Xin Tong, Thomson
Department of Mathematics,
National University of Singapore.
Office: Room 806, Block S17,
10 Lower Kent Ridge Road,
Data assimilation, Stochastic process, Data analysis in a high dimensional setting
My research interests lie broadly inside probability theory and its applications in statistics, machine learning and nonlinear systems. I enjoy working on problems with applications background, and studying their probabilistic phenomenons. Recently, I am interested in statistical methods for high dimensional problems. In particular, my works focus on understanding why does the ensemble Kalman filter perform well with a small sample size. (Updated: June, 2017)
Research and Financial Engineering, June 2013
Thesis: filtering stability in infinite dimensional systems.
Advisor: Ramon van Handel