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
Education
- Ph.D. candidate in Statistics, The University of Chicago
- Advisor: Mladen Kolar
- 09/2016 – Present, Chicago, IL
- 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
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- 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
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- 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
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- 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.
Experience
- 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