I am currently a student in PhD program in Computer Science Department of Purdue University. My advisor is Prof. Jennifer Neville. My former advisor is Prof. Alan Qi, who has moved to Ant Financial Service Group, Alibaba.
My resaerch interests mainly lie in Bayesian machine learning and its applicaiton in data mining. In more detail, I focus on two topics: Bayesian sparse learning and nonparametrics. For sparse learning, I develop scalable inference algorithms for Bayesian spike-and-slab models and apply them for high-dimensional feature selection and online click-through-rate prediction; I design novel Bayesian sparse group selection models for pathway based genomic data analysis, and multiview learning models for association study in Alzheimer's disease. For Bayesian nonparametrics, I use Gaussian processes and Dirichlet processes to analyze multidimensional array data, i.e., tensors, to capture complicated relationships and hidden clusters. To handle real-world large tensor data, I derive tractable and tight variational evidence lower bounds, based on which I develop distributed or online approximate inference algorithms.
Email: szhe at purdue.edu