Experience

Education

Aug 2018 - May 2023

Ph.D. in Applied Mathematics & Statistics

Stony Brook University

Supervisor: Prof. Petar M. Djuric in

Department of Electrical Engineering (IEEE Fellow)

Aug 2016 - May 2018

Master of Science in Statistics

University of Michigan - Ann Arbor

Sep 2012 - June 2016

Bachelor of Science in Mathematics

Tsinghua University

Jun 2023 - Present

Capital One

Principal Data Scientist

- Dynamic customer behavior forecasting via state‑space models

- End‑to‑end model development and deployment

June 2020 - May 2023

Stony Brook University

Research Assistant: Department of Electrical and Computer Engineering

- Deep Gaussian process state‑space model

- High‑dimensional Compressing & Latent Spaces

- Graph Signals & Confounder Detection

June 2022 - Aug 2022

Capital One

Data Scientist Ph.D. Intern

- Bayesian generalized linear mode

Oct 2019 - May 2021

Glimm Analytics LLC

Research Intern

- Systemic risk modeling

Aug 2018 - May 2020

Stony Brook University

Teaching Assistant

- Graduate course AMS573 (Categorical Data Analysis)
- Graduate course AMS572 (Data Analysis I)
- Undergraduate course AMS301 (Finite Mathematical Structures)
- Undergraduate course AMS310 (Survey of Probability and Statistics)

Dec 2017 - May 2018

University of Michigan - Ann Arbor

Research Assistant

- Medical logistic regression analysis