About me

Learning from data.
Making better decisions.

I am a Ph.D. student in Management Science & Engineering at Stanford University, advised by Stefan Wager. My doctoral focus is Operations Research, with a minor in Statistics.

My research develops statistical and computational methods to improve data-driven decision-making in complex, evolving systems, drawing on causal inference, decision theory, reinforcement learning, and AI evaluation.

Previously, I received my B.Sc. in Finance and Applied Mathematics from Tsinghua University, where I was advised by Bo Li. I also worked as a Research Professional at the University of Chicago Booth School of Business, advised by Dacheng Xiu.

Causal inferenceData-driven decision-makingReinforcement learningAI evaluation

Research

Working papers & projects

Estimating Dynamic Marginal Policy Effects under Sequential Unconfoundedness

with Stefan Wager

Major Revision at the Journal of the American Statistical Association (JASA)

Estimating how small policy changes affect long-term outcomes, without requiring full dynamic state information.

Paper Poster Code

Abstract

We develop methods for estimating how infinitesimal policy changes affect long-term outcomes in dynamic systems. We show that dynamic marginal policy effects (MPEs) can be identified via tractable reduced-form expressions, and can be estimated under a general sequential unconfoundedness assumption. We also propose a doubly robust estimator for dynamic MPEs. Our approach does not require observing full dynamic state information (as is typically assumed for off-policy evaluation in Markov decision processes), and does not incur an exponential curse of horizon (as is typical in non-Markovian off-policy evaluation). We demonstrate practicality and robustness of our approach in a number of simulations, including one motivated by a dynamic pricing application where people use past prices to form a reference level for current prices.

Policy Learning with Strategic Agents Under Repetitive Cross-sections

with Yuchen Hu, Junyi Liu, and Lihua Lei

Learning policies that account for strategic behavior and long-term effects, using small randomized changes to improve welfare.

Work in progress

Abstract

We study policy learning under strategic behavior, where individuals adjust the information they report in response to an announced decision rule. Credit applicants, for example, may change their profiles to improve their chances of approval. This setting shares the feedback central to performative prediction: deploying a rule changes the data used to evaluate and improve it. Policy updates based on existing data often treat reported characteristics as fixed, overlooking how people would respond to a different rule. Repeated updates can therefore settle on a stable but suboptimal policy. We consider repeated deployments to new groups of individuals, where decisions affect both current outcomes and the conditions faced by later groups. The challenge is to learn how strategic responses affect long-run welfare when individuals' underlying characteristics are unobserved. We propose small, temporary changes to the announced rule, randomized before individuals respond. By examining the resulting reports and outcomes over subsequent periods, we learn which policy adjustments improve welfare after accounting for the behavioral responses they induce. We show that these experiments guide repeated policy improvements while the cost of experimentation diminishes over time. In simulated screening environments, our approach captures approximately 95% of the attainable welfare gain, compared with less than 60% for methods that ignore strategic responses or account for them only at the population level.

Active Decision Making

with Puheng Li, Xiaojie Mao, and Renyuan Xu

In preparation for Operations Research

Designing sequential experiments around decision quality, with applications to budget-efficient evaluation and routing of language models.

Poster Draft available upon request

Abstract

Experiments often inform treatment decisions, but designs that optimize global estimation accuracy need not yield treatment rules with low deployment regret. We study sequential experiments with freely observed covariates and costly outcomes, and derive a budget-constrained collection rule from a smooth surrogate for deployment regret: enrollment is proportional to the square root of decision-weighted outcome variance, with Neyman treatment allocation among enrolled units. We show that, within a broad class of adaptive designs, deployment regret is determined by treatment-effect estimation risk along the decision boundary, that the proposed design minimizes this risk, and that a feasible version with nuisance quantities estimated online converges to the optimal collection rule. Simulations illustrate the divergence between estimation accuracy and decision quality, while an application to prompt routing between GPT-4 and Mixtral-8x7B yields approximately one third of the deployment regret of uniform or variance-targeted evaluation at equal budgets.

Integrating Operational Records and Earth Observations to Reconstruct Wildfire Suppression Activities in California

with Qiao Kang, Avery Bick, Jessica Yu, Stefan Wager, Michael Mastrandrea, and Michael Wara

Abstract submitted to AGU 2026. Manuscript in preparation.

Combining operational records and satellite observations to reconstruct suppression activities across 864 California wildfire incidents.

Draft available upon request

Abstract

Wildfire suppression depends on coordinated aerial and ground operations, but retrospective evaluation is constrained by fragmented data systems, inconsistent spatial and temporal resolution, and weak links among planned assignments, observed activities, and evolving fire behavior. We present an integrated framework for reconstructing suppression activities across 864 California wildfire incidents from 2017–2025, with detailed tracking of aerial and ground resources. Using large-language-model-assisted parsing, we extract aircraft and personnel assignments, resource types, operational periods, and geographic responsibilities from 3,380 Incident Action Plans. We link these planned assignments to time-stamped ADS-B aircraft trajectories, National Interagency Fire Center (NIFC) geospatial and operational records, and retardant-delivery data, then align them with terrain-corrected GOES active product and VIIRS active-fire detections, incident perimeters, weather, fuel moisture, and terrain. The resulting 15-min, 500-m data cube distinguishes planned resource assignments, observed aircraft presence, and recorded or inferred suppression actions while retaining source-level provenance and quality flags. Across the study incidents, current inventories include 20,000+ California retardant-drop records. We use the integrated record to quantify operational coverage, establishing metrics of operational efficiency and identifying where suppression effectiveness can be evaluated reliably. This framework provides a reproducible basis for post-incident learning and future counterfactual analysis of how suppression activities influence fire progression and impacts.

Education

Stanford University

Ph.D. in Management Science & Engineering, minor in Statistics

Tsinghua University

B.Sc. in Finance and Applied Mathematics

Teaching

Stanford University

  • MS&E 232 Introduction to Game TheoryWinter 2025
  • MS&E 211 Introduction to OptimizationWinter 2026
  • MS&E 125 Introduction to Applied StatisticsSpring 2026

University of Chicago

  • BUSN 20800 Big DataSpring 2022
  • BUSN 41813-88 Decoding FintechSummer 2022

Professional experience

Amazon

Applied Research Scientist Intern

Optiver

Trader Intern

Academic service

Reviewer for The Annals of Statistics, Biometrika, and Management Science.

Poster

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