I am a sixth-year PhD student in Department of Statistics at Columbia University. I am advised by Professor Andrew Gelman. Before coming to Columbia I obtained my undergraduate education from Tsinghua University, where I studied Mathematics.
I anticipate to graduate in early 2021.
My general research interest lies in Bayesian statistics and machine learning. My current research involves:
- Uncertainty in M-open world: how to do model averaging and model evaluation when the models are wrong, cross validation and marginal likelihood, when these model evaluation methods per se are valid and how to remedy.
- Reliable inference and computation: how to diagnose variational inference; metastability in MCMC sampling algorithms; importance sampling and normalization constant.
- Better inference through a predictive lens: Bayesian procedure is coherent but not automatically optimal. Can we tune the exact posterior to make the prediction more robust?
- Statistics requires extrapolation: from sample data to population, from control to treatment group, and from measurements to underlying constructs of interest. How do we know the extent to which our inference is sensitive to these extrapolations?
- Post-prcessing of MCMC: should we throw away joint densities in Monte Carlo integrals? (the answer is no I think). Can we compute the 1/10000 quantile, based on 1000 Monte Carlo draws?
I am also interested in applying Bayesian methods to real data problems. Projects that I have been involved inclue replication crisis in psychology, groundwater arsenic in South Asia, soil lead after Notre Dame fire, free energy computation, deep Bayes net on imagenet, and Covid-19 and election predictions.
I share my random thoughs on statistic and machine learning on my Blog.
With the input-varying yet partially-pooled model weights, hierarchical stacking improves average and conditional predictions. Our Bayesian formulation includes constant-weight (complete-pooling) stacking as a special case.
Yuling Yao, Collin Cademartori, Aki Vehtari, Andrew Gelman.  Adaptive Path Sampling in Metastable Posterior Distributions. under review.
[preprint] [Package] [Blog]
From importance sampling to adaptive importance sampling to path sampling to adaptive path sampling, and from Rao–Blackwell to Wang-Landau to Jarzynski-Crook: all about free energy and simulated tempering
Yuling Yao, Aki Vehtari, Andrew Gelman.  Stacking for Non-mixing Bayesian Computations: The Curse and Blessing of
Multimodal Posteriors. under review.
[preprint] [Code] [Blog]
The result from multi-chain stacking is not necessarily equivalent, even asymptotically, to fully Bayesian inference, but it serves many of the same goals. Under misspecified models, stacking can give better predictive performance than full Bayesian inference, hence the multimodality can be considered a blessing rather than a curse.
This does not mean that we think Bayesian inference is a bad idea, but it does mean that there is a tension between Bayesian logic and Bayesian workflow which we believe can only be resolved by considering Bayesian logic as a tool, a way of revealing inevitable misfits and incoherences in our model assumptions, rather than as an end in itself.
How to run importance sampling with effieiciency and reassurance
[Online] [Blog] [Code]
The Pareto-smoothed importance sampling diagnostic gives a goodness of fit measurement for joint variational approximtion, while simultaneously improving the error in the estimate.
[Online] [Code] [R package]
"Remember that using Bayes' Theorem doesn't make you a Bayesian. Quantifying uncertainty with probability makes you a Bayesian."
Yuling Yao, Rajib Mozumder, Benjamin Bostick, Brian Mailloux, Charles Harvey, Andrew Gelman, Alexander van Geen. 
Making the most of imprecise measurements: Changing patterns of arsenic concentrations in shallow wells of Bangladesh from laboratory and field data. preprint.
Imprecise but widely-accessible field kit tests in companion with flexible statistical modeling that facilitates this open-ended data gathering can provide a balance between total cost and accuracy in many areas of geoscience re- search and policy.
Andrew Gelman, Aki Vehtari, Daniel Simpson, Charles Margossian, Bob Carpenter, Yuling Yao, Paul-Christian Bürkner, Lauren Kennedy, Jonah Gabry, Martin Modrák. 
Bayesian workflow. preprint.
Theoretical statistics indeed is the theory of applied statistics.
Alexander van Geen, Yuling Yao, Tyler Ellis, Andrew Gelman.  Fallout of Lead over Paris from the 2019 Notre-Dame Cathedral Fire. Geohealth .
[Online] [Code] [Media coverage (Le Monde)] [Media coverage 2]
How much lead was there after the fire?
running BNN on ImageNet: more expressive than MC-Dropout, more affordable than meanfield VI
Maarten Marsman, Felix D Schönbrodt, Richard D Morey, Yuling Yao, Andrew Gelman, Eric-Jan Wagenmakers  A Bayesian bird's eye view of ‘Replications of important results in social psychology’. Royal Society Open Science,4,160426.
R package for adaptive path sampling. It iteratively reduces the gap between the proposal and the target density, and provide a reliable normalizing constant estimation with practical diagnostic using importance sampling theory.