bio

2020-2021: Research, Replica, New York, NY

2017-2020: Modeling, Two Sigma, New York, NY

2012-2017: Ph.D., Applied Mathematics, Brown University
(Sigma Xi Award)

2013-2016: Fellow, NDSEG, US Dept. of Defense

Summer’16: Data Science, Twitter, Cambridge, MA

2008-2012: B.S.E., ORFE + PACM + CS, Princeton University
(J. Rich Steers Award, PACM Prize)

2008-2012: Pell Grant, Federal Student Aid, US Dept. of Education

Summer’11: Strategies, Goldman Sachs, New York, NY

research

During my Ph.D., I did research on applied probability, rare events, and connections to statistics and optimization. I was very fortunate to be advised by Kavita Ramanan.

Large deviation principles induced by the Stiefel manifold, and random multidimensional projections
(w/ K. Ramanan)
Electronic Journal of Probability, 2023.
arXiv:2105.04685, doi:10.1214/23-EJP1023
An asymptotic thin shell condition and large deviations for random multidimensional projections
(w/ Y.T. Liao and K. Ramanan)
Advances in Applied Mathematics, 2022.
arXiv:1912.13447, doi:10.1016/j.aam.2021.102306
A conditional limit theorem for high-dimensional ℓp spheres
(w/ K. Ramanan)
Journal of Applied Probability, 2018.
arXiv:1509.05442, doi:10.1017/jpr.2018.71
Large deviations for random projections of ℓp balls
(w/ N. Gantert and K. Ramanan)
Annals of Probability, 2018.
arXiv:1512.04988, doi:10.1214/16-AOP1169
Cramér’s theorem is atypical
(w/ N. Gantert and K. Ramanan)
Advances in the Mathematical Sciences, AWM Research Symposium 2015.
arXiv:1508.04402, doi:10.1007/978-3-319-34139-2_11
Problems at the Interface of Probability and Convex Geometry: Random Projections and Constrained Processes Ph.D. Thesis, May 2017.

teaching+

2014-2017, Math CoOp
- Some of us recently participated in the STEAM Week at the Jewish Community Day School of Rhode Island.
2014-2016, ALANA Mentoring Program, Brown Center for Students of Color
- I recommend reading An Invisible Minority: Asian Americans in Mathematics, written by Sharad Goel and published in the Notices of the American Mathematical Society.
- For a perspective from industry, I suggest The Illusion of Asian Success: Scant Progress for Minorities in Cracking the Glass Ceiling from 2007-2015, published by Ascend.
2014-2015, Co-organizer of Graduate Student Seminar in Applied Mathematics
2014, Assistant Instructor
- APMA 1200: Operations Research, Probabilistic Models, Spring 2014.
- APMA 1650: Statistical Inference, Fall 2014.
- During this time, I compiled a list of homework tips that might be useful for students.
2013-2014, Reflective Teaching seminar, Sheridan Center for Teaching and Learning

perspective

I am broadly interested in applicable mathematics — i.e., theory that can reveal new aspects of the world around us.

“I regard as quite useless the reading of large treatises of pure analysis: too large a number of methods pass at once before the eyes. It is in the works of applications that one must study them; one judges their ability there and one apprises the manner of making use of them.”

— J.-L. Lagrange