Education

• Ph.D. in Statistics and Operations Research, May 2011.
  Department of Statistics and Operations Research, University of North Carolina at Chapel Hill.
  Advisor: Professor Amarjit Budhiraja.
  Ph.D. Thesis: "Multiscale Diffusion Approximations for Stochastic Networks in Heavy Traffic."
• M.S. in Statistics, December 2009.
  Department of Statistics and Operations Research, University of North Carolina at Chapel Hill.
• B.S. in Mathematics, July 2006.
  Department of Mathematics, University of Science and Technology of China.

Research interests

• Diffusion approximations for stochastic networks
• Stability and control for stochastic networks
• Stochastic analysis
• Stochastic modeling
• Splitting algorithms for rare events in Stochastic networks
• Applications of probability and statistics to revenue management, finance, healthcare, biology, etc.

Publications and preprints

• Multiscale diffusion approximations for stochastic networks in heavy traffic (with Amarjit Budhiraja), Stochastic Processes and their Applications, 121(3): 630-656, 2011. pdf
• Action time sharing policies for ergodic control of Markov chains (with Amarjit Budhiraja and Adam Shwartz), SIAM J. Control Optim. 50, pp. 171-195, 2012. pdf
• Stability properties for Markov modulated constrained diffusion processes (with Amarjit Budhiraja), to appear in Mathematics of Operations Research. pdf
• Dynamic scheduling for Markov modulated single-server multiclass queueing systems in heavy traffic (with Amarjit Budhiraja and Arka Ghosh), submitted. pdf
• Pricing and parameter estimation for competing sellers (with William Cooper), working paper.
• Dynamic scheduling of multiclass queueing networks with asymptotically subcritical servers (with Amarjit Budhiraja), in preparation.

Work in progress

• Stochastic modelling for order book dynamics (with Qi Gong and V. Kurkarni).
• Splitting algorithms for rare events in semimartingale reflected Brownian motions (with Kevin Leder).

Teaching experience

School of Statistics, University of Minnesota.

• Instructor (with full responsibility): Theory of Statistics I (STAT 5105), Fall 2012.

Department of Statistics and Operations Research, University of North Carolina at Chapel Hill.

• Instructor (with full responsibility):
  • Introduction to Statistics (STOR 155), Summer 2009 and Fall 2010;
  • Basic Statistics (STOR 151), Spring 2008, Summer 2008 and Spring 2009.
• Guest Lecturer: Stochastic Analysis (STOR 836), Fall 2010.
• Undergraduate mentor: Undergraduate Modeling Workshop in SAMSI, May 17 – 21, 2010.
• Teaching Assistant: Basic Statistics, Fall 2006; Introduction to probability, Spring 2007.

Awards

• Laha Travel Award, Institute of Mathematical Statistics, 2011.
• Excellence in Teaching Award, Department of Statistics and Operations Research, University of North Carolina at Chapel Hill, 2010.
• Travel award for Stochastic Networks Workshop, Cambridge, UK, 2010.
• Graduate Student Fellowship, Statistical and Applied Mathematical Sciences Institute (SAMSI), 2009.
• Outstanding Student Scholarships, University of Science and Technology of China, 2002 – 2005.

Invited talks

• INFORMS Annual Meeting, Phoenix, AZ, October 14 - 17, 2012.
• INFORMS International Meeting, Beijing, China, June 24 - 27, 2012.
• School of Statistics, University of Minnesota, April 19, 2012.
• Department of Mathematics, Rutgers University, April 3, 2012.
• Postdoc seminar, Institute for Mathematics and its Applications, November 22, 2011.
• School of Mathematics, University of Minnesota, November 4, 2011.

Contributed talks

• 14th Meeting of New Researchers in Statistics and Probability, University of California, San Diego, CA, July 26 - 28, 2012 (Poster).
• Seminar on Stochastic Processes, University of Kansas, Lawrence, KS, March 22 - 24, 2012.
• Joint Statistical Meetings, Miami, July 30 - August 4, 2011.
• STOR Colloquium, Department of Statistics and Operations Research, University of North Carolina at Chapel Hill, November 17, 2010.
• 34th Conference on Stochastic Processes and Their Applications, Osaka, Japan, September 6 - 10, 2010.
• Joint Statistical Meetings, Vancouver, Canada, July 31 - August 5, 2010.
• The 4th Annual Graduate Student Probability Conference, Duke University, April 30 - May 2, 2010.
• Stochastic Networks Workshop, Cambridge, UK, March 22 - 26, 2010 (Poster).
• Workshop on Theory and Qualitative Behavior of Stochastic Dynamics, SAMSI, February 8 - 10, 2010 (Poster).

Statistical consulting experience

Department of Statistics and Operations Research, University of North Carolina at Chapel Hill.

• Consultant (with J.S. Marron and X. Qiao) on "Statistical Analysis of Phenotypic Characterization of Class III Malocclusion", March 2008.
  Client: S. Frazier-Bowers, Department of Orthodontics, University of North Carolina at Chapel Hill.
• Consultant (with J.S. Marron) on "Statistical Analysis of Correlations between AS markers and OS markers", April 2008.
  Client: I. Tchivilev, UNC McAllister Heart Institute, University of North Carolina at Chapel Hill.

Professional service

Co-organizer for

• The 4th Annual Graduate Student Probability Conference, Duke University, April 30 - May 2, 2010.
• The 3rd Annual Graduate Student Probability Conference, University of North Carolina at Chapel Hill, May 1 - 3, 2009.

Referee for

• Bernoulli, Discrete Event Dynamic Systems, Mathematics of Operations Research, Journal of Applied Probability.