Rob J. Wang

Ushuaia

About Me

    I am a Director of Data Science at Block Inc. (Square). Previously, I have also worked on the data science teams (in both managerial and individual contributor capacities) at Robinhood Markets, Slack Technologies, and Airbnb, developing broad expertise across the online marketplace, messaging, SaaS, payments, fraud detection, and growth domains.

    In September 2017, I received a Ph.D. from the Department of Management Science and Engineering (MS&E) at Stanford University, specializing in Operations Research. My advisor was Prof. Peter W. Glynn, and my thesis was titled Brownian Modeling of Queues: Rates of Convergence to Equilibrium, Departure Variability, and Large Deviations.

Education

  • Ph.D. in Management Science and Engineering (Operations Research), Stanford University (2011-2017)
  • M.S. in Statistics, Stanford University (2015-2016)
  • B.Sc. (Honours) in Mathematics, Queen's University (2007-2011)

Selected Awards

  • Natural Sciences and Engineering Research Council of Canada Postgraduate Scholarships (2011-2015)
  • Arvanitidis Stanford Graduate Fellowship (SGF) in Memory of William Linvill (2011-2014)
  • Governor General's Academic Medal, Queen's University (2011)
  • Governor General's Academic Medal, Riverside Secondary School (2007)

Publications

  • A Heavy-traffic Perspective on Departure Process Variability (with Peter W. Glynn)
    Stochastic Processes and Their Applications, Volume 166, Article 104097 (2023) p.1-25
  • On the Rate of Convergence to Equilibrium for Two-sided Reflected Brownian Motion and for the Ornstein-Uhlenbeck Process (with Peter W. Glynn)
    Queueing Systems, Volume 91, Issue 1-2 (2019) p.1-14
  • On the Rate of Convergence to Equilibrium for Reflected Brownian Motion (with Peter W. Glynn)
    Queueing Systems, Volume 89, Issue 1-2 (2018) p.165-197
  • On the Marginal Standard Error Rule and the Testing of Initial Transient Deletion Methods (with Peter W. Glynn)
    ACM Transactions on Modeling and Computer Simulation, Vol. 27, No. 1, Article 1 (2016) p.1-30
  • Central Limit Theorems and Large Deviations for Additive Functionals of Reflecting Diffusion Processes (with Peter W. Glynn)
    Fields Communications Series: Asymptotic Laws and Methods in Stochastics (2015) p.329-345
  • Measuring the Initial Transient: Reflected Brownian Motion (with Peter W. Glynn)
    Proceedings of the Winter Simulation Conference (2014) p.652-661
  • Zeros of Ramanujan Polynomials (with M. Ram Murty and C. Smyth)
    J. Ramanujan Math. Soc. 26, No.1 (2011) p.107-125

Miscellaneous