Stochastic models, data-driven decision making, and empirical operations management

Yi CHEN joined the Department of Industrial Engineering and Decision Analytics at the Hong Kong University of Science and Technology as an Assistant Professor in Jan 2022. He received Ph.D. in Industrial Engineering and Management Sciences from Northwestern University (2021), and B.S. degree in Statistics from University of Science and Technology of China (2016).

• Terminal Year Fellowship (2020), Graduate School, Northwestern University
• Arthur P. Hurter Award (2017), Department of IEMS, Northwestern University
• The 35th Guo Moruo Award (2016, highest honor for undergraduate), University of Science and Technology of China
• Exceptional Graduate Award (2016), University of Science and Technology of China
• National Scholarship (2015), Ministry of Education of P.R. China

1. Chen Y., Dong J. and Ni H. (2021), epsilon-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations,  Mathematics of Operations Research
    
2. Chen Y., Chen J., Dong J., Peng J. and Wang Z. (2019), Accelerating Nonconvex Learning via Replica Exchange Langevin Diffusion, 2019 International Conference on Learning Representations
    
3. Chen Y. and Dong J. (2019), On the Almost Sure Convergence Rate for a Series Expansion of Fractional Brownian Motion, Proceedings of the 2019 Winter Simulation Conference
    
4. Chen Y., Yang Z., Xie Y. and Wang Z. (2018), Contrastive Learning from Pairwise Measurements, 2018 Advances in Neural Information Processing Systems
    
5. Wang Y.*, Chen Y.*, Fang E., Wang Z. and Li R., Nearly Dimension-Independent Sparse Linear Bandit over Small Action Spaces via Best Subset Selection, under revision
    
6. Chen Y., Dong J. and Wang Z., A Primal-dual Approach to Constrained Markov Decision Processes, under revision
    
7. Chen Y., Dong J. and Tong X., Can We Do Better than Random Start? The Power of Data Outsouring, under review
    
8. Chen Y., Dong J. and Zheng F., How to Display Promotions When Customers Search? working in progress