Tianyu Wang
 |
To be uncertain is uncomfortable, but to be certain is ridiculous. -- Goethe |
at Bear Mountain, NY, USA (Nov 1, 2021)
About me
I am a second-year PhD student in the Department of Industrial Engineering and Operations Research at Columbia University, where I am co-advised by Professor Garud Iyengar and Henry Lam. I also work closely with Hongseok Namkoong. Previously, I obtained a B.E. in Information Systems and B.S. in Mathematics both from Tsinghua University in 2021.
My research lies at the interface of stochastic optimization and machine learning. I develop methods for data-driven optimization problems with performance guarantee. I am also interested in real-world problems arising from operations to make efficient decisions under uncertain environment.
Education
Ph.D. in Operations Research, Columbia University, Aug. 2021 - Present
M.S. in Operations Research, Columbia University, Aug. 2021 - Jun. 2022
B.S. in Pure and Applied Mathematics, Tsinghua University, Aug. 2018 - Jun. 2021
B.E. in Information Management and Information Systems, Tsinghua University, Aug. 2017 - Jun. 2021
Exchange Program, National University of Singapore, Jul. 2019 - Dec. 2019
Research Interests
Online and Offline Data-Driven Decisions (Methodology): robust models with and without distribution shift, sequential decision making, off-policy estimation and learning.
Trustworthy Machine Learning (Application): robustness, fairness, causality and their interplay in real operations problems.