Yudong Chen

About

I am an Assistant Professor in the Department of Statistics, University 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.

To students from my LSE ST202/6 classes last year requesting references: please contact me via my Warwick email.

Updates

• Joining Warwick in September 2024. I will be joining the Department of Statistics, University of Warwick as an Assistant Professor from September 2024.
• 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.
• 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.
• 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”.

Publications

• Qinglin Zhu, Runcong Zhao, Hanqi Yan, Yulan He, Yudong Chen, Lin Gui (2025). “Navigating solution spaces in large language models through controlled embedding exploration.” The 42nd International Conference on Machine Learning (ICML).
• Zetai Cen, Yudong Chen, Clifford Lam (2024). “Inference on dynamic spatial autoregressive models with change point detection.” arXiv preprint, arXiv:2411.18773. [PDF]
• Yudong Chen, Tengyao Wang, Richard J. Samworth (2024). “Inference in high-dimensional online changepoint detection.” Journal of the American Statistical Association, 119, 1461-1472. [PDF]
• Yudong Chen, Yining Chen (2024). “Discussion of Automatic Change-Point Detection in Time Series via Deep Learning by Jie Li, Paul Fearnhead, Piotr Fryzlewicz and Tengyao Wang.” Journal of the Royal Statistical Society, Series B, 86, 316-317. [PDF]
• 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. [PDF]
• Yudong Chen, Tengyao Wang, Richard J. Samworth (2022). “High-dimensional, multiscale online changepoint detection.” Journal of the Royal Statistical Society, Series B, 84, 234-266. [PDF]
• Yudong Chen (2021). “High-dimensional online changepoint detection.” PhD thesis, University of Cambridge. [PDF]
• Yudong Chen, Roman Chernov, Marco Flores, Maxime Fortier Bourque, Seewoo Lee, Bowen Yang (2018). “Toy Teichmuller spaces of real dimension 2: the pentagon and the punctured triangle.” Geometriae Dedicata, 197, 193-227. [PDF]

* Equal contribution.

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

University of Warwick, as module leader

• ST420 Statistical Learning and Big Data, 2024/25. Please use the Warwick Moodle course page to access relevant course materials.

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, 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, Cambridge, Oct 2018-Dec 2021. Offered free statistical and practical consulting to Cambridge university members from a range of departments; organised clinic sessions, arranged helpers, responded to client queries, collected feedback, and updated the clinic website.
• Undergraduate Supervisor, University of Cambridge, Cambridge, Oct 2018-Jun 2021. Small group undergraduate teaching for mathematics students at Cambridge. Courses: IB Statistics and II Principles of Statistics.
• Teaching Assistant, Harvard Summit for Young Leaders in China (HSYLC), Shanghai, Aug 2015. Designed and supported a Harvard-style seminar on Case Studies in Modern Architecture, and led a 30-student team in intensive leadership and teamwork challenges.
• Summer Intern in Group IT and Group HR, Jardine Matheson, Hong Kong, Jul 2014-Aug 2014. Helped complete feasibility study reports, proofread and improved conference timetables, contacted hotels and companies, tested the conference system, and drafted intranet homepage design research.

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 and 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

Email: yudong.chen@warwick.ac.uk
Address: Department of Statistics, University of Warwick, Coventry, CV4 7AL
Office: Room 4.11, Mathematical Sciences Building