Yuxin Chen
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I am an assistant professor of Electrical and Computer Engineering, and an associated faculty member of Computer Science, Applied and Computational Mathematics, and the Center for Statistics and Machine Learning at Princeton University. Prior to joining Princeton in Spring 2017, I was a postdoctoral scholar in the Department of Statistics at Stanford University supervised by Prof. Emmanuel Candès. I completed my Ph.D. in Electrical Engineering at Stanford University in Fall 2014, under the supervision of Prof. Andrea Goldsmith. Research areas: mathematical data science, statistics, reinforcement learning, optimization, information theory, and their applications to medical imaging and computational biology. Contact: Email: yuxin dot chen at princeton dot edu |
Openings
I'm looking for highly motivated postdocs with strong mathematical background and interest in the general areas of statistics and reinforcement learning.
Recent news
New monograph on spectral methods: “Spectral Methods for Data Science: A Statistical Perspective”.
My first student Cong Ma will join the Department of Statistics at the University of Chicago as an assistant professor in 2021. Congratulations, Cong!!!
Overview article: “Nonconvex Optimization Meets Low-Rank Matrix Factorization: An Overview” [full version].
Yuejie Chi and I gave a tutorial on ‘‘Taming Nonconvexity in Information Science’’ at ITW 2018.
I received the 2019 AFOSR Young Investigator Program (YIP) Award and the 2020 ARO YIP Award.
I received the 2020 Princeton graduate mentoring award.
Teaching
Fall 2020: ELE520: Mathematics of Data Science
Fall 2020: ELE201: Information and Signals
Fall 2019: ELE522: Large-Scale Optimization for Data Science (Princeton Engineering Commendation List for Outstanding Teaching)
Recent papers
Reinforcement learning
G. Li, Y. Wei, Y. Chi, Y. Gu, Y. Chen, “Softmax policy gradient methods can take exponential time to converge,” 2021. [slides]
G. Li, C. Cai, Y. Chen, Y. Gu, Y. Wei, Y. Chi, “Is Q-Learning Minimax Optimal? A Tight Sample Complexity Analysis,” 2021.
S. Cen, C. Cheng, Y. Chen, Y. Wei, Y. Chi, “Fast global convergence of natural policy gradient methods with entropy regularization,” accepted to Operations Research, 2021. [paper][slides]
G. Li, Y. Wei, Y. Chi, Y. Gu, Y. Chen, “Breaking the sample size barrier in model-based reinforcement learning with a generative model,” 2020 (accepted in part to NeurIPS 2020). [paper][slides]
G. Li, Y. Wei, Y. Chi, Y. Gu, Y. Chen, “Sample complexity of asynchronous Q-learning: Sharper analysis and variance reduction,” 2020 (accepted in part to NeurIPS 2020). [paper][slides]
Inference and uncertainty quantification
C. Cai, H. V. Poor, Y. Chen, “Uncertainty quantification for nonconvex tensor completion: Confidence intervals, heteroscedasticity and optimality,” 2020 (appeared in part in ICML 2020). [paper][slides]
Y. Chen, J. Fan, C. Ma, Y. Yan, “Inference and uncertainty quantification for noisy matrix completion,” Proceedings of the National Academy of Sciences (PNAS), vol. 116, no. 46, pp. 22931–22937, Nov. 2019. [Arxiv][PNAS version][slides]
Nonconvex statistical learning and estimation
Y. Chen, J. Fan, C. Ma, Y. Yan, “Bridging convex and nonconvex optimization in robust PCA: Noise, outliers, and missing data,” accepted to Annals of Statistics, 2021. [paper]
Y. Chen, C. Ma, H. V. Poor, Y. Chen, “Learning Mixtures of Low-Rank Models,” accepted to IEEE Transactions on Information Theory, 2021. [paper]
Y. Chen, J. Fan, B. Wang, Y. Yan, “Convex and nonconvex optimization are both minimax-optimal for noisy blind deconvolution,” under major revision, Journal of the American Statistical Association, 2020. [paper]
C. Cai, G. Li, H. V. Poor, Y. Chen, “Nonconvex low-rank tensor completion from noisy data,” accepted to Operations Research, 2020 (appeared in part in NeurIPS 2019). [paper][slides]
Y. Chen, Y. Chi, J. Fan, C. Ma, Y. Yan, “Noisy matrix completion: Understanding statistical guarantees for convex relaxation via nonconvex optimization,” SIAM Journal on Optimization, vol. 30, no. 4, pp. 3098–3121, October 2020. [paper][slides]
Y. Chen, Y. Chi, J. Fan, C. Ma, “Gradient descent with random initialization: Fast global convergence for nonconvex phase retrieval,” Mathematical Programming, vol. 176, no. 1-2, pp. 5-37, July 2019. [Arxiv][slides]
C. Ma, K. Wang, Y. Chi, Y. Chen, “Implicit regularization in nonconvex statistical estimation: Gradient descent converges linearly for phase retrieval, matrix completion, and blind deconvolution,” Foundations of Computational Mathematics, vol. 20, no. 3, pp. 451-632, June 2020 (appeared in part in ICML 2018). [main text][supplement][full paper (Arxiv)][slides]
Y. Chen and E. J. Candes, “The projected power method: An efficient algorithm for joint alignment from pairwise differences,” Communications on Pure and Applied Mathematics, vol. 71, issue 8, pp. 1648-1714, August 2018. [slides][code]
Y. Chen and E. J. Candes, “Solving random quadratic systems of equations is nearly as easy as solving linear systems,” Communications on Pure and Applied Mathematics, vol. 70, issue 5, pp. 822-883, May 2017. [slides][website]
Spectral methods
G. Li, C. Cai, Y. Gu, H. V. Poor, Y. Chen, “Minimax estimation of linear functions of eigenvectors in the face of small eigen-gaps,” 2021. [paper]
C. Cheng, Y. Wei, Y. Chen, “Tackling small eigen-gaps: Fine-grained eigenvector estimation and inference under heteroscedastic noise,” 2020. [paper][slides]
C. Cai, G. Li, Y. Chi, H. V. Poor, Y. Chen, “Subspace estimation from unbalanced and incomplete data matrices, $\ell_{2,\infty}$ statistical guarantees ” Annals of Statistics, vol. 49, no. 2, pp. 944-967, 2021. [paper]
Y. Chen, C. Cheng, J. Fan, “Asymmetry helps: Eigenvalue and eigenvector analyses of asymmetrically perturbed low-rank matrices,” Annals of Statistics, vol. 49, no. 1, pp. 435-458, 2021. [paper][slides]
Y. Chen, J. Fan, C. Ma, K. Wang, “Spectral method and regularized MLE are both optimal for top-K ranking,” Annals of Statistics, vol. 47, no. 4, pp. 2204-2235, August 2019. [Arxiv][slides]