Jones Laboratory 307
5747 South Ellis Avenue
Chicago, IL 60637
hwkim (at) uchicago (dot) edu
I am a fourth-year Computational and Applied Mathematics PhD student at the University of Chicago, advised by Prof. Daniel Sanz-Alonso. I also work closely with Prof. Panos Toulis. Prior to UChicago, I received an MMath degree from the University of Waterloo and a BS degree from the University of Michigan.
Broadly speaking, my research interests lie in developing methodological tools for uncertainty quantification, experimental design and statistical inferences. In particular, I have worked on Bayesian/Monte-Carlo methods for parameter estimation problems under differential equation constraints and leveraged stochastic gradient descent for efficient statistical inference procedures.
- Bayesian Inference, Monte-Carlo Method, State-Space Modelling, Derivative-free Optimization
- Inverse Problem, Experimental Design, Computer Experiments
- Stochastic Gradient Descent, Randomization Test, Statistical Inference