Shanyin Tong's Homepage

Shanyin Tong 童善因

Email: st3503@columbia.edu
Office: 284A Engineering Terrace
Website: https://www.columbia.edu/~st3503/

I am a Chu Assistant Professor at the Department of Applied Physics and Applied Mathematics, Columbia University. I completed my PhD in applied math at the Courant Institute, New York University, advised by Georg Stadler and Eric Vanden-Eijnden. I obtained my BS in computational math at Peking University.

I am on the job market, please find my CV (updated Sep 2024).

Research Interest: My research focuses on applied and computational mathematics, with an intersection of applied probability, statistics, optimization and data science. I am particularly interested in algorithms and analysis for extreme event estimation and control, and for computational inverse problems in physics, engineering, and data science, using tools from uncertainty quantification, PDE-constrained optimization, optimization under uncertainty, inference and sampling, stochastic and numerical analysis. Recently, I am also exploring model reduction and machine learning in scientific computing, to develop efficient methods and software for these areas. Key applications of my research include inverse mean-field game problems in traffic modeling, tsunami hazard assessment, portfolio optimization, seismic inversion, and medical imaging.

News:

I will attend the SIAM Conference on Mathematics of Data Science (MDS24) from October 21-25 in Atlanta, Georgia. I will speak at MS24: Non-intrusive Computational Methods to Incorporate Prior Knowledge for Improved Statistical Accuracy and present a poster on October 22.
I will attend the SIAM Texas-Louisiana Section Annual Meeting from October 11-13 at Baylor University in Waco, Texas. I will present at MS 20 (SDRICH Rm 208): Data and Model-Driven Approaches for Inverse Problems on October 12, and co-organize (with Lu Zhang) MS 41 (SDRICH Rm 212C): Recent Developments in Computational Inversion and Reduced Order Modeling on October 13.
New preprint "A policy iteration method for inverse mean field games" is on arXiv [arXiv:2409.06184].
New preprint "A three-stage method for reconstructing multiple coefficients in coupled photoacoustic and diffuse optical imaging" is on arXiv [arXiv:2408.03496].
I presented "Engineering the Unpredictable: Applied Math in Rare Event Studies" at Engineering Speaks outreach event on August 13, and shared my career journey and introduced applied mathematics to local K-12 students, encouraging underrepresented groups to pursue related careers.
I am happy to be selected to attend the ICERM Workshop: Empowering a Diverse Computational Mathematics Research Community from July 22 to August 2 in Providence, RI. We discussed several topics for professional development and worked as a research group on "Reduced Order Modeling for Kinetic Models and Applications".
Our paper "Large deviation theory-based adaptive importance sampling for rare events in high dimensions" is now featured in SIAM High Impact Article Collection and Most Read Article for JUQ. [arXiv:2209.06278, JUQ Link]

Click for archived news

2024

Our paper "Sensitivity analysis of the information gain in infinite-dimensional Bayesian linear inverse problems" has been published by the International Journal for Uncertainty Quantification, featured as the most viewed and downloaded article of July, 2024. [arXiv:2310.16906, IJUQ Link]
I presented our recent work "Policy iteration method for inverse mean-field games" at New England Numerical Analysis Day (NENAD) at Dartmouth College on June 18.
Presented our recent work "Policy iteration method for inverse mean-field games" at Sayas Numerics Day at George Mason University on May 11.
Presented at the 2024 INFORMS Optimization Society Conference (IOS 2024), Houston, TX in March.
Presented at the minisymposium "Theory and simulation of failure probabilities and rare events" at SIAM Conference on Uncertainty Quantification (UQ24) in Trieste, Italy, February 27 - March 1. I also received a SIAM Early Career Travel Award for this conference.

