Wei Deng

I am a researcher at Morgan Stanley. My interest is to study GPU-friendly sampling, diffusion, filtering, and transport methods. The applications include, but not limited to generative models and time series. I actively contribute to open-source projects such as Contour Sampler in JAX and NLP in Finance.

Feel free to contact me at: firstnamelastname056@gmail.com


Feb, 2024. 2 ICML + 3 UAI submitted + 1 JCGS (revision)

Dec, 2023. Participate Transport, Diffusion, and Sampling Workshop at Flatiron Institute.

Nov, 2023. Talk at Financial Mathematics Seminar at FSU

Apr, 2023. One ICML on diffusion Schrodinger bridge with transformers is accepted!

Dec, 2022. The Contour Sampler is implemented in BlackJAX!

Feb, 2022. Talk at Opt and ML Seminar at HKU

Oct, 2021. I have defended my thesis!

Oct, 2020. Talk at ML + X Seminar at Brown University


Reviewers: ICML, NeurIPS, ICLR, AISTAT, AAAI, IJCAI, Machine Learning Journal.

La pensée n’est qu’un écliar au milieu d’une longue nuit. Mais c’est cet éclair qui est tout.