I am actively seeking students who are interested in the mathematics of data science and/or optimization, and wish to work with me. Please write to my email address ( MATSYS (at) NUS.EDU.SG ) and apply through this website.
I am an Assistant Professor in the Department of Mathematics at the National University of Singapore (NUS). I also hold a concurrent appointment as a Research Scientist in the Institute of High Performance Computing (IHPC).
I am broadly interested in mathematical optimization and its applications to the data sciences. I am specifically interested in developing optimization-based methodology for a range of data processing problems, as well as understanding the performance and limitations of widely used optimization-based methods in the data sciences. My most recent projects revolve around computing structured matrix factorizations as well as the geometric task of estimating convex sets from measurements.
Between Nov '18 to Dec '20, I was a Research Scientist at the Institute of High Performance Computing at A*STAR. I obtained my PhD in Applied and Computational Mathematics (ACM) from the Department of Computing and Mathematical Sciences (CMS) at the California Institute of Technology (Caltech) in 2018. My advisor is Venkat Chandrasekaran. Prior to that, I was as a Research Engineer at the Institute for Infocomm Research from 2011 to 2012 under the supervision of Tony Quek, and also in collaboration with Marios Kountouris. I obtained my BA in Mathematics from the University of Cambridge (UK) in 2011.