Ian McPherson
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Ian McPherson

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Welcome to my website! My name is Ian, and I am currently pursuing a PhD in Applied Mathematics and Statistics under the joint supervision of Mauro Maggioni and Mateo Díaz at Johns Hopkins University. I completed a MSc in Pure Mathematics at Tufts University, and two BAs in Economics and Biochemistry at Occidental College.

Research Interests

I exploit mathematical structures to design and analyze optimization algorithms, and construct statistical estimators from high-dimensional data.

I am interested in the theoretical and algorithmic foundations of Data Science, motivated by the impact of exploiting data for advancing scientific discovery. To exploit data, one must use fast/scalable algorithms while side-stepping the curse of dimensionality which negatively effects convergence and statistical rates.

To this end, I explore the interplay of optimization, geometry, and statistics through a variety of different mathematical lenses including Riemannian geometry, optimal transport, and high-dimensional probability.

Research Areas »

Research Pipeline

Below are some of my ongoing and recent research projects. For a full list of publications, preprints, and posters, see Publications and Presentations.

  • Neural Dynamic Portfolio Control with Provable Learning Guarantees (Revise and Resubmit at Management Science)
    with Yizhe Huang, Rui Gao, Shuang Li, Luhao Zhang

    Are there neural approaches to portfolio control that incorporate historical returns with provable end-to-end global guarantees? See more… »

  • Nonsmooth Riemannian Optimization with Inexact Information (Submitted)
    with Mateo Díaz and Benjamin Grimmer

    Can nonsmooth convex Riemannian optimization admit nonasymptotic convergence rates using only subgradients, first-order retractions, and vector transports? See more… »

  • Constrained Fréchet Means of Unknown Submanifolds of Non-Euclidean Spaces (In-Preparation)
    with Mauro Maggioni

    Given only a local sampler of a non-convex submanifold of some non-Euclidean space, i.e., Riemannian or Wasserstein, is there an algorithm to compute the empirical intrinsic mean up to arbitrary accuracy with provable guarantees?

Upcoming Talks

Below are some upcoming talks. If you will be at any of these, please say hi! For a full list of publications, preprints, and posters, see Publications and Presentations.

  • SIAM Conference on Optimization (OP26) — June 2, 2026 · University of Edinburgh

    Talk: Nonsmooth Riemannian Optimization with Inexact Manifold Primitives via Bundle Methods See more… »

  • MOPTA 2026 — August 18, 2026 · Lehigh University

    Talk: Nonsmooth Riemannian Optimization with Inexact Manifold Primitives via Bundle Methods See more… »

  • INFORMS Annual Meeting — November 1–4, 2026 · San Francisco

    Talk: Constrained Fréchet Means of Unknown Submanifolds of Non-Euclidean Spaces
    Co-organizing session Optimization in Data Science with Mateo Díaz See more… »

  • SIAM Conference on Mathematics of Data Science (MDS26) — November 16–20, 2026

    Talk: Constrained Fréchet Means of Unknown Submanifolds of Non-Euclidean Spaces
    Co-organizing session Geometry, Dynamics, and Inference with Mauro Maggioni and George Kevrekidis See more… »

Recent News

Check out news about the latest  Papers ,  Talks ,  Awards , and  More »

Organizing Session at SIAM Conference on Mathematics of Data Science
Nov 16, 2026
Organizing Session at INFORMS Annual Meeting
Nov 1, 2026
Talk at MOPTA 2026
Aug 18, 2026
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