Yuchen Fang

Yuchen Fang

Hello!

I am a second year Ph.D. student in the Department of Mathematics at the University of California, Berkeley. My research interests lie in optimization, with focus on stochastic optimization and nonlinear optimization. I am interested in designing algorithms with rigorous theoretical guarantees and conducting algorithm analysis. I am also interested in applying state-of-the-art optimization algorithms to solve problems in operations research, high-dimensional statistics, machine learning and finance.

Prior to Berkeley, I obtained my master’s degree in Computational and Applied Mathematics from the University of Chicago, where I was advised by Prof. Mladen Kolar and Prof. Sen Na. I also received supervision from Prof. Mihai Anitescu and Prof. Michael W. Mahoney on my master’s thesis and research projects. I obtained my bachelor’s degree in Statistics from Xiamen University with the supervision from Prof. Yingxing Li on my undergraduate thesis.

Research Interests

  • stochastic nonlinear optimization
  • numerical linear algebra
  • high-dimensional statistics
  • statistical learning
  • mathematical finance

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