University of North Carolina, Chapel Hill, the University of Arizona, Universidade Federal de Brasília, and Colorado State University, where he also held leadership roles as Department Head and Chair. His research focuses on integrability, applying techniques across mathematics to study complex systems and phenomena. He has held visiting positions at institutions worldwide, including France, Italy, Brazil, Belgium, and the UK. McLaughlin’s research spans integrable systems, nonlinear dynamics, and asymptotic analysis. His work often involves the Riemann-Hilbert problem approach, orthogonal polynomials, and random matrix theory. Notable contributions include studies on soliton gases, the KdV equation, and universality in quantum operator dynamics. His recent articles explore topics such as asymptotic behavior of polynomials, soliton gas condensation, and hydrodynamic limits in integrable systems. McLaughlin’s academic career is marked by interdisciplinary collaboration and international research engagement.

Andrew Childsمشاهده پروفایل

استاد

• Quantum Algorithms
• Quantum Information Processing
• Quantum Simulation
• +۲ مورد دیگر

Andrew Childs is a Professor at the University of Maryland, affiliated with the Department of Computer Science and the Institute for Advanced Computer Studies (UMIACS). He serves as Director of the NSF Quantum Leap Challenge Institute for Robust Quantum Simulation (RQS) and is a Fellow at the Joint Center for Quantum Information and Computer Science (QuICS). His research focuses on quantum algorithms for simulating physical systems, algebraic problems, and quantum walk protocols, with applications in quantum computing and computational complexity. University of Maryland Institute for Advanced Computer Studies (UMIACS) Joint Center for Quantum Information and Computer Science (QuICS) NSF Quantum Leap Challenge Institute for Robust Quantum Simulation Childs' research spans quantum simulation, quantum Fourier transform, phase estimation, and Hamiltonian dynamics. He has developed techniques to reduce quantum computational resources for simulating quantum systems and explored limitations of quantum computers through hidden subgroup problems and non-unitary dynamics. His publications cover diverse areas including quantum walk optimization, Hamiltonian simulation methods, and applications to cryptography and condensed matter physics. Recent works address spatial search algorithms, product formulas for commutators, and quantum routing protocols. As an educator, Childs has taught courses on quantum algorithms and information processing at both the University of Maryland and University of Waterloo, with lecture notes and materials spanning multiple years. Contact: amchilds@umd.edu | Office: ATL 3359 | Affiliated with University of Maryland's quantum research institutes.

• Statistical Machine Learning
• Bayesian Experimental Design
• Probabilistic Programming
• +۳ مورد دیگر

Tom Rainforth is an Associate Professor of Statistical Machine Learning at the University of Oxford's Department of Statistics, leading the RainML Research Lab (rainml.uk). He holds a Tutorial Fellowship at Mansfield College and is Principal Investigator of the ERC Starting Grant 'Data-Driven Algorithms for Data Acquisition' (2024–2029). Previously, he held roles including a postdoc under Yee Whye Teh (2017–2019), Junior Research Fellow at Christ Church College (2019–2019), and Florence Nightingale Bicentennial Fellow (2020–2024). He earned his MEng in Mechanical Engineering from the University of Cambridge and his D.Phil from Oxford under Frank Wood and Michael Osborne, focusing on probabilistic programming and Monte Carlo methods. He briefly worked in Ferrari's Formula 1 team. Research Interests : Bayesian experimental design, probabilistic and data-efficient machine learning, active learning, deep learning (with a focus on probabilistic approaches), probabilistic programming, and Monte Carlo methods. His work emphasizes statistical efficiency and adaptive algorithms. Publications : Recent contributions span modern Bayesian experimental design, adaptive importance sampling (Daisee), and applications of probabilistic methods in LLMs and generative models. His research bridges theory and practice, addressing challenges in scalability and robustness. Awards : ERC Starting Grant (2024–2029), highlighting his leadership in foundational AI research. Advising & Grants : Supervises 15 graduate students, including work on Bayesian neural networks, generative flows, and experimental design. His ERC grant supports cutting-edge data-driven algorithm development. Labs & Teams : Directs the RainML Lab, which develops scalable Bayesian methods and probabilistic AI systems.

