I am interested in building
robust and statistically principled methodologies for Monte Carlo simulation,
risk analysis, and stochastic and simulation-based optimization.

Support from the following funding sources are gratefully
acknowledged:

·National Security Agency (NSA)
Young Investigator Grant H98230-13-1-0301. Title: “Design of Robust
Methodologies for Efficient Simulation and Sensitivity Analysis for Stochastic
Systems”. Duration: September 2013-September 2014. Role: PI.

·National Science Foundation (NSF)
CMMI-1400391/1542020. Title: “A Sensitivity Approach to Assessing Model
Uncertainty for Stochastic Systems”. Duration: July 2014-June 2017. Role: PI.

·National Science Foundation (NSF)
CMMI-1436247/1523453. Title: “Collaborative Research: Modeling and
Analyzing Extreme Risks in Insurance and Finance”. Duration: September
2014-August 2017. Role: PI (lead-PI: Jose Blanchet, PI: Qihe
Tang).

·MCubed. Title: “Data-driven Methods in Simulation Modeling
and Optimization for Large-scale Dynamic Systems”. Duration: November
2015-October 2017. Role: co-PI (PI: Hyun-Soo Ahn,
co-PI: EunshinByon).

·UM Mobility Transformation Center
(MTC). Title: “Development of Evaluation Approaches and the Certificate System
for Automated Vehicles Based on the Accelerated Evaluation”. Duration: May
2016-December 2017. Role: PI (co-PI: David LeBlanc).

·Adobe Digital Marketing Research
Award 2016. Title: “Scalable Dynamic Optimization in Online
Marketing Campaigns”. Role: PI.

·National Science Foundation (NSF)
CMMI-1653339. Title: “CAREER: Optimization-based Quantification
of Statistical Uncertainty in Stochastic and Simulation Analysis”. Duration:
May 2017-April 2022. Role: PI.

Editorial Appointments

·Associate Editor, Operations Research, 2015-

·Associate Editor, INFORMS Journal on Computing, 2016-

Ph.D. Students

·Alexandrina Goeva (BU Math
& Stat)

·Clementine Mottet (BU Math
& Stat)

·Huajie Qian (UM
Applied & Interdisciplinary Math; co-advise with Virginia Young)

·Zhiyuan Huang (UM IOE)

·Xinyu Zhang (UM IOE)

·AmirhosseinMeisami (UM IOE; co-advise with Mark van Oyen)

·Uncertainty quantification of stochastic simulation
for black-box computer experiments, with Y. Choe and
E. Byon, under
revision in Methodology and Computing in Applied Probability.Selected
for the Natrella Invited Section in the American
Statistical Association (ASA) Quality & Productivity Research Conference
2015.

·Rare-event
simulation for many-server queues, with J. Blanchet, Mathematics of Operations Research, 39(4),
1142-1178, 2014. Honorable Mention Prize, INFORMS
George Nicholson Paper Competition 2010.

·Exact asymptotics
for infinite-server queues. Preliminary version appeared in Proceedings of the 6th International
Conference on Queueing Theory and Network Applications 2011.

·Machine teaching via simulation optimization, with
B. Zhang, NIPS Workshop on Machine Learning
from and for Adaptive User Technologies: From Active Learning and
Experimentation to Optimization and Personalization, 2015.