Talks

  • Inference for Stochastic Gradient Descent: Beyond Finite Variance. (slides)
    University of Georgia, Department of Statistics, February, 2025
    Tsinghua University, Department of Statistics and Data Science, January, 2025
    Peking University, Center of Statistical Science, December, 2025.
    University of Michigan, Industrial and Operations Engineering, December, 2025.
    City University of Hong Kong, Department of Mathematics, November, 2025.

  • Calibration of Statistical Inference for Stochastic Gradient Descent with Infinite Variance. (slides)
    2025 INFORMS Annual Meeting, October 2025.
    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. (slides)
    2024 INFORMS Annual Meeting, Oct 2024.

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

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