Research

Publications

* indicates first author, + indicates senior author or advisor

* Multilevel Diffusion: Infinite Dimensional Score-Based Diffusion Models for Image Generation, arXiv:2303.04772 with P. Hagemann, S. Mildenberger, L. Ruthotto, G. Steidl. Under revision, SIAM Journal on Mathematics of Data Science (SIMODS)

* Finding nonnegative minimal solutions of Cauchy PDEs in volatility stabilized market, with T. Ichiba.

On learning physical neural representations of dynamical data, with J. Park, N. Chandramoorthy. (Neurips 2024) Proceedings of the 38th International Conference on Neural Information Processing Systems.

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

* Reflected Schr\"{o}dinger Bridge for constrained generative modelling, with W. Deng, Y. Chen, H. Du, Q. Feng, R. TQ Chen. UAI 2024 (Oral).

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

+ Fairness in Facial Recognition with Distribution shifts. To appear, SIAM undergraduate online. Mentee: G. Barone, A. Cunchala, and R. 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 W. Deng et al.

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

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

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

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

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

Invited talks

SIAM Computational Science and Engineering, Fort Worth, 2025 (upcoming!)

INFORMS Applied Probability Society Conference, Atlanta, 2025 (upcoming)

Joint Mathematics Meetings (JMM), Seattle, 2025 (upcoming!)

The Rising Stars in Data Science, Hal{\i}c{\i}o\u{g}lu Data Science Institute (HDSI), University of California, San Diego, 2024

SIAM Mathematics of Data Science, Atlanta, 2024

University of Maryland, Numerical Analysis seminar, 2024

SIAM Imaging Science, Atlanta, 2024

Georgia Institute of Technology, ACM seminar, Atlanta, 2024

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