I am an applied probabilist broadly interested in and fascinated by Markov chains, Markov processes, stochastic algorithms and their applications in a wide range of areas such as statistical physics, stochastic optimization, Bayesian statistics, information theory, game theory and theoretical computer science. I am currently an Assistant Professor at both Department of Statistics and Data Science at National University of Singapore (NUS) and Yale-NUS College . I am also affiliated with the Institute of Operations Research and Analytics (IORA) . Prior to joining NUS in July 2021, I have worked at the School of Data Science (SDS) at The Chinese University of Hong Kong, Shenzhen . I graduated from the School of Operations Research and Information Engineering (ORIE) at Cornell University . My advisor is Prof. Pierre Patie . Prior to Cornell, I received my undergraduate degree in Actuarial Science at The University of Hong Kong . I currently serve as an Associate Editor (August 2023 - Present) of Statistics and Computing .
Contact
Email: mchchoi@nus.edu.sg
NUS Address: S16-06-108, 6 Science Drive 2, Faculty Of Science, National University of Singapore, Singapore 117546
YNC Address: Cendana RC3-02-05J, 12 College Ave West, Singapore 138610
Phone: +65-66013664
Research interests
Markov chains, Markov processes: theory and applications
Stochastic algorithms: Markov chain Monte Carlo, Metropolis-Hastings, simulated annealing, Langevin dynamics, Hamiltonian Monte Carlo
Markov chains + X, where X can be statistical physics, applied probability, stochastic optimization, mathematical and Bayesian statistics, information theory, theoretical computer science, game theory, linear algebra, functional analysis, quantum computation, group theory, control theory, partial differential equations, dynamical systems, geometry, protein folding, molecular dynamics...
Tweets
Selected talks, visits and community-building activities
BayesComp 2025, Singapore, June 2025
University of Toronto, August 2024
Session: MCMC: Convergence and robustness, MCQMC, Waterloo, August 2024
(Co-organizer ) NUS IMS Workshop on Intertwining between Probability, Analysis and Statistical Physics, 5 - 15 August 2024, Link
Workshop on Markov Processes and Related Topics, Fujian Normal University, July 2024
Minisymposium: Advances in Markov chain Sampling Methods, SciCADE, NUS, Singapore, July 2024
Invited Session: Markov chains and related topics, IMS APRM 2024, Melbourne, January 2024
School of Mathematics and Statistics, Xidian University, Xian, December 2023
IMS Young Mathematical Scientist Forum - Statistics and Data Science, IMS, Singapore, November 2023
ESD Research Seminar, Engineering Systems and Design (ESD), SUTD, Singapore, November 2023
第八届全国概率论年会, 福州, August 2023
Invited Session: Advanced Bayesian Computation, ISI World Statistics Congress 2023, Ottawa, July 2023
Probability Seminar, Department of Mathematics, University of British Columbia (UBC), Vancouver, March 2023
RIKEN AIP - Center for Advanced Intelligence Project, Tokyo, December 2022
Institute of Statistical Mathematics (ISM), Tokyo, December 2022
NUS Data Science and Machine Learning seminar, Singapore, November 2022
NUS IMS Programme "Machine Learning and Its Applications", Singapore, October 2022
IMS New Researchers Conference in Statistics and Probability, George Mason University, August 2022
Workshop in honor of Prof. Zikun Wang: from birth-death processes, Brownian motion to superprocesses, Xiangtan, April 2022
NUS IORA seminar, Singapore, September 2021
IFORS 2021, Seoul, August 2021
(Plenary ) Workshop on Non-reversible Markovian Monte Carlo, Lorentz Center, Leiden, August 2021
Department of Statistics, Colorado State University, March 2021
Department of Mathematical Sciences, University of Copenhagen, January 2021
Department of Mathematics, Aarhus University, December 2020
Algorithms seminar, Department of Statistics, University of Warwick, October 2020
Institute of Mathematical Stochastics, University of Gottingen, January 2020
Department of Mathematics and Computer Science, Fujian Normal University, January 2020
15th Workshop on Markov Processes and Related Topics, Changchun, July 2019
2019 Stochastic Processes and their Applications, Evanston, Illinois, July 2019
INFORMS APS, Brisbane, July 2019
NCTS and Department of Mathematical Sciences, National Chengchi University, Taipei, June 2019
Hong Kong Probability Seminar, March 2019
Department of Mathematics and Statistics, University of Ottawa, February 2019
Toulouse School of Economics, December 2018
Institute of Mathematics, Academia Sinica, Taipei, December 2018
Workshop on Stein's method and related topics, University of Macau, December 2018
School of Mathematical Sciences, Beijing Normal University, September 2018
IMS Asia Pacific Rim Meeting, Singapore, June 2018
Institute for Data and Decision Analytics (iDDA), The Chinese University of Hong Kong, Shenzhen, January 2018
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