Please visit my new homepage.
Email: yunbei [at] mit.edu
I am currently a postdoctoral associate at MIT.
My research interests include machine learning, operations research, and statistical physics.
Starting Fall 2024, I will be an Assistant Professor at NUS ISEM. I am looking for motivated PhD students and postdocs.
Background
Postdoc, Massachusetts Institute of Technology
Laboratory for Information and Decision Systems
Advisor: Sasha Rakhlin
Doctor of Philosophy, Columbia University
Graduate School of Business
Advisor: Assaf Zeevi
Bachelor of Science, Peking University
Department of Mathematics
• Bayesian Design Principles for Frequentist Sequential Learning (this is the arXiv link to the full version, which is the authors’ recommended version)
with Assaf Zeevi.
- short version in International Conference on Machine Learning (ICML) 2023. Code
- ICML Outstanding Paper Award
- INFORMS George Nicholson Student Paper Competition, First Place
- Applied Probability Society Best Student Paper Award, Finalist
• Towards Optimal Problem Dependent Generalization Error Bounds in Statistical Learning Theory
with Assaf Zeevi.
- Mathematics of Operations Research, 2024.
- 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
• Statistical Properties of Robust Satisficing
with Zhiyi Li and Ruohan Zhan.
• Offline Learning from Partial Feedback with Continuous Actions
with Ayeong Lee and Hongseok Namkoong.
Teaching Assistant: Statistical Physics, Markets and Algorithms (Fall 2019, instructed by Yash Kanoria)