Post Doctoral Fellow
Computational Biology
Memorial Sloan Kettering
New York, NY 10065
Office: 415-417 E. 68th. Room 1131
Office phone:646-888-2809 Curriculum Vitae
Research Interests
My research previously focused on optimizing the efficiency of Monte Carlo algorithms when simulating events of low probability (i.e. rare events). Lately I have become
interested in stochastic process and PDE models that arise from evolutionary analysis of biological systems.
Publications
Strongly efficient algorithms for light-tailed random walks: An old folk song sung to a faster new tune... (with J. Blanchet and P. Glynn) Monte Carlo and Quasi-Monte Carlo Methods in
2008 (2009), P. L'Ecuyer and A. Owens (Editors). MCQMC Montreal.
Importance sampling for the weighted serve the longest queueing policy (with P. Dupuis and H. Wang) Mathematics of Operations Research Volume 34, 642-660 (2009). PDF
Large deviations and importance sampling for a tandem network with
slow-down. (with P. Dupuis and H. Wang) QUESTA Volume 57, 71-83 (2007). PDF
On the Large Deviations Properties of the Weighted-Serve-the-Longest
Queue Policy. (with P. Dupuis and H. Wang) Progress in Probability (2008), V. Sidoravicius and M. Vares (Editors). X EBP Brazil. PDF
Importance sampling for sums of random variables with regularly varying tails.(with P. Dupuis and H. Wang) ACM Transactions on Modeling and Computer
Simulation Volume 17, No. 14, 2007.
Submitted Publications (e-mail me for preprint)
On Lyapunov inequalities and subsolutions for efficient importance sampling (with J. Blanchet and P. Glynn)
Analysis of a splitting estimator for rare event probabilities in Jackson Networks (with J. Blanchet and Y. Shi)