Stochastic Systems Lab Edwardson School, Purdue University

Research

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We are applied probabilists with interests in the modeling and analysis of stochastic systems, generative modeling and inverse problems, stochastic optimization and control.

Analysis of Stochastic Systems
Topics:
  • Large scale asymptotics for nonstationary space-time stochastic processes
  • Percolation phenomena on dynamic random graph models
  • (Local) weak convergence analyses on random graphs and compartmentalized stochastic processes
Support:
  • National Science Foundation CMMI/1636069
  • National Science Foundation DMS/2153915
  • IE Frontiers Grant, Purdue Research Foundation
Design and Control
Topics:
  • Reinforcement learning in continuous time with rough paths
  • Robust stochastic filtering in Levy-driven and non-Markovian systems
  • RL for impulse controlled stochastic processes
  • Drift optimization and dynamic rate control of stochastic processes using simulation
  • Simulation optimization and reinforcement learning algorithms for solving dynamic optimal transport problems
Support:
  • National Science Foundation DMS/2153915
  • Office of Naval Research (ONR) FA-9550-24-1-0210
Model Estimation and Inverse Problems
Topics:
  • Generative modeling for inverse problems in discrete-event models
  • Statistical inference for controlled Markov models
  • Theory of amortized and variational inference
  • Forward model estimation for discrete-event models
Support:
  • National Science Foundation DMS/1812197
  • National Science Foundation DMS/2153915
  • National Science Foundation CAREER/2143752
  • Office of Naval Research (ONR) FA-9550-24-1-0210

Open Positions

PhD Position in Stochastic Modeling

We are always looking for motivated PhD students with interests in applied probability/stochastic control/inverse problems. The position is fully funded and includes opportunities to collaborate across disciplines. If you find our ongoing projects interesting, please reach out.

Requirements:
  • Strong background in probability and stochastic processes
  • Experience with simulation or reinforcement learning is a plus

Start Date: Fall 2025

How to apply: Send an email to honnappa at purdue.edu with "[PhD 2025]" in the subject line and share your academic CV.

Postdoctoral Fellow (2)

One-year postdoc position is available with potential renewal. Focused on percolation phenomena in random geometric graphs and dynamical settings and compartmentalized stochastic models. This project is related to the PODAS project at Purdue.

Requirements:
  • PhD in a relevant field (e.g., probability, operations research, applied mathematics)
  • Strong publication record

Start Date: Flexible

How to apply: Send an email to honnappa at purdue.edu and sdhara at purdue.edu with "[postdoc]" in the subject line and share your academic CV.

Undergraduate students

We are seeking motivated undergraduate students to work on a risk-score modeling project for predicting student performance.

Requirements:
  • IE 332 and IE 230 or IE 330 (or equivalents)
  • current Purdue undergraduate

Start Date: Flexible

How to apply: Send an email to honnappa at purdue.edu with "[UG Research]" in the subject line and share your academic CV.

Updates

Postdoctoral fellow position available - July 31, 2025