About Me
I am a PhD student in Mathematics at INSA Rouen Normandie. My research focuses on stochastic algorithms, machine learning, and optimization. I am working on projects involving second order stochastic methods under the supervision of Bruno Portier and Antoine Godichon-Baggioni.
Education
- PhD in Mathematics - INSA Rouen Normandie (2021 - 2024)
- Master of Fundamental and Applied Mathematics - INSA Rouen Normandie (2020 - 2021)
- Master of Mathematical Engineering - INSA Rouen Normandie (2018 - 2021)
Professional Experience
- Research Internship - Sorbonne Université, 2021 (Development of second-order stochastic algorithms for ridge regression)
- Engineering Internship - Advanced Institute of Information Technology, 2020 (Optimization of AI algorithms for a Spoken Term Detection project)
Publications
- 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.
Teaching Experience
- Differential Equations - Teaching Assistant, INSA Rouen (2023-2024)
- Introduction to Topology - Teaching Assistant, INSA Rouen (2023-2024)
- Arithmetic - Teaching Assistant, INSA Rouen (2022-2023)
- Introduction to Data Science - Teaching Assistant, INSA Rouen (2022-2023)
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
