Wenyu Chen

A list of publications can also be found at: Google Scholar.

Preprints/Papers Under Review

• A new computational framework for log-concave density estimation [paper] [code]
  Wenyu Chen, Rahul Mazumder and Richard J. Samworth (2021)

• Subgradient Regularized Multivariate Convex Regression at Scale [paper] [code]
  Wenyu Chen and Rahul Mazumder (2020)

Peer Reviewed Conference Articles

• Fast as CHITA: Neural Network Pruning with Combinatorial Optimization [paper]
  Riade Benbaki, Wenyu Chen, Xiang Meng, Hussein Hazimeh, Natalia Ponomareva, Zhe Zhao and Rahul Mazumder
  To appear in the 40th International Conference on Machine Learning (ICML 2023)

• Knowledge Graph Guided Simultaneous Forecasting and Network Learning for Multivariate Financial Time Series [paper] [code]
  Shibal Ibrahim, Wenyu Chen, Yada Zhu, Yang Zhang, Pin-yu Chen and Rahul Mazumder
  Proceedings of the Third ACM International Conference on AI in Finance (ICAIF 2022)
  KDD 2021 Workshop on Machine Learning in Finance (KDD MLF 2021)

• Dynamic Covariance Estimation under Structural Assumptions via a Joint Optimization Approach [paper]
  Wenyu Chen, Riade Benbaki, Yada Zhu, Rahul Mazumder
  KDD 2022 Workshop on Machine Learning in Finance (KDD MLF 2022)

• Probabilistic framework for modeling event shocks to financial time series [paper]
  Yada Zhu, Wenyu Chen, Yang Zhang, Tian Gao, Jianbo Li
  Proceedings of the Second ACM International Conference on AI in Finance (ICAIF 2021)

• Unifying orthogonal monte carlo methods [paper]
  Krzysztof Choromanski, Mark Rowland, Wenyu Chen, Adrian Weller
  Proceedings of the 36th International Conference on Machine Learning (ICML 2019)