City of Boston viewed from my office

Who I Am and What I Do

I am a teacher who wants to learn all the unknowns and a researcher who is fond of the beauty of mathematics and of the beings. I love statistics, which is both my life and my fun; I like bridge, soccer, badminton and skiing. I am fascinated by biology and by nature wonders of all sorts. Here is a profile article about me published by Harvard University Gazette in 2001. Contact me: Department of StatisticsHarvard University, Cambridge, MA 02138.

Email me at: . Click on those words with underlines and you may find something interesting, such as more pictures.

Interesting quotes:

o   The true logic of this world is in the calculus of probabilities.

J. C. Maxwell

o   What we see is the solution to a computational problem, our brains compute the most likely causes for the photon absorptions within our eyes.

H. Helmholtz

o   Judge a man by his questions rather than his answers.

Voltaire (aka François-Marie Arouet)

Below is quoted from Daniel Ally (I changed one word) in his contribution to Entrepreneur

“Most people assume that they know answers. Their assumptions actually hold them back from knowing the truth. Truly, you want to ask questions to gain clarity about the direction you are heading. The fact is that many people don’t ask any questions as they habitually guess their way by creating answers for themselves.

To become a great researcher, don’t answer your questions, but question your answers. When you need to know the facts, you must inquire, not just make assumptions. Many people don’t want to ask questions because it exposes them to confront the reality of their circumstance, which may scare them. Moreover, asking questions forces them into the laborious task of thinking, which is why they fail to ask questions.”

My publication list is available at Google Scholar

New Software:

Savage’s approach to research, via Mosteller (copy from Jon McAuliffe’s webpage):

  • As soon as a problem is stated, start right away to solve it. Use simple examples.
  • Keep starting from first principles, explaining again and again what you are trying to do.
  • Believe that this problem can be solved and that you will enjoy working it out.
  • Don’t be hampered by the original problem statement. Try other problems in its neighborhood; maybe there is a better problem than the current one you are facing.
  • Work an hour or so on it frequently. Talk about it; explain it to people.



My book on Monte Carlo methods:

Sample chapters from the book: Preface, Table of Content, and Chapter 1Chapter 4, and Chapter 5.


Table of Contents


Link to Professional Societies:


Past Workshops

Some Talk Slides Are Available for Viewing


Hobby: fountain pen collection