Talks

  • Limit Theorems for Stochastic Gradient Descent with Infinite Variance
    2025 Joint Statistical Meetings, August 2025.
    2025 International Conference On Continuous Optimization, July 2025.
    2025 INFORMS Applied Probability Society Conference, June 2025.
    2025 Conference on Extreme Value Analysis, June 2025.

  • Wasserstein Distributionally Robust Policy Learning with Continuous Context.
    2024 INFORMS Annual Meeting, Oct 2024. slides

  • Robust Markov Decision Processes without Model Estimation.
    2023 INFORMS Annual Meeting, Oct 2023. slides

  • Towards Theoretical Understandings of Robust MDPs: Sample Complexity and Asymptotics.
    School of Mathematical Sciences, Peking University, Jan 2022. slides