About Me
I am a Maître de conférences (tenured assistant professor) in Statistics at the Institut Élie Cartan de Lorraine (IECL), Université de Lorraine. My research focuses on stochastic algorithms, optimization, and machine learning, particularly for large-scale and sequential data. I have developed stochastic Newton methods for ridge regression and geometric median estimation, leveraging recursive Hessian inversion techniques. I also proposed a Robbins-Monro approach for matrix estimation, which led to universal stochastic Newton algorithms and a Full AdaGrad algorithm. I am also interested in applying machine learning methods to biological and financial data.
Education
- PhD in Mathematics - INSA Rouen Normandie (2021 - 2024), supervised by Bruno Portier and Antoine Godichon-Baggioni
- Master of Fundamental and Applied Mathematics - INSA Rouen Normandie (2020 - 2021)
- Master of Mathematical Engineering - INSA Rouen Normandie (2018 - 2021)
Positions
Maître de conférences (Assistant Professor), Institut Élie Cartan de Lorraine (IECL), Université de Lorraine (2025 – Present)
Research and teaching in statistics, stochastic algorithms, optimization, and machine learning.
ATER, Data Science Department, IUT Paris - Rives de Seine, Université Paris Cité (2024 – 2025)
Responsibilities included teaching mathematical analysis, introductory data mining with R, and supporting students in foundational mathematics courses.
Publications & Preprints
- Godichon-Baggioni, Antoine, and Wei Lu. "Online stochastic Newton methods for estimating the geometric median and applications." Journal of Multivariate Analysis, 2024.
- Antoine Godichon-Baggioni, Wei Lu, Bruno Portier. "Recursive ridge regression using second-order stochastic algorithms." Computational Statistics & Data Analysis, 2024.
- Anis M. Haddouche, Wei Lu. "A unified approach for covariance matrix estimation under Stein loss." Comptes Rendus. Mathématique, 2022.
- Preprint: Antoine Godichon-Baggioni, Wei Lu, Bruno Portier. "Online estimation of the inverse of the Hessian for stochastic optimization with application to universal stochastic Newton algorithms."
- Preprint: Antoine Godichon-Baggioni, Wei Lu, Bruno Portier. "A Full Adagrad algorithm with O(Nd) operations."
- Preprint: Wei Lu. "Recursive Estimation of the Asymptotic Covariance Matrix in Stochastic Algorithms."
Teaching Experience
- Supervised Learning, Statistical Modelling, Time Series, and Algebra – Assistant Professor (Maître de conférences), Université de Lorraine (2025–2026)
- Statistical Inference, Probability, Linear Models, Mathematical Analysis, and Data Mining – Lecturer (ATER), IUT Paris – Université Paris Cité (2024–2025)
- Mathematics (Arithmetic, Differential Equations, Topology) and Introduction to Data Science – Teaching Assistant, INSA Rouen Normandie (2022–2024)
Talks
- September 2025: Seminar on Probability and Statistics, Université de Lorraine, France – "Algorithmes stochastiques récursifs : d’AdaGrad aux méthodes de Newton stochastiques"
- June 2025: Journées de Statistique, Marseille, France – "Un nouvel algorithme de type Full AdaGrad"
- October 2024: Seminar on Statistics, Université Paris Cité, France – "A Full Adagrad algorithm with O(Nd) operations"
- May 2024: Journées de Statistique, Université de Bordeaux, France – "Universal Stochastic Newton Algorithms"
- March 2024: Statistics Working Group, Université de Rouen Normandie, France – "Online Estimation of the Inverse Hessian for Stochastic Optimization"
- February 2024: SPOC Seminar, Université de Bourgogne, France – "Universal Stochastic Newton Algorithms"
- July 2023: Journées de Statistique, Brussels, Belgium – "Stochastic Newton Methods for Estimating the Geometric Median"
Skills & Languages
Languages: English (C1), French (C1), Chinese (Native)
Programming Skills: R, LaTeX, Python, C, C++, Java, MATLAB
Contact Information
Email: wei.lu.math@gmail.com
Address: 685 Av. de l'Université, 76800 Saint-Étienne-du-Rouvray, France
