Email: yunbei [at] mit.edu
I am broadly interested in machine learning, operations research, and mathematical physics.
Postdoc, MIT, 2023-2024
Statistics and Data Science Center, Institute for Data, Systems, and Society
Advisor: Sasha Rakhlin
Ph.D., Columbia University, 2018-2023
Decision, Risk, and Operations, Graduate School of Business
Advisor: Assaf Zeevi
B.Sc., Peking University, 2014-2018
Department of Mathematics, School of Mathematical Sciences
Starting Fall 2024, I will be an Assistant Professor at NUS, affiliated with ISEM and IORA.
• Bayesian Design Principles for Frequentist Sequential Learning
with Assaf Zeevi.
- International Conference on Machine Learning (ICML) 2023.
- Outstanding Paper Award; Oral
• Towards Optimal Problem Dependent Generalization Error Bounds in Statistical Learning Theory
with Assaf Zeevi.
- Minor Revision in Mathematics of Operations Research
- Applied Probability Society Best Student Paper Award, Finalist
Towards Problem-dependent Optimal Learning Rates
with Assaf Zeevi.
- Conference on Neural Information Processing Systems (NeurIPS) 2020.
- Spotlight (top 2.9%)
• Upper Counterfactual Confidence Bounds: a New Optimism Principle for Contextual Bandits
with Assaf Zeevi.
• Acceleration of Primal-Dual Methods by Preconditioning and Simple Subproblem Procedures
with Yanli Liu and Wotao Yin.
- Journal of Scientific Computing, 2021. Code
• Offline Learning from Partial Feedback with Continuous Actions
with Khashayar Khosravi and Hongseok Namkoong.
Instructor: Real Analysis Math Camp (Fall 2021)
Teaching Assistant: Managerial Statistics (Fall 2022 & Fall 2021, instructed by Assaf Zeevi)
Teaching Assistant: Statistical Physics, Markets and Algorithms (Fall 2019, instructed by Yash Kanoria)