Hello! I’m Ming Min, a Ph.D. in Statistics and Applied Probability supervised by Professor Tomoyuki Ichiba at Department of Statistics & Applied Probability, University of California, Santa Barbara, CA. I have done a Machine Learning Engineer 2022 summer internship at TikTok.

During my PhD, I’m interested in stochastic analysis and their application in Machine Learning, eg. develop efficient algorithm based on Rough Path theory to solve Mean Field Games with common noise[ICML’21], design novel time series generator by Directed Chain stochastic differential process[ICML ‘23] etc.

Before joining UCSB, I got my M.S. in Financial Mathematics from Department of Mathematical Science, Worcester Polytechnic Institute in 2018, Massachusetts, US, where I was fortunately advised by Prof. Stephan Sturm and working on Numerical Methods for Option Pricing with Backward Stochastic Differential Equations(BSDEs). I received my B.S. in Business Administration from Beijing University of Posts and Telecommunications in 2016, Beijing, China.