Research

Publications

* indicates first author, + indicates senior author

* Multilevel Diffusion: Infinite Dimensional Score-Based Diffusion Models for Image Generation, arXiv:2303.04772 with Paul Hagemann, Lars Ruthotto, Gabriele Steidl. Submitted to SIAM Journal on Mathematics of Data Science (SIMODS)

* Relative Arbitrage Opportunities in an Extended Mean Field System, arXiv:2311.02690 with Tomoyuki Ichiba.

* Reflected Schr\"{o}dinger Bridge for constrained generative modelling, with Wei Deng, Ricky TQ Chen et al. Submitted.

+ Learning with Label Noise and Disagreement. Mentee: Kevin Jacobs. Submitted.

+ Fairness in Facial Recognition with Distribution shifts. Submitted. Mentee: Gianluca Barone, Aashrit Cunchala, and Rudy Nunez. Submitted. Short version accepted at NeurIPS 2023 Algorithmic Fairness through the Lens of Time Workshop

* On Convergence of Approximate Schrödinger Bridge with Bounded Cost. New Frontiers in Learning, Control, and Dynamical Systems Workshop (ICML 2023), with Wei Deng et al.

Provably Convergent Schr\"{o}dinger Bridge with Applications to Probabilistic Time Series Imputation, International Conference on Machine Learning (ICML) 2023, with Yu Chen, Wei Deng et al.

* Learning High Dimensional PDEs in Relative Arbitrage problems, with Tomoyuki Ichiba. In preparation.

* Relative Arbitrage Opportunities with Interactions among $N$ investors, with Tomoyuki Ichiba. Mathematical Finance, under revision. Dec 2022.

* Relative Arbitrage Opportunities in N Investors and Mean-Field Regimes, arXiv:2006.15158 with Tomoyuki Ichiba.

Predicting Video Affect via Induced Affection in the Wild, In Proceedings of the International Conference on Multimodal Interaction (2020) with Yi Ding, Radha Kumaran, Tobias Höllerer.

* Dissertation - Topics in relative arbitrage, stochastic games and high-dimensional PDEs.

Invited talks

Bachelier World Congress, Rio de Janeiro, 2024 (upcoming!)

SIAM Imaging Science, Atlanta, 2024 (upcoming!)

SIAM Optimization, Seattle, 2023

SIAM Annual Meeting, Pittsburgh, 2022

Mentoring

2024 REU Computational Mathematics for Data Science Learning from images (Upcoming!)

2023 REU Computational Mathematics for Data Science Data for social justice Best poster award!

2022 Morgan Stanley Quantitative Finance Women's PhD Mentorship Program