I am a researcher in computer science, currently with the Labs group at Two Sigma, a highly innovative investment firm in New York City. I also have an appointment as Visiting Assistant Professor of Computer Science at Brown University.
My research interest is in algorithmic data science. I develop theory and methods to extract the most information from large datasets, as fast as possible and in a statistically sound way. The problems I study include pattern extraction, graph mining, and time series analysis. My algorithms often use concepts from statistical learning theory and sampling.
My Erdős number is 3 (Erdős → Suen → Upfal → Matteo), and I am a mathematical descendant of Eli Upfal, Eli Shamir (2nd generation), Jacques Hadamard (5th), Siméon Denis Poisson (9th), and Pierre-Simon Laplace (10th).
- SIAM SDM'18: I'll be the sponsorship co-chair for SIAM SDM'18. I'm excited to contribute to the organization of this great conference stressing the importance of theory in data mining.
- PC memberships: I joined the PCs of ACM CIKM'17 and IEEE ICDE'18. Looking forward to reviewing more works at the intersection of data management and data analytics.
- Dagstuhl: I am giving a talk on Rademacher Averages and ABRA at the Probabilistic Methods in the Design and Analysis of Algorithms at Schloss Dagstuhl.
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