My research involves both theoretical and practical aspects. More specifically, this focuses on deep generative models, kernel methods, optimization in machine learning and Bayesian inference whose gained theories can be applied to supervised learning, semi-supervised learning, adversarial learning, online learning, anomaly detection, and cyber security. I have published in the top-notch conferences and high quality journals in machine learning, artificial intelligence, and data mining including NIPS, ICLR, AISTATS, UAI, IJCAI, ICDM and Journal of Machine Learning Research (JMLR).