Siong Thye Goh Prediction Analysis Lab, MIT. |

I am a graduate student in ORC (Operations Research Center) of MIT. I have been working under the supervision of Professor Cynthia Rudin from Duke University. My research interests include developing new interpretable machine learning algorithms and statistical method, and studying statistical learning theory under the causal inference framework. I am also interested in applying submodular structure to improve the efficiency of advertisement.
I work at the Prediction Analysis Lab at MIT where you can find many other talented individuals who are also interested in applying accurate and yet interpretable machine learning techniques to social good applications, e.g. criminology and medical data.
I can be contacted at stgoh@mit.edu. |

Siong Thye Goh and Cynthia Rudin (2017) A Minimax Surrogate Loss Approach to Causal Inference. *Submitted*. (pdf and supplement)

Siong Thye Goh and Cynthia Rudin (2016) Cascaded High Dimensional Histograms: A Generative Approach to Density Estimation. *Submitted*. (pdf)

Siong Thye Goh and Cynthia Rudin (2014) Box Drawings for Learning with Imbalanced Data. *KDD 2014: 333-342*. (pdf)

Siong Thye Goh, Xinmin Cai, Chao Yuan, Amit Chakraborty, and Matthew Evans (2016) Gas Turbine Failure Prediction Utilizing Supervised Learning Methodologies. *Patent W2016040085A1*. (link)

Siong Thye Goh, Chao Yuan, Amit Chakraborty, and Matthew Evans (2016) Gas Turbine Sensor Failure Detection Utilizing a Sparse Coding Methodology. *Patent W2016040082A1*. (link)

Delin Chu and Siong Thye Goh (2010) A New and Fast Implementation for Null Space Based Linear Discriminant Analysis *Pattern Recognition, Vol 34, Issue 4, April 2010, Pages 1373-1379*. (paper)

Delin Chu and Siong Thye Goh (2010) A New and Fast Orthogonal Linear Discriminant Analysis on Undersampled Problems *SIAM J. Sci. Comput., 32(4), 2274-2297 *. (pdf)

Delin Chu, Siong Thye Goh, and Y.S. Hung (2011) Characterization of All Solutions for Undersampled Uncorrelated Linear Discriminant Analysis Problems *SIAM J. Matrix Anal. Appl. Vol 32, No. 3, pages 820-844 *. (pdf)

Chik-How Tan and Siong-Thye Goh (2011) Several Classes of Even-Variable Balanced Boolean Functions with Optimal Algebraic Immunity *IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences Vol.E94-A No.1 pp.165-171 *. (link)

Guang Gong, Siong Thye Goh, and Yin Tan (2016) Determining Permutation Polynomials with Linear Translator. * submitted *.

## I worked as a teaching assistant in the Department of Mathematics at the National University of Singapore when I pursued my Master's degree in Mathematics. I have completed the teaching assistant training program from the Center for Developement of Teaching and Learning, NUS. I TA-ed the following classes:- MA1101R Linear Algebra 1 (2008, 2009)
- MA1100 Fundamental Concepts of Mathematics (2008)
- MA1505 Mathematics 1 (2007)
## I received the Best Teaching Assistant Awards from the Department of Mathematics and Faculty of Science for each of the classes.## I answer questions on Mathematics Stack Exchange and Cross Validated sometimes . |

My CV can be found here .