I am an applied and computational probabilist broadly interested in and fascinated by Markov chains, Markov processes, stochastic algorithms and their applications in a diverse 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 Department of Statistics and Data Science at National University of Singapore (NUS). I am also affiliated with the Institute of Operations Research and Analytics (IORA). I held a joint appointment with Yale-NUS College in 2022 - 2025. 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
• 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, Sequential Monte Carlo
• Markov chains + X, where X can be statistical physics, applied probability, stochastic optimization (particularly global, discrete, combinatorial, integer, submodular or continuous), mathematical and Bayesian statistics (particularly variational inference), information theory (particularly information projection, geometry, mutual information and rate-distortion theory), theoretical computer science (particularly sum-of-squares and semidefinite programming), game theory, linear algebra (particularly matrix perturbation theory, matrix nearness problem and Sylvester's equation), functional analysis (particularly spectral theory, best approximation theory), quantum computation (particularly quantum annealing), group theory, control theory (particularly risk-sensitive control of Markov chains), partial differential equations, dynamical systems, geometry (particularly discrete and computational), protein folding, molecular dynamics, computational chemistry, kinetic theory...

Tweets

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Selected talks, visits and community-building activities

• Bernoulli session, IMS APRM 2026, Hong Kong, June 2026
• APSPS: Asia-Pacific Seminar in Probability and Statistics, online, September 2025
• Invited Session: Probability and Optimization in Statistical Learning, INFORMS International Meeting, Singapore, July 2025
• NUS IMS Workshop on Efficient Sampling Algorithms for Complex Models, Singapore, July 2025
• 20th Workshop on Markov Processes and Related Topics, Jiangsu Normal University, July 2025
• BayesComp 2025, Singapore, June 2025
• AI theory seminar, McMaster University and Vector Institute, April 2025
• Department of Mathematics, City University of Hong Kong, December 2024
• University of Toronto, August 2024
• Invited 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
• National Center for Theoretical Sciences (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