Luke Snow

I'm a Postdoctoral Research Associate at Yale University, where I am fortunate to be hosted by Professor Boris Landa. My research interests are broadly in statistical signal processing, stochastic analysis and its application to machine learning, and algorithmic game theory. See my research page for more details.

In September of 2026 I obtained my Ph.D. in electrical engineering from Cornell University, where I was advised by Professor Vikram Krishnamurthy within the Cornell Statistical Signal Processing Lab.

I have professional research experience through internships with Basis Research Institute (2026), the U.S. Army Research Laboratory (2022), and the MIT Lincoln Laboratory (2021).

Here's my Google Scholar, Linkedin, and Github.

Email: first.last[at]yale[dot]edu


Highlighted Publications and Recent Preprints

Please refer to publications for the full list.

Luke Snow, Vikram Krishnamurthy
Efficient Neural SDE Training using Wiener-Space Cubature
arXiv:2502.12395, 2025 [pdf]

Luke Snow, Vikram Krishnamurthy
Malliavin Calculus with Weak Derivatives for Counterfactual Stochastic Optimization
arXiv:2510.00297, 2025 [pdf]

Luke Snow, Vikram Krishnamurthy
Finite-Sample Bounds for Adaptive Inverse Reinforcement Learning using Passive Langevin Dynamics
IEEE Transactions on Information Theory, 2025 [pdf]

Luke Snow, Vikram Krishnamurthy
Data-Driven Mechanism Design using Multi-Agent Revealed Preferences
63rd IEEE Conference on Decision and Control, 2024 [pdf]

Luke Snow, Vikram Krishnamurthy, Brian M. Sadler
Quickest Detection for Human-Sensor Systems using Quantum Decision Theory
IEEE Transactions on Signal Processing, 2024 [pdf]


Awards

[2024] IEEE Signal Processing Society Scholar

[2021] NSF Graduate Research Fellow

[2021] Clemson University 'W.M. Riggs Award' for the most outstanding senior in electrical engineering