Department of Mathematics and Statistics
111 Cummington Street
Boston, MA 02215
Email: khlam (at) bu.edu
focuses on computational and analytical approximation in stochastic systems,
including Monte Carlo methods, large deviations and diffusion approximation,
and stochastic optimization. The goal is to aid decision-making in risk and
operations management via sound mathematical analysis. I received my Ph.D.
degree in statistics at Harvard
University in 2011, under the supervision of Professor Jose Blanchet.
deviations for heavy-tailed queues under heavy traffic, with J. Blanchet, submitted.
Rare-event simulation for
many-server queues, with J. Blanchet, recommended
for acceptance to Mathematics of Operations Research. Honorable Mention Prize in INFORMS George Nicholson Paper
Exact asymptotics for infinite-server queues, preliminary version
appeared in Proceedings of the 6th
International Conference on Queueing Theory and
Network Applications 2011.
Published papers and proceedings
rare-event simulation for perpetuities, with J.
Blanchet and B. Zwart, Stochastic Processes and Their Applications, 122(10),
platform to discern spatial and temporal coordination of endothelial sprouting,
with W. Yuen, N. Du, D. Shvartsman, P. Arany, and D. Mooney, Integrated
Biology, 4(3), 292-300. 2012.
dissemination via random walks in d-dimensional space, with Z. Liu, M. Mitzenmacher, X. Sun and Y. Wang, Proceedings of the ACM-SIAM Symposium on Discrete Algorithms (SODA)
2012, full version available at http://arxiv.org/pdf/1104.5268v2.pdf.
Chernoff-Hoeffding bounds for
Markov chains: generalized and simplified, with K. M. Chung, Z. Liu and M. Mitzenmacher, Proceedings
of the Symposium on Theoretical Aspects of Computer Science (STACS) 2012,
full version available at http://arxiv.org/pdf/1201.0559v1.pdf.
importance sampling for rare-event simulation: recent advances, with J.
Blanchet, Surveys in Operations Research
and Management Science, 17(1), 38-59, 2012. Shortened version appeared in Proceedings of the Winter Simulation
Conference (WSC) 2011.
in Harvard University, Cambridge, MA:
Introduction to Quantitative Methods, Fall 2006
Stochastic Processes, Spring 2007
Linear Models, Fall 2007
Instructor in Boston University, MA:
Optimization Methods in Operations Research, Fall
Graduate Seminar in Applied Probability, Fall 2011
Statistical Methods II, Spring 2012, 2013
Global Markets and Banking, Equity Derivatives Trading, Hong Kong, Summer 2009
Brothers, Investment-Linked Insurance Structuring, Hong Kong, Summer 2008
Associate LLC, Pension and Compensation Statistical Analyst, Hong Kong, Summer
Chartered Bank, Corporate Banking, Hong Kong, Summer
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