Adversarially Robust Control of Conditional Value-at-Risk via Rockafellar-Uryasev Conformal Inference
Catherine Yu-Chi Chen, Jingyan Shen, Zhun Deng, Lihua Lei
Proceedings of the 43rd International Conference on Machine Learning (ICML), 2026
Catherine Yu-Chi Chen
About
Hi! I'm Catherine, a fifth-year PhD student in the Institute for Computational and Mathematical Engineering (ICME) at Stanford University.
I received my undergraduate degree in Data Science, a joint major in Computer Science and Statistics, from Columbia University in 2022.
Research
My research focuses on statistical decision-making and optimization under uncertainty, with an emphasis on risk-sensitive and sequential methods. I develop theoretically grounded algorithms for controlling tail risk and making reliable decisions under distributional uncertainty, with applications including but not limited to, AI, finance, and economics.
Publications
Conformal Tail Risk Control for Large Language Model Alignment
Catherine Yu-Chi Chen, Jingyan Shen, Zhun Deng, Lihua Lei
Proceedings of the 42nd International Conference on Machine Learning (ICML), 2025
Preprints
Forecasting Inflation with Microdata: An Adaptive Machine Learning Approach
Catherine Chen, Chen Gao, Jonathon Hazell, Lihua Lei, Chen Lian
arXiv preprint arXiv:2607.12345, 2026
Teaching
Instructor
- CME 300Q: ICME Qualifying Exams WorkshopSpring 2024, Spring 2025
- CME 192: Introduction to MATLABWinter 2025
Teaching Assistant
- CME 241: Reinforcement Learning with Applications in FinanceWinter 2026
- MGTECON 614: Emerging Topic in EconometricsFall 2024, Spring 2026
- CME 291: Master's ResearchFall 2024
- CME 102: Ordinary Differential EquationsFall 2023
- MATH 1102: Multivariate CalculusFall 2021