Intro

I am a postdoctoral researcher working with Prof. Nicolò Cesa-Bianchi at Università Degil Studi di Milano. Before this, I did my postdoc with Prof. Komiyama Junpei at NYU, and Prof. Kwang-Sung Jun at the University of Arizona. I got my Ph.D. in the Department of Mathematical Science at KAIST (Korea Advanced Institute of Science and Technology) with the advisor Wanmo Kang.

My research interests lie in the statistical learning problems. More specifically, my research has been focused on

• Bandit problems (currently my main interest)
  • High-dimensional bandits (sparse, bilinear, etc.)
  • Best arm identification
• Generalization bounds (PAC-Bayes bound)
• Other probabilistic tools (Stochastic PDE, Random Matrix Theory, etc……)

 

 

Skills

• Mathematical Analysis
  • General Probability and Statistics
  • Concentration Inequalities
  • High-dimensional Analysis
  • Generalization bounds
• Coding
  • Python, Pytorch
  • MATLAB

 

 

Educations

• Integrated Master’s & Ph.D. Program in Mathematical Science, KAIST, Daejeon, Korea (advisor: Prof. Wanmo Kang)
• Bachelor’s degree in Mathematical Science & Computer Science (minor), KAIST, Daejeon, Korea (2015)
• Korea Science Academy, Busan, Korea (2008)

 

 

Work Experience

• 24/03 - present: Postdoctoral Researcher at Università Degli Studi di Milano (Advisor: Nicolò Cesa-Bianchi)
• 23/08 - 24/02: Postdoctoral Researcher at NYU Stern (Advisor: Junpei Komiyama)
• 23/01 - 23/05: Instructor of ‘Principle of Data Science’ at Univ. of Arizona (CSC380)
• 22/03 - 23/07: Postdoctoral Researcher at the University of Arizona (Advisor: Kwang-Sung Jun)
• 17/07: KAKAO brain intern