People of Paris

I just got back from Paris, where I participated in a summer school on high dimensional probability and algorithms. This was a cool school, with a course on mirror descent by Sébastien Bubeck and a course on applications of matrix sampling by Joel Tropp. I might even get to write about the mathematical content one … More People of Paris

New paper on arXiv: A conformal Skorokhod embedding

I’m happy to say that I recently uploaded a paper to the arXiv under the title “A conformal Skorokhod embedding” (https://arxiv.org/abs/1905.00852). In this post, I’d like to explain what the Skorokhod embedding problem is, how I came across it, some previously known solutions, and my own tiny contribution. But really, all of this is just … More New paper on arXiv: A conformal Skorokhod embedding