Research at FAST

109 Department of Applied Mathematics Department of Applied Mathematics Qualification PhD (CUHK) Postdoc (Imperial) ORCID ID 0000-0002-7992-9490 Dr YUE Man Chung Assistant Professor Research Overview My research interests primarily lie in continuous optimization and its applications in machine learning, operations research, data science and signal processing. Recently I have been focusing on distributionally robust optimization and the design and analysis of algorithms for large-scale, data-intensive optimization algorithms. I am also particularly interested in the differential-geometric, matrix-analytic and probability questions that arise from the above research areas. Representative Publications • Man-Chung Yue , Zirui Zhou, Anthony Man-Cho So. On the Quadratic Convergence of the Cubic Regularization Method under a Local Error Bound Condition. SIAM Journal on Optimization ( 2019 ) 29(1):904-932 • Man-Chung Yue , Zirui Zhou, Anthony Man-Cho So. A Family of Inexact SQA Methods for Non-Smooth Convex Minimization with Provable Convergence Guarantees Bas ed on the Luo -Ts eng Error Bound Proper t y. Mathematical Programming ( 2019 ) 174(1-2):327-358 • Viet Anh Nguyen, Soroosh Shafieezadeh-Abadeh, Man-Chung Yue , Daniel Kuhn, Wolfram Wiesemann. Optimistic Distributionally Robust Optimization for Nonparametric Likelihood Approximation. Proceedings of Advances in Neural Information Processing Systems 32 (NeurIPS 2019), pp. 15872-15882 ( 2019 ) • Viet Anh Nguyen, Soroosh Shafieezadeh-Abadeh, Man-Chung Yue , Daniel Kuhn, Wolfram Wiesemann. Calculating Optimistic Likelihoods Using (Geodesically) Convex Optimization. Proceedings of Advances in Neural Information Processing Systems 32 (NeurIPS 2019), pp. 13942-13953 ( 2019 ) • Huikang Liu, Man-Chung Yue , Anthony Man-Cho So. On the Estimation Performance and Convergence Rate of the Generalized Power Method for Phase Synchronization. SIAM Journal on Optimization ( 2017 ) 27(4):2426-2446 • Man-Chung Yue , Sissi Xiaoxiao Wu, Anthony Man-Cho So. A Robust Design for MISO Physical-Layer Multicasting Over Line-of-Sight Channels. IEEE Signal Processing Letters ( 2016 ) 23(7):939-943 • Man-Chung Yue , Anthony Man-Cho So. A Perturbation Inequality for Concave Functions of Singular Values and Its Applications in Low-Rank Matrix Recovery. Applied and Computational Harmonic Analysis ( 2016 ) 40(2):396-416