PhD students include Linshan Liu (September 2021 - present) and Razvan-Andrei Lascu (graduated 2025; currently a postdoc at RIKEN, Tokyo, Japan). Specific publications are not detailed here.
Research Experience
From August 2018 to February 2020, a Research Fellow at the Department of Statistics of the University of Warwick; from June 2017 to July 2018, a Research Associate at the Department of Mathematics of King's College London; currently an Assistant Professor in Stochastics at the School of Mathematical and Computer Sciences of Heriot-Watt University in Edinburgh.
Education
Completed PhD in 2017 at the Institute for Applied Mathematics at the University of Bonn in Germany, supervised by Prof. Andreas Eberle.
Background
Research interests span across several areas: probability theory, stochastic analysis, numerical analysis, optimization, optimal transport, computational statistics and machine learning. Topics of particular interest include: stochastic differential equations, mathematical foundations of machine learning (mean-field optimization, optimal transport and gradient flows, game theory, stochastic gradient algorithms), Lévy processes, interacting particle systems and their mean-field limits, ergodicity of Markov processes, Monte Carlo methods (sampling via Markov Chain Monte Carlo (MCMC), Multi-Level Monte Carlo).
Miscellany
If interested in pursuing a PhD under his supervision, feel free to get in touch via email.