- An overview of my recent works on MCMC methodology
- Complexity of local MCMC methods for high-dimensional variable selection
Research Experience
March 2024: Hyunwoong Chang (currently a PhD student supervised by me) will join the Department of Mathematical Sciences at the University of Texas at Dallas as a tenure-track Assistant Professor in fall 2024.
July 2024: Guanxun Li (former PhD student) will join the Beijing Normal University (Zhuhai Campus) as a tenure-track Assistant Professor in fall 2024.
Background
Associate Professor of the Department of Statistics at Texas A&M University. Research interests include Markov chain Monte Carlo sampling, directed acyclic graphs, variable selection, stochastic control and optimal stopping, diffusion models, high-dimensional Bayesian inference, statistical genetics and genomics.
Miscellany
Lecture notes for STAT 689, STAT 614, and STAT 621 are now available on my website.