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 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.
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 & Upcoming:
- I will visit the UPenn Math Department March 17-21.
- I will visit the Department of Mathematics at Drexel University and speak at the PDEs and Applied Math Seminar on April 4.
- I will visit the Department of Mathematical Sciences at NJIT and speak at the Fluid Mechanics and Waves Seminar on April 7.
- I will attend and present at the East Coast Optimization Meeting 2025 at George Mason University, Arlington, VA, April 17-18.
- I will speak at the PSU-Purdue-UMD Joint Seminar on Mathematical Data Science over zoom on April 21.
- I will attend and present at the SIAM Conference on Applications of Dynamical Systems (DS25), Denver, CO, May 11-15.
-
Our paper "A three-stage method for reconstructing multiple coefficients in coupled photoacoustic and
diffuse optical imaging" has been
published by the Inverse Problems [arXiv:2409.06184,
Inverse Probl. Link].
-
New preprint "A policy iteration method for inverse mean field games" is
on arXiv [arXiv:2409.06184].
Click for archived news
2025
-
Co-organized (with Thomas O'Leary-Roseberry, UT Austin and Harsha Honnappa, Purdue) and Presented in the minisymposium
"Advances in Algorithms for Extreme Events in Science and Engineering" (MS167 &
MS190)
at the SIAM Conference on Computational Science and Engineering (CSE25), Fort Worth, Texas, March 3-7.
- Visited the School of Mathematics at University of Minnesota and gave a colloquium talk, Jan 27-28.
- Visited the Department of Mathematics at University of Pennsylvania and spoke at the Probability and Combinatorics Seminar on Jan 21.
-
Visited the School of Data Science and Society & Department of Mathematics at University of North Carolina at Chapel Hill and gave a seminar talk, Jan 14-15.
- Visited the Department of Mathematics at UCLA
and spoke at the Applied Math Colloquium, Jan 6-7.
2024
-
Visited the Department of Mathematics at UC Berkeley and gave a
guest lecture on Dec 19.
-
Visited the Department of Computational Applied Mathematics & Operations Research at
Rice University and spoke at the CMOR Special Lecture, Dec 16-17.
-
Visited the Department of Mathematics at University of South Carolina and gave a colloquium talk, Dec 12-13.
- Visited the Department of Mathematics at University of Wisconsin - Madison and gave a
colloquium talk, Dec 9-10.
- Visited the Department of Mathematics at The Pennsylvania State University and gave a colloquium talk on Dec 6.
-
Visited the Mathematical Sciences Department at The University of Texas at Dallas
and gave a colloquium talk on Dec 3.
-
Attended and presented at the
NSF Workshop on Data-driven Modeling and Prediction of Rare and Extreme Events, IMSI, Chicago, IL,
November 21-22.
-
Visited the Department of Mathematics at Purdue University and spoke at the CCAM seminar, November 11-12.
-
Attended the SIAM Conference on Mathematics of Data Science (MDS24) from October 21-25 in Atlanta, Georgia.
Presented at MS24: Non-intrusive Computational Methods to Incorporate Prior Knowledge for Improved Statistical Accuracy
on October 22.
-
Attended the SIAM Texas-Louisiana Section Annual Meeting
from October 11-13 at Baylor University in Waco, Texas.
Presented at MS20: Data and Model-Driven Approaches for Inverse Problems on October 12,
and co-organized (with Lu Zhang, Rice) MS41: Recent Developments in Computational Inversion and Reduced
Order Modeling on October 13.
-
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.
-
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]
-
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]
- 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 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 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.
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
2020
2019
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: