Qingyun Sun

Qingyun Sun Ph.D. Department of Mathematics Stanford University Contact My LinkedIn profile My Google scholar Email: qysun [at] stanford (dot) edu Personal email: qysun (dot) stanford [at] gmail (dot) com

Education

• Ph.D. Mathematics, Stanford University, 2014–2019

• I am very fortunate to be supervised by Professor David Donoho and Professor Stephen Boyd.

• I was grateful to be supported by Math+X Fellowship from Simons foundation.

• B.S. Mathematics, Peking University, 2010–2014

  • Really lucky to be advised by Professor Weinan E
    

  • Applied Math Program for Elite Students, 2012–2014

  • Best Undergraduate Thesis Award in Applied Math Program for Elite Students, 2014

Research Interests

• Mathematical Foundation for Artificial Intelligence

• Data science

• Machine Learning

• Multi-agent Decision Theory and Algorithmic Game Theory

• Optimization

• High Dimensional Statistics

• AI and Data science in empirical finance

Research Publication

• Distributional Robust Kelly Gambling, Qingyun Sun and Stephen Boyd.

• Neural Proximal Gradient Descent for Compressive Imaging, NeurIPS 2018, Morteza Mardani, Qingyun Sun, Shreyas Vasawanala, Vardan Papyan, Hatef Monajemi, John Pauly and David Donoho.

• A PID Controller Approach for Stochastic Optimization of Deep Networks, CVPR 2018, Wangpeng An, Haoqian Wang, Qingyun Sun, Jun Xu, Qionghai Dai and Lei Zhang.

• Convolution Imputation of Matrix networks, ICML 2018, Qingyun Sun, Mengyuan Yan, David Donoho and Stephen Boyd.

• Bayesian Opponent Exploitation in Imperfect-Information Games, IEEE Conference on Computational Intelligence and Games 2018, Sam Ganzfried and Qingyun Sun.

• XYZ studies, a paradigm for research in data science, SDSS 2018, Vardan Papyan, XY Han, Hatef Monajemi, Qingyun Sun and David Donoho.

• Conquering Vanishing Gradient: Tensor Tree LSTM on Aspect-Sentiment Classification, Shenxiu Liu, Qingyun Sun.

• Differential Inclusions for Modeling Nonsmooth ADMM Variants: A Continuous Limit Theory, ICML 2019, Huizhuo Yuan, Yuren Zhou, Junchi Li, Qingyun Sun

• Stochastic Modified Equations for Continuous Limit of Stochastic ADMM, Xiang Zhou, Huizhuo Yuan, Junchi Li, Qingyun Sun

• Shared Weights Yield Accurate Image Recovery with Scarce Training Labels: SURE Analysis, Morteza Mardani, Qingyun Sun, Vardan Papyan and David Donoho.

• PID Controller based Stochastic Optimization Acceleration for Deep Neural Networks, IEEE Transactions on Neural Networks and Learning Systems 2020, Haoqian Wang, Yi Luo, Wangpeng An, Qingyun Sun, Jun Xu, Yongbing Zhang, Yulun Zhang and Lei Zhang.

• How to Close Sim-Real Gap? Transfer with Segmentation!, Mengyuan Yan, Qingyun Sun, Iuri Frosio, Stephen Tyree, Jan Kautz

• Self-Guided and Self-Regularized Actor-Critic, Lin Shao, Yifan You, Mengyuan Yan, Qingyun Sun, Jeannette Bohg

• A General Continuous-Time Formulation of Stochastic ADMM and Its Variants, Xiang Zhou, Huizhuo Yuan, Qingyun Sun

• Stanford PhD thesis: Optimization-based Modeling in Investment and Data Science, Qingyun Sun

• Convex Sparse Blind Deconvolution: Phase Transition, Observation Sample Complexity, Stability, Robustness, (Draft version for Journal Publication), Qingyun Sun, David Donoho

Teaching

• Guest Lecturer: MATH 6380o. Deep Learning: Towards Deeper Understanding,, HKSTU, Spring 2018

• Lecture slide: Sparsity in Convolutional Neural Networks .

• Lecture slide: Research Paradigmns in the AI Age, 1 .

• Lecture slide: Research Paradigmns in the AI Age, 2 .

• Teaching Assistant: EE364a: Convex Optimization I, Spring 2017

• Course Assistant: Math 104: Applied Matrix Theory, Spring 2015

• Teaching Assistant: Math 51: Linear Algebra and Differential Calculus of Several Variables, Fall 2015

• Course Assistant: Math 113: Linear Algebra and Matrix Theory, Winter 2016

Work Experience

• Vice President, Portfolio Manager at Worldquant, Millenium

• AI Research Intern at Citadel AI research, 2018 summer

• AI Research Intern at Cubist Systematic Strategies, 2017 summer

• AI Research Intern at Google Brain, 2016 summer

• Consulting Staff AI Research Scientist at Aifi.

Other Experience

• Visiting Researcher at Theory group, Microsoft Research

• Visiting Scholar at The Program in Applied and Computational Mathematics, Princeton University

• Visiting Scholar at Workshop on Non-equilibrium Dynamics and Random Matrices, Institute for Advanced Study

• Visiting Scholar at Department of Mathematics, Columbia University

• Exchange Student at The University of Hong Kong

• Summer research at Research Experiences for Undergraduates program, University of Michigan

Miscellaneous

• I am co-founder of AI+ club , a Stanford based AI platform for researchers and students to understand vertical applications of AI in fields like finance, healthcare, medicine, transportation, education, etc.