latest news


Joined Baidu's Research team, Institute of Deep Learning at Silicon Valley

2014.07.07 - 2014.07.18

Lecturing in Probabilistic Programming for Advanced Machine Learning summer school at Portland, Oregon.


BLOG 0.9 is released! Includes a lot of improvements in performance, reducing memory consumption for Particle filters, and syntax improvements.


One paper accepted by NIPS 2013, about modeling multi-dimensional time series, e.g. stock price daily high, low, open, close for many companies.


One paper accepted by KDD 2013, about making sense of user review in online markets.


One paper accepted by ICML 2013, about particle filtering for static parameters.


One paper accepted by CHI 2013 (WIP track). Please checkout our presentation at Paris!


One paper accepted by AISTATS 2013, about efficient sampling scheme. See you in AZ!


Lei got ACM SIGKDD Best Dissertation Award (runner-up).


Research Scientist at Baidu USA.

Email: CLICK (Spam blocking provided by the reCAPTCHA Project).

Research interest

Machine learning and data mining:

  • Large scale optimization and machine learning
  • Probabilistic programming and systems
  • Time series learning and particle filtering


  • Physiological modeling in ICU
  • Data center traces and monitoring

Too many of us are not living our dreams because we are living our fears. - Les Brown