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About me
I am a PhD student in mathematical optimization at TUM (Technical University of Munich), supervised by Professor Michael Ulbrich. My interests surround optimization in general, and more specifically stochastic optimization algorithms, machine learning and related topics in computation and statistics. Feel free to approach me in case you like any of these topics (email firsstname.lastname@tum.de).
News
- May 2023: A Stochastic Proximal Polyak Step Size published in TMLR.
- September - November 2022: Visiting researcher at CCM, Flatiron Institute, New York City. Working with Robert M. Gower.
- July 2022: Contributed talk at ICCOPT, Lehigh University.
- May 2022: Contributed talk at the French German Portuguese Conference on Optimization, Porto.
- April 2022: New preprint A Semismooth Newton Stochastic Proximal Point Method with Variance Reduction on arxiv.
- December 2021: Our Python package
GGLasso
for General Graphical Lasso problems got published in JOSS.