About Me
My research spans Artificial Intelligence, Decision Science, and Physical Systems, using mathematics to deepen our understanding and drive positive change in the world.
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
Group Members
Shaojie Li (Postdoc), Yujie Liu (Postdoc), Yuzhe Yuan (PhD student), Zhiyi Li (PhD student), Chung Nguyen (PhD student)
I am looking for motivated PhD Students and Postdocs to join my research group.
Research
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Pointwise Generalization in Deep Neural Networks
Working paper.
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Finite-Time Minimax Bounds and an Optimal Lyapunov Policy in Queueing Control
Under Review at Operations Research.
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Autoregressive Learning under Joint KL Analysis
Spotlight (top 4.3%)in NeurIPS 2025 ML×OR Workshop.
Working paper.
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Statistical Properties of Robust Learning under Distribution Shifts
Working paper.
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Thompson Sampling for Repeated Newsvendor
Working paper.
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Short version in Conference on Neural Information Processing Systems (NeurIPS) 2024.
Spotlight (top 2.5%)
Journal version in preparation.
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Statistical Properties of Robust Satisficing
International Conference on Machine Learning (ICML) 2024.
INFORMS Undergraduate Operations Research Prize, Finalist
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Bayesian Design Principles for Frequentist Sequential Learning
Journal of the ACM, 2025. Code
Short version in International Conference on Machine Learning (ICML) 2023.
ICML Outstanding Paper Award
INFORMS George Nicholson Student Paper Competition, First Place
Applied Probability Society Best Student Paper Award, Finalist
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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 4.1%)
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Upper Counterfactual Confidence Bounds: a New Optimism Principle for Contextual Bandits
Under Revision at Journal of Machine Learning Research.
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Acceleration of Primal-Dual Methods by Preconditioning and Simple Subproblem Procedures
Journal of Scientific Computing, 2021. Code
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Triply Robust Causal Estimation For Continuous Treatments
Work in progress.
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On the Power of Adaptivity for ε-Best Arm Identification in Linear Bandits
Work in progress.
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In-context Learning for Data-driven Inventory Control
Work in progress.
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On the Blessing of Pre-training in Weak-to-Strong Generalization
Work in progress.
Teaching
Instructor: Stochastic Models (NUS IE5004); Decision Models (NUS IE4243)
Assistant: Statistical Physics, Markets and Algorithms (Fall 2019, instructed by Yash Kanoria)