CV

Education

  • Ph.D in Statistics and Data Science, Wharton School, University of Pennsylvania, 2018-2023
    • Advisor: Zongming Ma
  • M.Math. in Mathematics, University of Cambridge, 2017-2018
    • Distinction Honor
  • B.A. in Mathematics, University of Cambridge, 2014-2017
    • Class I in Mathematical Tripos (2015, 2016, 2017)
    • Cambridge Overseas Trust Scholarship

Work experience

  • Citadel Securities, Summer 2023, Chicago, US
    • Quantitative Research Intern
  • Baidu Natural Language Processing (NLP), Summer 2021, Shenzhen, China
    • Deep Learning Researcher

Selected Publications

  • Sparse GCA and Thresholded Gradient Descent. (2021). [arXiv] [journal] [BibTex] [software] [talk]

    • Sheng Gao, Zongming Ma.

    • Journal of Machine Learning Research (JMLR)

  • Multi-modal Analysis of PNC Data via Sparse Generalized Correlation Analysis. (2023) In Submission.

    • Sheng Gao, Fengling Hu, Theodore D. Satterthwaite, Russell T. Shinohara, Zongming Ma.
  • DP-HyPO: An Adaptive Private Hyperparameter Optimization Framework. (2023). [arXiv] [conference] [BibTex]

    • Hua Wang, Sheng Gao, Huanyu Zhang, Weijie J. Su, Milan Shen.

    • Conference on Neural Information Processing Systems (NeurIPS)

Awards

  • Prize Winner of Alibaba Mathematics Competition 2021
  • Winner of KDD Cup 2021, Large Scale Graph Machine Learning Challenge
  • CTL Graduate Fellowship for Teaching Excellence, University of Pennsylvania, 2021
  • Donald S. Murray Award for excellence in teaching, the Wharton School, University of Pennsylvania, 2020
  • First Place winner in Wellcome Data Re-use Research Competition for Malaria, 2019
  • Cambridge Overseas Trust Scholarship, 2014-2018
  • Braithwaite Prize (award to the College Top 1 in Mathematical Tripos), University of Cambridge, 2017

Talks

  • AFTE Annual Conference, Austin, US, 2023
  • KDD, Singapore, 2021
  • Joint Statistics Meeting, Philadelphia, US, 2020
  • Malaria Centre Panel Discussion, London, UK, 2019
  • Joint Mathematics Meeting 2018, San Diego, US, 2018