Chenyu Gao

PhD student
School of Information Science and Technology
ShanghaiTech University
Email: gaochy[at]shanghaitech.edu.cn

About Me

I am a Ph.D. student in the School of Information Science and Technology at ShanghaiTech University, China, fortunate to be advised by Ziping Zhao. I received my B.Sc. in Mathematics (Talent Class) from Xidian University, China, in 2020.

Research Interests

MM/EM algorithms, location-scale models, volatility models

Publications

• Beyond Jensen's Inequality: Speeding Up ML Estimation of Generalized Hyperbolic Distributions
  Chenyu Gao, Ziping Zhao
  The 50th IEEE International Conference on Acoustics, Speech, and Signal Processing, Hyderabad, India, April 6-11, 2025.
• A Novel Algorithm for GARCH Model Estimation
  Chenyu Gao, Ziping Zhao, Daniel P. Palomar
  The 22nd IEEE Statistical Signal Processing Workshop, Hanoi, Vietnam, July 2-5, 2023.