Talks and presentations

Invited talks

• A mean-field games laboratory for analysis and innovation in generative modeling. Department of Computational Applied Mathematics and Operations Research Colloquium Series, Rice University, December 2, 2024.
• A primer on applied stochastic differential equations. NITMB Workshop on Random Dynamical Systems, with Applications in Biology, Chicago, IL, November 7, 2024.
• A mean-field games laboratory for generative modeling. Probability Seminar, Division of Applied Mathematics, Brown University, December 12, 2023.
• A mean-field games laboratory for generative modeling. NYU Shanghai Frontiers Science Center of Artificial Intelligence and Deep Learning, November 16, 2023.
• A mean-field games laboratory for generative modeling. Computational and Data-enabled Science Seminar, Emory University, Atlanta, GA, October 26, 2023.
• A mean-field games laboratory for generative modeling. Mean Field Games and Machine Learning Seminar, October 24, 2023. Recording
• A mean-field games laboratory for generative modeling. UCLA Level Set Collective, Los Angeles, CA, June 26, 2023.
• A mean-field games laboratory for generative modeling. SRI International, Menlo Park, CA, June 7, 2023.
• What is Bayesian computation? The What is… Graduate seminar. UMass Amherst, Amherst MA, November 21, 2022.
• Novel perturbations for accelerating Langevin sampling. Applied Mathematics and Computation Seminar, UMass Amherst, Amherst, MA, October 18, 2022.
• Transport map unadjusted Langevin algorithm. Aerospace Computational Design Laboratory Seminar, Cambridge MA, April 1, 2022.
• A Koopman framework for sampling in stochastic dynamical systems. LIDS & Stats Tea Talk, Cambridge, MA, April 8, 2020.
• A Koopman framework for sampling in stochastic dynamical systems. Aerospace Computational Design Laboratory Seminar, Cambridge MA, December 6, 2019.
• Sampling methods for stochastic dynamical systems using Koopman eigenfunctions. United Technologies Research Center, Berkeley, CA, September 25, 2019.

Selected conference presentations

• A mean-field games laboratory for generative modeling. SIAM Conference on Mathematics of Data Science, Atlanta, GA, 2024.

• A mean-field games laboratory for generative modeling. SIAM Conference on Uncertainty Quantification, Trieste, IT, 2024.

• Transport map unadjusted Langevin algorithm: analysis and connections. SIAM Conference on the Mathematics of Data Science, San Diego, CA, 2022.

• Rare event simulation for linear SDEs via multilevel splitting. SIAM Conference on Applications of Dynamical Systems, Portland, OR, 2021.

• Sampling via controlled stochastic dynamical systems. Second symposium on machine learning and dynamical systems, Fields Institute, 2020. Recording

• Rare event simulation in nonlinear dynamical systems via the Koopman operator. International Congress on Industrial and Applied Mathematics, Valencia, Spain, 2019.

• A probabilistic analysis and rare event study of a dynamical queue for modeling human operators. SIAM Conference on Uncertainty Quantification, Garden Grove, CA, 2018.

• Rare event simulation of a rotorcraft system. AIAA Scitech Forum Non-deterministic Approaches Conference, Kissimmee, FL, 2018.

Minisymposia organized

• SIAM Conference on Mathematics of Data Science, Atlanta, GA, 2024. Foundations of Structure-exploiting Flow-based Generative Models (4 talks).

• SIAM Conference on Uncertainty Quantification, Trieste, Italy, 2024. Optimal Transport for Uncertainty Quantification (4 talks).

• SIAM Conference on Uncertainty Quantification, Atlanta, GA, 2022. Data-driven Approaches to Rare and Extreme Events (8 talks).

• SIAM Conference on Computational Science and Engineering, Austin, TX, 2021. Computational Dynamics meets Computational Statistics (8 talks).

• SIAM Conference on Computational Science and Engineering, Spokane, WA, 2019. Advances in Rare Event Simulation for Complex Dynamical Systems (8 talks).

For a complete list of talks, see my CV.