About Me

I am an LSE Fellow in the Department of Statistics, London School of Economics and Political Science. Previously, I was a postdoctoral researcher at LSE, hosted by Tengyao Wang. I completed my PhD in Statistics in 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.

I am on the 2023-24 job market.

Download my CV.

Interests
  • High-dimensional statistics
  • Changepoint detection
  • Robust statistics
  • Online algorithms
  • Machine learning
Education

  • PhD in Statistics, 2023 (approved in 2022)

    University of Cambridge

  • MA, 2023

    University of Cambridge

  • MMath in Mathematics, 2018

    University of Cambridge

  • BA in Mathematics, 2018

    University of Cambridge

Updates

Working as an LSE Fellow (September 2023)
I am excited to announce that I will work as an LSE Fellow in the Department of Statistics at the London School of Economics and Political Science from September 2023.
Aug 18, 2023 1 min read
Attending the ICMS workshop and the IMS Annual Meeting (May/June 2022)
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.
Last updated on May 24, 2022 1 min read
Joining LSE as a research officer (November 2021)
I am excited to join the Department of Statistics at the London School of Economics and Political Science as a research officer from November 2021. I am hosted by Tengyao Wang, and work on his EPSRC grant on ‘Change-point analysis in high dimensions’.
Last updated on Nov 25, 2020 1 min read

Publications

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Yudong Chen, Yining Chen (2023). 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., to appear.

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Mengchu Li, Yudong Chen, Tengyao Wang, Yi Yu (2023). Robust mean change point testing in high-dimensional data with heavy tails. arXiv preprint, arXiv:2305.18987.

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Yudong Chen, Tengyao Wang, Richard J. Samworth (2023). Inference in high-dimensional online changepoint detection. J. Amer. Statist. Assoc., to appear.

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Yudong Chen, Tengyao Wang, Richard J. Samworth (2022). High-dimensional, multiscale online changepoint detection. J. Roy. Statist. Soc., Ser. B., 84, pp. 234–266.

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Yudong Chen (2021). High-dimensional online changepoint detection. PhD thesis, University of Cambridge.

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Talks

Teaching

London School of Economics - as class teacher

Table of useful distributions by Prof. Richard Weber

Office hour (WT): 1-2pm every Thursday in COL 5.09, except for reading week, bookable via Student Hub.

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
Oct 2018 – Dec 2021 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
Oct 2018 – Jun 2021 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)
Aug 2015 – Aug 2015 Shanghai
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
Jul 2014 – Aug 2014 Hong Kong
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

Contact

  • y.chen276@lse.ac.uk
  • Columbia House, London School of Economics and Political Science, Houghton Street, London, WC2A 2AE
  • Room 7.13 of Columbia House