About me
I am a quantitative analyst on the systematic futures team at D.E. Shaw & Co..
I completed my Ph.D. at Princeton University, advised by Prof. Elad Hazan. I was generously awarded with the Gordon Wu Fellowship. My research focused on online learning and its intersection with optimization and nonstochastic control theory. During this time, I also worked as a student researcher on memory efficient optimization algorithms for the algorithmic efficiency team with Vlad Feinberg at Google DeepMind.
Previously, I graduated Summa Cum Laude and Phi Beta Kappa from The University of Chicago with a Bachelor of Science degree in Mathematics with honors.
I was born and raised in Shanghai, China. I moved to Pebble Beach, CA to attend Stevenson School at the age of 15. Those four years have been the most precious time in my life.
Preprints
[2] Population Dynamics Control with Partial Observations.
with Zhou Lu, Zhiyu Zhang.
Link to paper.
[1] Sparsity-Based Interpolation of External, Internal and Swap Regret.
with Zhou Lu, Zhiyu Zhang.
Link to paper.
Publications
[7] Online Control in Population Dynamics. NeurIPS 2024
with Noah Golowich, Elad Hazan, Zhou Lu, Dhruv Rohatgi.
Link to paper.
[6] Tight Rates for Bandit Control Beyond Quadratics. NeurIPS 2024
with Zhou Lu.
Link to paper.
[5] Second Order Methods for Bandit Optimization and Control. COLT 2024
with Arun Suggala, Praneeth Netrapalli, Elad Hazan.
Link to paper.
with Stephen Newman, Elad Hazan.
Link to paper.
[3] Sketchy: Memory-efficient Adaptive Regularization with Frequent Directions. NeurIPS 2023
with Vladimir Feinberg, Xinyi Chen, Rohan Anil, Elad Hazan.
Link to paper. Link to code.
[2] Partial Matrix Completion. NeurIPS 2023
with Elad Hazan, Adam Tauman Kalai, Varun Kanade, Clara Mohri.
Link to paper.
[1] Detecting critical transition signals from single-cell transcriptomes to infer lineage-determining transcription factors. Nucleic acids research
with Xinan H Yang, Andrew Goldstein, Zhezhen Wang, Megan Wei, Ivan P Moskowitz, John M Cunningham.
Link to paper. Link to package.
Services
Reviewer: NeurIPS 2023, STOC 2024, ICML 2024
Program committee: COLT 2023, 2024
Teaching
ORF 531: Computational Finance in C++, Fall 2022
ORF 335: Introduction to Financial Mathematics, Spring 2023
COS 597Q: AI Alignment and Safety, Fall 2023
COS 324: Introduction to Machine Learning, Spring 2024