If you are a prospective student or post-doc interested in working with me on problems in the mathematics of data science and/or mathematical optimization, please write to ( MATSYS (at) NUS.EDU.SG ).
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.