AMSI scholarship recipient profile: Yiran Zhao

Yiran Zhao obtained his Bachelor degree of science in Zhejiang University, China in 2017 and  Master degree of science in Monash University in 2019. In the final year of  master program, He undertook his dissertation on parameter estimation problem in hidden Markov chain model and was attracted by the process to analyse data. Then interested in the data science topic, He further his education at Monash University and pursue his PhD in statistical learning. Now he is a second-year PhD student and is researching the statistical inference in state space models, aiming to develop radically new computational tools that solve a range of dynamical Bayesian inference problems. This consists of both the theoretical part and the coding part. He is still improving my mathematics and coding skills from various courses.

Can you give me a quick overview of the type of mathematics you are studying and its potential impacts for the broader community ?

I am currently researching the parameter estimation problem in state space models. The state space model is widely used in mathematical modelling to understand complex phenomena. Typical examples can be seen in time series analysis in finance, temporal pattern recognition in bio-informatics, forecast in meteorology, and beyond. Knowledge about the parameters in the model can help us predict the future behaviour and estimate the missing data.

How did you get into mathematics/statistics/data science? Was there someone or something that inspired you to this field?

My current supervisor Tiangang Cui, who is also the supervisor of my dissertation during my master degree, recommended the parameter estimation problem to me. Then after finishing the dissertation, I was attracted by the topic and decided to research on it.

You received a scholarship to attend AMSI Summer School 2022. How important was this in terms of your ability to attend, fully participate in the program and meet others studying in similar fields?

The scholarship was the primary reason for me to attend and fully participate the summer school. Without the scholarship, I wouldn’t have been able to attend and would have missed out on all these knowledge and great opportunities.

The purpose of Summer School is to give students an opportunity to develop their mathematical skills, meet like-minded people and network with potential employers. What was the most valuable part of the program for you? Was it the course content or the people you met? Do you have new ideas for your work/research or see it in a new light?

Surely the most valuable part is the course content itself. Both the Bayesian statistical learning and extreme value theory provide a thorough investigation in their topics. They also start from the foundations with great logic. After the lecture, the lab is a good chance to get hands dirty with applicable examples. I believe I have obtained a solid grounding in the discipline, which will benefit my future research.

Summer School included a special Careers Day program which aims to help give students an idea of the kinds of career paths available to maths graduates in industry and private sector research areas. Were you previously aware of the types of industry opportunities available to mathematical science graduates? Would you consider working with industry? Do you feel better equipped to explore career options in the mathematical sciences after attending AMSI Summer School?

This is the first time I have an insight of the industry opportunities for mathematical students. I have learnt a lot from the career day and know more about the role mathematics plays in industry. But my first choice would still be academic.

AMSI Summer School was held as a virtual event. What was the biggest positive from your point of view holding it in this format and/or the biggest challenge?

The biggest pro should be the high quality of the recording, due to all the staff are originally organised to deliver online. The biggest challenge from my point is the communication between the lecturer and students. The math is difficult to write down in the chat window and some students’ audio input is not quite stable. As a result, the communication is difficult and inefficient.

What advice would you give to someone who is considering applying for Summer School in 2023? Should they apply and why?

If he wants to broaden his horizon and learn some mathematics, I will certainly recommend the summer school. Else if he has already mastered the discipline and just wants to meet people or exchange ideas, he needs to consider an in-person course.

Where do you want the mathematical sciences to take you? Where do you see yourself in five, ten years time?

I enjoy logistic thinking and this is exactly what math has brought to me. I also find the process to implement a mathematical idea interesting and challenging. I hope in the future I can still work in academic area on applied mathematics.

Any other comments you would like to provide ? 

I have enjoyed the summer school and appreciate this opportunity