About me

I am a quantitative researcher at Citadel Securities in Chicago. I received a Ph.D. from the Department of Statistics at the University of Washington, where I was fortunate to be advised by Zaid Harchaoui and Soumik Pal. Prior to that, I received my B.S. in mathematics and applied mathematics at Tsinghua University.

I am broadly interested in safe and interpretable statistical machine learning with applications to natural language processing. I am also excited about optimal transport and its applications to statistical inference and machine learning.

Contact me at langliu195 [at] gmail [dot] com.

News

• 12/13/2023: Our paper on statistical tests under generalized self-concordance has been accepted by ICASSP 2024.
• 10/01/2023: Our paper on automatic comparison measures for generative models has been published at the Journal of Machine Learning Research.
• 08/01/2023: Our paper on discrete Schrödinger bridges has been accepted by Bernoulli Journal.
• 12/31/2022: Our preprint on discrete Schrödinger bridges has been updated.
• 12/10/2022: A new preprint on spectral risk measures.
• 12/10/2022: Presentation at PRIMA Optimal Transport And Applications Session on asymptotics of discrete Schrödinger bridges.
• 12/08/2022: A new preprint on influence diagnostics.
• 11/18/2022: I am very honored to be awarded the Z.W. Birnbaum Award in the Department of Statistics at UW!