About Me
My research spans Artificial Intelligence, Decision Science, and Physics, using mathematics to deepen our understanding and drive positive change in the world.
I am looking for motivated PhD Students and Postdocs to join my research group.
Background
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Postdoc, Massachusetts Institute of Technology
College of Computing, LIDSAdvisor: Sasha Rakhlin
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Doctor of Philosophy, Columbia University
Graduate School of Business, DROAdvisor: Assaf Zeevi
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Bachelor of Science, Peking University
Department of Pure Mathematicswith highest honor
My Mathematics Tree
Group Members
Shaojie Li (Postdoc), Yujie Liu (Postdoc), Yuzhe Yuan (PhD student), Zhiyi Li (PhD student)
Research
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Short version in Conference on Neural Information Processing Systems (NeurIPS) 2024.
Spotlight
Journal version in preparation.
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Statistical Properties of Robust Satisficing
International Conference on Machine Learning (ICML) 2024.
Journal version in preparation.
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Thompson Sampling for Repeated Newsvendor
Conference version submitted. Journal version in preparation.
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Bayesian Design Principles for Frequentist Sequential Learning
Short version in International Conference on Machine Learning (ICML) 2023. Code
ICML Outstanding Paper Award
INFORMS George Nicholson Student Paper Competition, First Place
Applied Probability Society Best Student Paper Award, Finalist
Major Revision at a top journal. (arXiv link is the recommended full version)
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Towards Optimal Problem Dependent Generalization Error Bounds in Statistical Learning Theory
Mathematics of Operations Research, 2024.
Applied Probability Society Best Student Paper Award, Finalist
Towards Problem-dependent Optimal Learning Rates
Conference on Neural Information Processing Systems (NeurIPS) 2020.
Spotlight (top 2.9%)
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Upper Counterfactual Confidence Bounds: a New Optimism Principle for Contextual Bandits
Major Revision at a top journal.
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Acceleration of Primal-Dual Methods by Preconditioning and Simple Subproblem Procedures
Journal of Scientific Computing, 2021. Code
Teaching
Instructor: Stochastic Models; Decision Models (NUS)
Assistant: Statistical Physics, Markets and Algorithms (Fall 2019, instructed by Yash Kanoria)