2023

Attended Mathematical Opportunities in Digital Twins Workshop at George Mason University, Arlington, VA in December.
Presented at Mid-Atlantic Numerical Analysis Day at Temple University, Philadelphia, PA on November 10.
Co-organized (with Kostas Papakonstantinou) a minisymposium on "Rare Event Estimation and Optimization" at the first annual meeting of SIAM-New York-New Jersey-Pennsylvania section at New Jersey Institute of Technology in Newark, NJ, October 21-22.
Presented at the 2023 INFORMS Annual Meeting, Phoenix, AZ in October.
Our paper "Scalable methods for computing sharp extreme event probabilities in infinite-dimensional stochastic systems" has recently been accepted and published by Statistics and Computing. You can find its versions on [arXiv:2303.11919, Stat.Comput. Link].
Presented at the 10th International Congress on Industrial and Applied Mathematics in August at Waseda University, Tokyo, Japan. I received a ICIAM 2023 Travel Award for this conference from SIAM.
I am happy to be invited to talk in Seminar Series on Young Scholars in Optimization and Data Science, at Department of Applied Mathematics, The Hong Kong Polytechnic University on July 18.
I am honored to receive the two-year AMS-Simons Travel Grant starting August 2023. This will serve as a strong support for my research activities and collaborations.
I am honored to be selected as the finalist for the Twenty-first IMA Leslie Fox Prize for Numerical Analysis, based on our work "Large deviation theory-based adaptive importance sampling for rare events in high dimensions". I gave a lecture at the IMA Leslie Fox Prize meeting on June 26 in Glasgow, UK, and won the Second Prize.
Our paper "Large deviation theory-based adaptive importance sampling for rare events in high dimensions" has recently been accepted and published by SIAM/ASA Journal on Uncertainty Quantification (JUQ). You can find its versions on [arXiv:2209.06278, JUQ Link]
I am honored to receive the NSF-AWM Travel Grant.
Co-organized (with Anirudh Subramanyam) a minisymposium on "Optimization with Rare Events" [MS226, MS249] at the SIAM Conference on Optimization (OP23) on June 2 at the Sheraton Grand Seattle in Seattle, WA. I also gave a talk about Optimization under Rare Chance Constraints on May 31. I received a SIAM Early Career Travel Award for this conference.
Our paper "Estimating earthquake-induced tsunami height probabilities without sampling" has recently been accepted and published by Pure and Applied Geophysics. You can find its versions on [arXiv:2111.14325, PAG Link].
We successfully organized the first Discussion Panel on Women and Diversity in APAM on April 24. Three female faculty (Lu Zhang, Elizabeth Paul and Renata Wentzcovitch) shared their career experiences and answered questions from the audience.
We successfully held the first APAM Graduate Research Symposium on April 21. There were 17 presentations from graduate students across all three APAM programs: Applied Physics, Applied Mathematics, and Materials Science.
Presented at the MSRI (SLMath) Special Session on Summer Research in Mathematics (SRiM): Applied and Computational Mathematics at the Joint Mathematics Meetings (JMM 2023) in Boston on Jan 4, 2023.
We started a Women and Diversity association at APAM (WDAPAM) to support and increase the visibility of historically marginalized minorities at the Department of Applied Physics and Applied Mathematics, Columbia University. The proposed activities can be found in WDAPAM homepage. If you are interested in participating in WDAPAM activities, please join our Slack Group.

2022

Presented at APAM Research Conference at Columbia University, NY, Sep 16
I am happy to receive the Kurt O. Friedrichs Prize from Courant Institute for the outstanding dissertation.
Finalist of Best Paper for Young Researchers Prize and Session at the International Conference on Continuous Optimization (ICCOPT) Lehigh University in Bethlehem, PA, July 23-24.
Selected attendee for PIMS-IFDS-NSF Summer School on Optimal Transport at University of Washington in Seattle, WA, June 20 - July 1.
Selected attendee and presented at Rising Stars in Computational and Data Sciences in Albuquerque, NM, April 20-21.
Presented at Mini-Symposium: Characterization and prediction of rare and extreme events in complex systems at SIAM Conference on Uncertainty Quantification (UQ22), April 12-15.
Presented at Scientific Computing and Numerics (SCAN) seminar at Cornell University, March 21.
Presented at CCB Seminar at Center for Computational Biology at Simons Foundation, Jan 21.
Presented at Applied Mathematics Colloquium at at Columbia University, Jan 20.

2021

Presented at Mini-Symposium: Characterization and prediction of rare and extreme events in complex systems at SIAM conference on Computational Science and Engineering (CSE21), March 1-5.

2020

Presented at General Session: Optimization under Rare Events at Virtual 2020 INFORMS Annual Meeting, November 7-13.
Presented at Summer Argonne Students Symposium (SASSy), August 14.
Attended the ICERM workshop: Computational Statistics and Data-Driven Models, April 20 - 24.
Presenter at Mini-Symposium: Statistical Prediction and Quantification of Extreme Events in Complex Systems at SIAM Conference on Uncertainty Quantification (UQ20) in Munich, Germany, March 24-27. The conference was cancelled due to COVID-19.
Presented at Courant modeling & simulation group meeting (MSG) in New York, NY, February 20.

2019

Presented a poster at ICERM workshop: Mathematical Optimization of Systems Impacted by Rare, High-Impact Random Events in Providence, RI, June 24-28.

2018

Attended the 2018 Gene Golub SIAM Summer School, Inverse Problems: Systematic Integration of Data with Models under Uncertainty in Breckenridge, CO, June 17-30. Gave a presentation on team project "Data Fitting with Soap Bubble Surfaces: A Minimal Surfaces Problem".

Awards:

Links:

Applied Mathematics Colloquium, contact me if you are interested in visiting and giving a talk.
Women and Diversity Association in APAM (WDAPAM) and Slack Group.