My motivation for research is primarily “the pleasure of finding things out”. I prioritize beauty and surprise over journal prestige or publication quantity. For an overview of my recent research, see the dept’s “My Research” series.
Working papers
- Stereographic Barker’s MCMC Proposal: Efficiency and Robustness at Your Disposal
(with Cameron Bell, Krzysztof Łatuszyński, Gareth O. Roberts, and Jeffrey S. Rosenthal). (talk at INI, slides) - Adaptive Langevin Monte Carlo Methods for Heavy-tailed Sampling via Weighted Functional Inequalities
(with Tyler Farghly, Ye He, and Patrick Rebeschini). (abstract, Tyler’s slides) - Sub-Cauchy Sampling: Escaping the Dark Side of the Moon
(with Sebastiano Grazzi, Sifan Liu, and Gareth O. Roberts). - Rapid Mixing of Stereographic MCMC for Heavy-tailed Sampling
(with Federica Milinanni). - Unbiased Stereographic MCMC
(with Zhihao Wang and Pierre Jacob). - High-dimensional Gelman–Rubin diagnostic
(with Ardjen Pengel and Dootika Vats).
2014-present
- Wasserstein and Convex Gaussian Approximations for Non-stationary Time Series of Diverging Dimensionality
(with Miaoshiqi Liu and Zhou Zhou). (arXiv:2506.08723) - Stereographic Multi-Try Metropolis Algorithms for Heavy-tailed Sampling
(with Zhihao Wang). (arXiv:2505.12487) - Gaussian Approximation and Output Analysis for High-dimensional MCMC
(with Ardjen Pengel and Zhou Zhou). (arXiv:2407.05492, Ardjen’s talk at INI and PhD thesis) - Tuning Stochastic Gradient Algorithms for Statistical Inference via Large-Sample Asymptotics
(with Jeffrey Negrea, Haoyue Feng, Daniel M. Roy, and Jonathan H. Huggins). (arXiv:2207.12395) - Stereographic Markov Chain Monte Carlo
(with Krzysztof Łatuszyński and Gareth O. Roberts)
The Annals of Statistics, 52(6):2692-2713, 2024. (arXiv:2205.12112, published, online talk, slides) - Dimension-free Mixing for High-dimensional Bayesian Variable Selection
(with Quan Zhou, Dootika Vats, Gareth O. Roberts, and Jeffrey S. Rosenthal)
Journal of the Royal Statistical Society, Series B, 84(5):1751-1784, 2022. (arXiv:2105.05719, published) - Drift, Minorization, and Hitting Times
(with Robert M. Anderson, Haosui Duanmu, and Aaron Smith). (arXiv:1910.05904) - Fast-rate PAC-Bayes Generalization Bounds via Shifted Rademacher Processes
(with Shengyang Sun and Daniel M. Roy)
in Advances in Neural Information Processing Systems (NeurIPS), 2019. (arXiv:1908.07585, published) - Optimal Scaling of Random-walk Metropolis Algorithms on General Target Distributions
(with Gareth O. Roberts and Jeffrey S. Rosenthal)
Stochastic Processes and their Applications, 130(10):6094-6132, 2020. (arXiv:1904.12157, published) - State-domain Change Point Detection for Nonlinear Time Series Regression
(with Yan Cui and Zhou Zhou)
Journal of Econometrics, 234(1):3-27, 2023. Lead Article. (arXiv:1904.11075, published) - Spectral Inference under Complex Temporal Dynamics
(with Zhou Zhou)
Journal of the American Statistical Association, 117(537):133-155, 2022. (arXiv:1812.07706, published) - Complexity Results for MCMC derived from Quantitative Bounds
(with Jeffrey S. Rosenthal)
The Annals of Applied Probability, 33(2):1459-1500, 2023. (arXiv:1708.00829, published) - A Bayesian Decision-theoretic Analysis of Bayesian Model Misspecification
(with Daniel M. Roy). (Ch.4 of PhD thesis) - On Bounding the Union Probability using Partial Weighted Information
(with Fady Alajaji and Glen Takahara)
Statistics & Probability Letters, 116:38-44, 2016. (arXiv:1506.08331, published) - Lower Bounds on the Probability of a Finite Union of Events
(with Fady Alajaji and Glen Takahara)
SIAM Journal on Discrete Mathematics, 30(3):1437-1452, 2016. (arXiv:1401.5543, published)
PhD thesis
- Approximating Bayes: Inference and Modeling
PhD thesis, University of Toronto, 2020.
Before 2014
- I was trained as an electronic engineer and primarily worked on wireless communications. While I no longer work in this area, my past publications can be found on Google Scholar.