About Me
I am an Assistant Professor in the Department of Statistics, Univeristy of Warwick. From 2021 to 2023, I was a postdoctoral researcher, hosted by Tengyao Wang and then an LSE Fellow from 2023 to 2024 at the London School of Economics and Political Science. I completed my PhD in Statistics at the University of Cambridge, supervised by Richard J. Samworth and Tengyao Wang, with the thesis title High-dimensional Online Changepoint Detection. My research interests include changepoint detection, high-dimensional statistics, robust statistics, online algorithms and machine learning.
Download my CV.
To students from my LSE ST202/6 classes last year requesting references: please contact me via my Warwick email.
Interests
- High-dimensional statistics
- Changepoint detection
- Robust statistics
- Online algorithms
- Machine learning
Education
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PhD in Statistics, 2023 (approved in 2022)
University of Cambridge
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MA, 2023
University of Cambridge
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MMath in Mathematics, 2018
University of Cambridge
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BA in Mathematics, 2018
University of Cambridge
Updates
I will attend the ICMS workshop on Structural Breaks and Shape Constraints in Edinburgh, UK in May 2022 and give a contributed talk at the IMS Annual Meeting in London, UK in June 2022.
Publications
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(2024).
Inference in high-dimensional online changepoint detection.
J. Amer. Statist. Assoc., 119, pp. 1461–1472.
(2024).
Discussion of Automatic Change-Point Detection in Time Series via Deep Learning by Jie Li, Paul Fearnhead, Piotr Fryzlewicz and Tengyao Wang.
J. Roy. Statist. Soc., Ser. B., 86, pp. 316–317.
(2023).
Robust mean change point testing in high-dimensional data with heavy tails.
arXiv preprint, arXiv:2305.18987.
(2022).
High-dimensional, multiscale online changepoint detection.
J. Roy. Statist. Soc., Ser. B., 84, pp. 234–266.
(2021).
High-dimensional online changepoint detection.
PhD thesis, University of Cambridge.
Talks
- CMStatistics 2023, Berlin, December 2023
- EcoSta 2023, Tokyo, August 2023
- Workshop on Change Point Analysis, Warwick, May 2023
- 2022 IMS Annual Meeting, London, June 2022
- StatScale Seminar Series, Lancaster, June 2020
- Research Students’ Conference in Probability and Statistics (RSC), Exeter, June 2019
Teaching
London School of Economics - as class teacher
- ST202 Probability, Distribution Theory and Inference, 2022/23, 2023/24
- ST206 Probability, Distribution Theory, 2022/23, 2023/24
- ST447 Data Analysis and Statistical Methods, 2023/24
- ST449 Artificial Intelligence, 2023/24
- ME116 Introduction to Statistics: Understanding the World through Data, Summer School 2024
University of Cambridge (Mathematical Tripos) - as undergraduate supervisor
- Statistics (Part IB), 2018/19, 2019/20, 2020/21
- Principles of Statistics (Part II), 2018/19, 2019/20
Experience
Statistics Clinic Consultant/Organiser
University of Cambridge
Responsibilities include:
- Offering free statistical and practical consulting service to Cambridge university members from different departments including chemistry, criminology, economics, education, engineering, medicine, etc. to assist with their research.
- Organising clinic sessions, arranging helpers, responding to queries from clients, collecting feedback and updating the clinic website. Using javascript to automatically send out confirmation/wait-listing emails from a spreadsheet.
Undergraduate Supervisor
University of Cambridge
Small group undergraduate teaching for mathematics student at Cambridge. Courses: IB Statistics (second-year course), II Principles of Statistics (third-year course).
Teaching Assistant
Harvard Summit for Young Leaders in China (HSYLC)
Designing and supporting a Harvard-style seminar on Case Studies in Modern Architecture, as well as leading a 30-student team in a series of intensive leadership and teamwork challenges. HSYLC is a 9-day 600-student Harvard’s largest summer educational program of its kind in Asia.
Summer Intern in Group IT and Group HR
Jardine Matheson
Carried out a background research and help complete feasibility study reports on a future hotel project in India. Proofread and improved the timetable for the conferences for directors (DDI), contacted hotels and companies to check details, tested and improved the online system for the conference. Carried out a research on instant messaging and company Intranet, drafted the homepage of Group IT and the company Intranet design.
Awards
- 2023 Class Teacher Award, London School of Economics
- 2020 Smith–Knight Essay Prize, Faculty of Mathematics, University of Cambridge
- 2014–2018 Jardine Foundation Scholarship, Jardine Matheson
- 2017 Henry Cavendish Scholar in Mathematics, Peterhouse
- 2016–2017 Senior Burkill Prize for Mathematics, Peterhouse
Miscellany
- I have reviewed for Annals of Statistics, Journal of the Royal Statistical Society Series B, Biometrika, Annals of Applied Statistics, Bernoulli and Journal of Computational and Graphical Statistics.
- My programming skills include R, Python, Matlab, C++.
- My hobbies include piano, ukulele, swimming, table tennis, baseball and travelling.
- I am a big sports fan! My favourite teams and sportspersons include Chelsea Football Club, Shanghai Port Football Club, New York Yankees, Pittsburgh Steelers, Scuderia Ferrari F1 team, Roger Federer and Ronnie O’Sullivan.
Contact
- yudong.chen@warwick.ac.uk
- Department of Statistics, University of Warwick, Coventry, CV4 7AL
- Room 4.11, Mathematical Sciences Building