About me

I am currently a third year Ph.D. student at Department of Statistics, University of Chicago, working with Mladen Kolar.

Email: youlinchen AT uchicago DOT edu

CV: Resume


  • Ph.D. candidate in Statistics, The University of Chicago
  • Bachelor of Science in Electrical Engineering; Minor in Mathematics, National Tsing Hua University
    • 09/2010 – 06/2014, Hsinchu, Taiwan

Research Interests

  • High-dimensional statistics
  • Convex and non-convex optimization
  • Stochastic and online optimization
  • Unsupervised representation learning
  • Dependent data analysis

Working Projects

  • Vector Transport free Riemannian SARAH for Eigenproblems
    • Proposed a Riemannian solver using stochastic recursive gradient algorithm without additional computational costs such as parallel transport or vector transport
    • Provided global convergence analysis in an inexact and mini-batch setting
  • Ratio Trace Formulation for Supervised and Unsupervised Wasserstein Discriminant Analysis
    • Proposed an eigensolver based method to compute the discriminative subspace of the Wasserstein Discriminant Analysis
    • Combined Wasserstein Discriminant Analysis with low-dimensional clustering techniques such as Kmeans to perform discriminative clustering
    • Provided convergent analysis for both supervised and unsupervised WDA under the Self-Consistent Field framework
  • Modeling High-Frequency Spatio-Temporal Data
    • Established Spatio-temporal models for ​hourly-observed pollutants ​data for 12 years in Taiwan

Working Papers

  • Tensor Canonical Correlation Analysis. You-Lin Chen, Mladen Kolar, Ruey S. Tsay. Submitted. 2019 [pdf]
  • Model Selection in High-Dimensional Nonlinear Models Using Orthogonal Matching Pursuit. You-Lin Chen, Chi-Shian Daib, and Ching-Kang Ing. Preprint.
  • Robust Estimation of Covariance Matrix and Precision Matrix. Wanrong Zhu, You-Lin Chen. Preprint.


  • Summer intern, Cognitive Computing Lab, ​Baidu Research​
    • 06/2019 – 09/2019, Beijing, China
  • Research Assistant, Institute of Statistical Science, Academia Sinica
    • 05/2015 – 08/2016, Taipei, Taiwan