CAREER

Morgan Stanley, Quantitative Researcher, Aug 2017 - Present

Argonne National Laboratory, Research Intern, Jun - Aug 2014, 2015

PAPERS

Xu, W., Stein, M. L. and Wisher, I. 2018+. Modeling and predicting chaotic circuit data. SIAM/ASA Journal on Uncertainty Quantification, to appear.

Xu, W. and Anitescu, M. 2018. Exponentially accurate temporal decomposition for long-horizon linear-quadratic dynamic optimization. SIAM Journal on Optimization, 28(3): 2541-2573.

Xu, W. and Stein, M. L. 2017. Maximum likelihood estimation for a smooth Gaussian random field model. SIAM/ASA Journal on Uncertainty Quantification, 5(1): 138-175.

Xu, W. and Anitescu, M. 2016. A limited-memory multiple shooting method for weakly constrained data assimilation. SIAM Journal on Numerical Analysis, 54(6): 3300-3331.

Xu, W. and Anitescu, M. 2017. Exponentially convergent receding horizon strategy for constrained optimal control. Submitted.

TALKS

A limited-memory multiple shooting method for weakly constrained variational data assimilation. SIAM Conference on Uncertainty Quantification, Lausanne, Switzerland, April 2016.

Limited-memory weakly constraint 4D-Var with checkpointing gradient. Summer Student Symposium, Argonne National Laboratory, Lemont, IL, August 2015.

CONTACT

Feel free to check out my LinkedIn page and reach out!