I am a recently graduated PhD student from the applied mathematics department at IIT. My research interests include Monte Carlo and quasi-Monte Carlo methods, algorithms and information-based complexity, reproducing kernel Hilbert spaces, probability, stochastic calculus, and ergodic theory. In particular, my thesis focuses on quasi-Monte Carlo methods for efficient high dimensional and infinite dimensional integration, appearing for instance, when estimating the expectation of operators acting on continuous time stochastic processes.
From June 2014 until June 2015, I have been president of the IIT SIAM student chapter. In April 2015 we hosted the CASSC 2015 conference to promote the Chicago area undegraduate and graduate research in applied mathematics.
The projects I am currently involved in are:
- GAIL Matlab Toolbox. More specifically, development of cubSobol_g and cubLattice_g algorithms.
- Top quark mass measurement at Fermilab, as a collaboration with the CDF experiment (application of quasi-Monte Carlo methods to particle physics).