Home / Faculty / Sambayan, Rachelle

Sambayan, Rachelle

Associate Professor
RoomMath Building 250

Research Interests
Kernel matrix completion. Mathematics of finance. Kernel methods. Data fusion. TDA. Machine learning
  • Education
    • Ph.D. in Science and Technology (2018)
      Gunma University, Japan

      Dissertation: Kernel Matrix Completion
      Adviser: Assoc. Prof. Tsuyoshi Kato

    • M.S. Applied Mathematics (Mathematics of Finance) (2012)
      University of the Philippines, Diliman

      Thesis: GARCH Approach to Modeling Structural Breaks of Stock Volatility
      Adviser: Prof. Fredegusto Guido P. David

    • B.S. Mathematics (2007)
      University of the Philippines, Diliman

      Thesis: Moore Graphs of Diameter 2
      Adviser: Prof. Jose Maria P. Balmaceda

  • Research

    As Project Leader                                                                                                                  

    • Analyzing Genetic Admixture on Marmoset Genomic Data Using Persistent Homology

    Research Grants Under the Computational Research Laboratory Program of the Institute of Mathematics, University of the Philippines – Diliman

    Duration: 01 Aug 2022 – 31 July 2023.

    • Temperature and Precipitation Impacts on Multi-Strain Dengue Transmission Dynamics in the Philippines (Project No. 22225 PhDIA YEAR 1)

    Office of the Vice Chancellor for Research and Development, University of the Philippines – Diliman

    Duration: 01 Jun 2022 – 31 May 2023 (Extended to 31 Dec 2023)

    • Estimating the Resultant Efficacy of the Administration of Two or More Vaccines in a Single Community

    Bayanihan to Recover as One Act: Grant for Research on COVID-19 in the Philippines

    Funded by: Philippine Government

    Duration: 01 Jun 2021 – 31 May 2022 (Extended to 31 July 2022).

    • Modeling Structural Breakpoints in Volatility of Philippine Peso-US Dollar Currency Exchange Rate

    (MAT-19-1-01 Pending Publication)

    Natural Sciences Research Institute, University of the Philippines – Diliman

    Duration: 01 Jan 2019 – 31 Dec 2019.

    As Co-Project Leader

    • Comparative Study of Persistent Homology and Mapper Applied to Biological Data

    Natural Sciences Research Institute, University of the Philippines – Diliman

    Duration: 01 Jan 2024 – 31 Dec 2024.

    • Computational Laboratory for Covid-19 Modeling and Forecasting

    Republic Act 11494 Bayanihan to Recover as One Act

    Funded by: Philippine Government

    Duration: 01 Jan 2021 – 30 Jun 2021

    • Allocation of Different COVID-19 Vaccines to a Heterogeneous Population: Exploring Various Scenarios

    Bayanihan to Recover as One Act: Grant for Research on COVID-19 in the Philippines

    Funded by: Philippine Government

    Duration: 14 Dec 2020 – 30 Jun 2021

  • Teaching

    Teaching

    • Math 271.1 : Numerical Analysis I
    • Math 197 : Special Topics (Machine Learning for Intelligent Systems)
    • Math 180.1 : Operations Research I
    • Math 171 : Introduction to Numerical Analysis
    • Math 21, 22, 23 : Elementary Analysis I, II, III
    • Math 20 : Precalculus: Functions and their Graphs

    Advising

    Current Student Advisees:

    1. Reniel Jess N. Aleta: BS Mathematics. Undergraduate research topic: Hidden Markov Model, Gaussian mixture model, mathematical finance.
    2. Nicole Angela D.C. Sajo: B.S. Mathematics. Undergraduate research topic: Kernel Methods, optimization.
    3. Aidan Raphael R. Prieto: B.S. Mathematics. Undergraduate thesis topic: Mathematical finance, optimization.
    4. A C Bernadette M. Ducusin: M.S. Applied Mathematics (Mathematical Finance). Graduate thesis topic: Optimal Investment with Transaction Cost. Co-advising with Dr. Jose Maria Escaner IV.
    5. Ela Mae A. Riñon: M.S. Applied Mathematics (Optimization and Approximation). Graduate thesis topic: Topological Data Analysis, kernel methods, optimization.
    6. Ma. Sheena M. Escordial: M.S. Applied Mathematics (Optimization and Approximation). Graduate thesis topic: Combined Simulated Annealing, Genetic Algorithm, Bus Network Design. Co-advising with Dr. Maria Brenda Rayco.
    7. Maikel Roi M. Aguilar: M.S. Applied Mathematics (Optimization and Approximation). Graduate thesis topic: Genetic Algorithm Solution to an Evacuation Planning Model.
    8. Michael E. Subido: Ph.D. Mathematics. Dissertation topic: Temperature and Precipitation Impacts on Multi-Strain Dengue Transmission Dynamics in the Philippines. Co-advising with Dr. Aurelio de los Reyes V.

  • Publications

    Refereed Journal Papers

    (* denotes graduate student coauthor)

    1. Pino R*, Mendoza R, Sambayan R. 2022. Block-level Optical Character Recognition System for Automatic Transliterations of Baybayin Texts Using Support Vector Machine. Philippine Journal of Science 151(1), pp. 303—315, ISSN 0031 – 7683, Feb 2022.
    2. Pino R*, Mendoza R, Sambayan R. 2021. A Baybayin word recognition system. PeerJ Computer Science 7:e596 https://doi.org/10.7717/peerj-cs.596, Jun 2021.
    3. Pino R*, Mendoza R, Sambayan R. 2021. Optical character recognition system for Baybayin scripts using support vector machine. PeerJ Computer Science 7:e360 https://doi.org/10.7717/peerj-cs.360, Feb 2021.
    4. Rivero*, Y. Onuma*, and T. Kato. (2019) Threshold Auto-Tuning Metric Learning. IEICE Transactions on Information and Systems, vol. E102-D, no.6, pp.1163—1170, June 2019.
    5. Rivero* and T. Kato. (2018) Parametric Models for Mutual Kernel Matrix Completion. IEICE Transactions on Information and Systems, vol. E101-D, no.12, pp.2976—2983, Dec. 2018.
    6. Rivero*, R. Lemence, and T. Kato. (2017). Mutual Kernel Matrix Completion. IEICE Transactions on Information and Systems, vol. E100-D, no.8, pp.1844—1851, Aug. 2017.

    Refereed Conference Proceedings

    1. R.L. Improso*, R. Sambayan, M.C. Bargo, J.E. Lope. “Estimating the Resultant Efficacy of the Rollout of Multiple Vaccines in a Population.” AIP Conf. Proc.12 January 2024; 2982 (1): 020010. https://doi.org/10.1063/5.0183373
    2. C.R. Bargo, R.R. Sambayan, H.R.L.D. Improso*, J.E.C. Lope. “Modeling the Effects of Disparities in Vaccine Efficacies and Rollout Rates.” ISCPMS 2021 Conference Proceedings, AIP Publishing. – final review for publication
    3. Rivero and F. G. David. (2019) “Modeling Structural Breakpoints in Volatility of Philippine Peso-US Dollar Currency Exchange Rate”. Empowering Science and Mathematics for Global Competitiveness: Proceedings of the Science and Mathematics International Conference (SMIC 2018, Jakarta, Indonesia), eds Rahmawati, Y. and Taylor, P.C, CRC Press.