I am an Assistant Professor at Department of Mathematics, UCLA. I obtained my Ph.D. from Department of Statistics, UC Berkeley. My advisor was Jim Pitman . Before coming to Berkeley, I obtained an engineer diploma (Diplôme d'ingénieur) from Ecole Polytechnique, France.

My research interests are probability theory, statistics and stochastic control.
I worked on Brownian motion (with Steve Evans and Jim Pitman ),
and random discrete objects (with Jim Pitman ).
I also solved a conjecture of David Aldous on * Up the River problem * (with Li-Cheng Tsai ).
Recently I have been working on the MLE of some statistical ranking models, and a state-dependent stochastic game (with Xin Guo and
Renyuan Xu).

More generally, I am interested in topics as random combinatorial objects, stochastic differential equations and interacting particle systems with applications in finance, physics and statistics.

[16] Parallel search for information .

with T. Tony Ke, J. Miguel Villas-Boas and Yuming Zhang.

[15] Ergodicity of the infinite swapping algorithm at low temperature .

with Georg Menz and André Schlichting.

[14] A stochastic game and stochastic free boundary problem .

with Xin Guo and Renyuan Xu. Submitted.

[13] One-dependent hard-core processes and colorings of the star graph .

with Thomas Liggett. Submitted.

[12] Finite and infinite Mallows ranking models, maximum likelihood estimator, and regeneration .

To appear * International Conference on Machine Learning (ICML). *

[11]
Exponential ergodicity and convergence for generalized reflected Brownian motion .

* Queueing Systems: Theory and Applications (2019) vol.92, no.1, 83-101. *

[10] Renewal sequences and record chains related to multiple zeta sums .

with Jean-Jil Duchamps and Jim Pitman. * Transactions of AMS (2019) vol.371, no.8, 5731-5755. *

[9] Regenerative random permutations of integers .

with Jim Pitman. * Annals of Probability (2019) vol.47, no.3, 1378-1416. *

[8] Transporting random measures on the line and embedding excursions into Brownian motion .

with Günter Last and Hermann Thorisson. * Annales de l'Institut Henri Poincaré (2018) vol.54, no.4, 2286-2303. *

[7] The argmin process of random walks, Brownian motion and Lévy processes .

with Jim Pitman. * Electro. J. Probab (2018) vol.23, no.60, 1-35. *

[6] Optimal surviving strategy for drifted Brownian motions with absorption .

with Li-Cheng Tsai. * Annals of Probability (2018) vol.46, no.3, 1597-1650. *

[5] Tree formulas, mean first passage times and Kemeny's constant of a Markov chain .

with Jim Pitman. * Bernoulli (2018) vol.24, no.3, 1942-1972. *

[4] The spans in Brownian motion .

with Steve Evans and Jim Pitman. * Annales de l'Institut Henri Poincaré (2017) vol.53, no.3, 1108-1135. *

[3] The Slepian zero set, and Brownian bridge embedded in Brownian motion by a spacetime shift .

with Jim Pitman. * Electro. J. Probab (2015) vol.20, no.61, 1-28. *

[2] Patterns in random walks and Brownian motion .

with Jim Pitman. * Séminaire de probabilité XLVII - In Memoriam Marc Yor (2015), 49-88. *

[1] The Vervaat transform of Brownian bridges and Brownian motion .

with Titus Lupu, Jim Pitman. * Electro. J. Probab (2015) vol.20, no.51, 1-31. *

Dec, 2018: Los Angeles, Southern California Probability Symposium .

Oct, 2018: San Francisco, AMS meeting .

July, 2018: Stanford, Workshop in memory of Larry Shepp .

Feb, 2018: Stanford, Probability seminar .

Feb, 2018: Berkeley, IEOR department colloquium .

Dec, 2017: Chicago, Probability and Statistical physics seminar .

Nov, 2017: Los Angeles, Probability seminar .

Mar, 2017: Los Angeles, Probability seminar .

Mar, 2017: Berkeley, Probability seminar .

July, 2016: Edmonton, IMS-FIPS Workshop .

Mar, 2016: Berkeley, Berkeley-Columbia Meeting in Engineering and Statistics .

Feb, 2015: Davis, Mathematical physics and probability seminar .

Feb, 2015: Berkeley, Probability seminar .

Oct, 2014: Berkeley, Student Probability/PDE seminar .

July, 2014: Saint-Flour, 44th probability summer school.

June, 2014: San Diego, Combinatorial Stochastic Processes: A conference in celebration of Jim Pitman's 65th birthday .

July, 2013: Saint-Flour, 43rd probability summer school.

Sept, 2013: Berkeley, SGSA student seminar .

In Fall 2018, I am teaching Math 31B and Math 170A.