Dec 2023 (updated Apr 2024): Paper 'Natural Gradient Variational Bayes without Fisher Matrix Analytic Calculation and Its Inversion' accepted by Journal of the American Statistical Association
Feb 2023: Introduced 'Particle Mean Field Variational Bayes', integrating Optimal Transport and SDEs for scalable Bayesian inference
Feb 2023: 'Quantum Variational Bayes on manifolds' (with Anna Lopatnikova) accepted to an invited session at ICASSP 2023; 'Quantum natural gradient for Variational Bayes' under second-round review at Quantum
Feb 2023: Developed scalable Bayesian inference methods for Evidence Accumulation Models in psychology/cognitive science
Feb 2023: Led by PhD student Chen Liu, 'Realized recurrent conditional heteroskedasticity model for volatility modelling' integrates deep learning and high-frequency trading data for financial risk forecasting
Apr 2022: Updated 'An Introduction to Quantum Computing for Statisticians and Data Scientists' published in Foundations of Data Science, with added sections on quantum theory overview and quantum programming
Dec 2021: Co-authored 'An Introduction to Quantum Computing for Statisticians' with Anna Lopatnikova, highlighting QC applications in statistics
Nov 2021: Co-authored 'A long short-term memory stochastic volatility model' (with N. Nguyen, D. Gunawan, R. Kohn) to be published in Journal of Business and Economic Statistics
Oct 2021: Named 'Australia's top researcher in Probability and Statistics with Applications in 2021' by The Australian Research Magazine
Oct 2021: Published 'Variational Bayes on manifolds' in Statistics and Computing
Background
Associate Professor in the Business Analytics discipline, University of Sydney Business School
Chief Investigator at the ARC Centre for Data Analytics for Resources and Environments (DARE)
Former Investigator at the ARC Centre of Excellence for Mathematical and Statistical Frontiers (ACEMS)
Executive member of the Sydney Vietnam Institute
Research focuses on Variational Bayes, quantum computing applications in statistics, Bayesian inference, financial volatility modeling, and evidence accumulation models in cognitive science