I am a research group leader heading the Data-driven Optimization and Control group at the Weierstrass Institute, Berlin. I am also an affiliated researcher with the Empirical Inference Department, Max Planck Institute for Intelligent Systems, Tübingen.

Positions and Opportunities:

I write a blog here.

Research interests

In general, I am an applied mathematician interested in optimization, machine learning (with a focus on distributional robustness), function spaces, dynamical systems, and control. My group focuses on the mathematical optimization foundations for machine learning, dynamical systems, and control algorithms, and, more broadly, data-driven algorithmic decision-making. We are especially motivated by addressing the lack of robustness and data distribution shift issues in modern learning algorithms, as well as interfacing dynamical systems and machine learning.

  • Machine learning, kernel methods, robust learning under distribution shift
  • Distributionally robust optimization, stochastic optimization
  • Dynamical systems, control, multi-stage decision-making
  • Numerical optimization, numerical analysis

learning and control