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. I am interested in probability theory, statistics, stochastic processes and their applications. My recent work is on the analysis of non-reversible Markov chains. Prior to Cornell, I received my undergraduate degree in Actuarial Science at The University of Hong Kong.

Recruitment

• I am looking for self-motivated and independent Ph.D. students. Interested students please send me your transcript and CV.

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: Elm RC2-01-01C (beside the Elm courtyard), 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
• Landscape modification in statistical physics, applied probability, stochastic optimization, Bayesian statistics and information theory

Tweets

Follow @michaelchchoi

Selected talks and visits

• Invited Session: Advanced Bayesian Computation, ISI World Statistics Congress 2023, Ottawa, August 2023
• BayesComp 2023, Levi, March 2023
• 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