معرفی
Yi Shen is an Associate Professor in the Department of Statistics and Actuarial Science at the University of Waterloo, Canada. He holds affiliations with the Institute of Quantum Computing. His research focuses on applied probability, stochastic processes, and their symmetries, including stationarity, self-similarity, and exchangeability. He explores applications in extreme value theory, financial mathematics, quantum information, and statistical physics.
Education: PhD in Operations Research (Cornell University, 2013) under Gennady Samorodnitsky; Ingenieur in Quantitative Economics and Finance (École Polytechnique, 2008); BS in Mathematics and Physics (Tsinghua University, 2005).
Research emphasizes random locations of stochastic processes (e.g., supremum locations) and their connections to probabilistic symmetries. Recent work bridges probability with quantum mechanics, econometrics, and machine learning. His publications address topics like regression discontinuity designs, operator-scaling Gaussian fields, and quantum system Hamiltonian inference.
Key contributions include analyzing self-similar processes, ergodic theory applications, and separability-entanglement classification in quantum systems. His work spans theoretical probability to applied domains like finance and quantum computing.