• Algebraic Geometry
• Mathematical Physics
• Mirror Symmetry
• +۷ مورد دیگر

Maxim Kontsevich has been a permanent professor at the Institut des Hautes Études Scientifiques (IHÉS) since 1995, holding the AXA-IHES Chair for Mathematics . He is also Professor at Rutgers University (one month per year since 1997) and was Professor at University of California, Berkeley (1993–1995). Born 25 August 1964 in Khimki, former USSR, he became a French citizen in 1999. Education: Ph.D. in Mathematics, University of Bonn, March 1992. Research Interests: Prof. Kontsevich’s work lies at the intersection of algebraic geometry , mathematical physics , and quantum theory . He introduced revolutionary ideas in mirror symmetry , non-commutative geometry , and deformation quantization , creating new algebraic structures that have found applications far beyond their original contexts. His current ERC Synergy Grant “ReNew Quantum” (2019-2025) explores recursive and exact new quantum theory . Publications & Trends: Across more than 50 influential papers, Kontsevich has consistently pushed the boundaries of enumerative geometry , motivic integration , and topological field theory . His recent work delves into symplectic aspects of homological algebra , motivic Donaldson-Thomas invariants , non-archimedean geometry , and integrable systems , revealing deep connections between geometry, algebra, and physics. Scientific Awards & Honors: Fields Medal (1998) Crafoord Prize (2008) Shaw Prize in Mathematical Sciences (2012) Breakthrough Prize in Fundamental Physics (2012) Breakthrough Prize in Mathematics (2014) ERC Synergy Grant “ReNew Quantum” (2019) AMS Moore Prize (2025) Doctor Honoris Causa: Aarhus University (2014), Universität Wien (2015), Syddansk Universitet (2023) Member of Académie des Sciences, Institut de France, Academia Europaea, National Academy of Sciences (foreign), London Mathematical Society (honorary) Grants & Leadership: As Principal Investigator of the ERC Synergy Grant “ReNew Quantum” (€10 million, 2019-2025), Kontsevich coordinates an international team advancing exact methods and resurgence in quantum field and string theories. Editorial Service & Community Roles: He serves on the editorial boards of Compositio Mathematica , Publications Mathématiques IHÉS , Journal of Noncommutative Geometry , and several other leading journals, shaping the direction of contemporary mathematical research.

• Financial Engineering
• Operations Research
• Stochastic Modeling
• +۳ مورد دیگر

Liming Feng is an Associate Professor at the Department of Industrial and Enterprise Systems Engineering, University of Illinois at Urbana-Champaign, and has served as Director of the Master of Science in Financial Engineering (MSFE) program since 2022. His academic career at the university spans from Assistant Professor (2006-2012) to his current role. He earned his Ph.D. in Industrial Engineering and Management Sciences from Northwestern University (2006), an M.S. in Mathematics from Northwestern University (2000), and a B.S. in Mathematics from Beijing Normal University (1997). Ph.D., Industrial Engineering and Management Sciences, Northwestern University, 2006 M.S., Mathematics, Northwestern University, 2000 B.S., Mathematics, Beijing Normal University, 1997 Feng’s research focuses on Financial Engineering, Stochastic Modeling, and Computational Methods. He has contributed extensively to quantitative finance, particularly in options pricing, portfolio optimization, and market impact models. His work leverages advanced numerical methods, Fourier transforms, and stochastic calculus to solve complex financial problems. The trends in his publications highlight expertise in Levy processes, jump diffusion models, and numerical algorithms for financial derivatives. He has developed innovative techniques for Bermudan options pricing, discretely monitored barrier options, and portfolio deleveraging strategies. His articles often intersect Operations Research with Financial Engineering, emphasizing computational efficiency and mathematical rigor. ISE Faculty Fellow (2025) INFORMS Financial Services Section Best Student Research Paper (2013) First runner-up of the 2012 Morgan Stanley Prize for Excellence in Financial Markets Feng has served on editorial boards for Operations Research Letters and Mathematical Finance . He has been recognized repeatedly for teaching excellence, including the Sharp Outstanding Teaching Award (2011, 2022) and multiple entries in the List of Teachers Ranked as Excellent by Their Students (2007-2024). He currently leads the MSFE program and contributes to curriculum development through courses like IE 522 (Statistical Methods in Finance) and IE 527 (MSFE Professional Development).

David Duvenaudمشاهده پروفایل

دانشیار

• Machine Learning
• Generative Models
• Bayesian Inference
• +۵ مورد دیگر

David Duvenaud is an Associate Professor at the University of Toronto , holding a Canada Research Chair in Generative Models and a Schwartz Reisman Chair in Technology and Society . He is cross-appointed to the Department of Computer Science and Department of Statistical Sciences . A Sloan Research Fellow and founding member of the Vector Institute , his work bridges deep probabilistic models , AI safety , and scientific computing . PhD in Machine Learning (University of Cambridge, 2014) Postdoc in Hyperparameter Optimization (Harvard University, 2016) Co-founded Invenia (energy forecasting company) His research spans foundational Neural Ordinary Differential Equations (NeurIPS 2018 Best Paper) and Automatic Chemical Design (ACS Central Science 2018) to recent work on AGI governance (2025) and AI safety (2024). Key contributions include stochastic variational inference , implicit differentiation frameworks , and antisymmetrization layers for quantum Monte Carlo. Recent publications (2024-2025) focus on systemic existential risks from AI , many-shot jailbreaking attacks , and epistemic uncertainty quantification . His group trains energy-based models with scalable MCMC samplers and develops invertible neural architectures (e.g., Residual Flows NeurIPS 2019). He also explores human-AI alignment through LLM Processes (NeurIPS 2024) and Sycophancy in Language Models (ICLR 2024). Canada Research Chair (2025) NSERC Grant (2025) Sloan Research Fellow (2021) Schwartz Reisman Chair (2021) Best Paper Award (NeurIPS 2018) Distinguished Paper Award (ICFP 2021) His students include James Requeima , Jesse Bettencourt , and Raymond Douglas . He teaches courses on Statistical Methods for Machine Learning and Differentiable Inference . Current work (2025) investigates systemic human disempowerment through incremental AI capabilities and sabotage risk mitigation via hyperparameter-aware evaluations.