About me

Yifei Xiong

I am currently enrolled in a statistics PhD program with a focus on Bayesian Statistics and Machine Learning.
My research interests include Bayesian statistics, Monte Carlo methods, differential privacy, and machine learning techniques.
Email: xiong173 [AT] purdue.edu

News

Some of my undergraduate maths course notes are now available on here.

Educations

• Sep 2024 - Present, PhD in Statistics
  Department of Statistics, Purdue University
  Advisor: Prof. Vinayak Rao & Prof. Nianqiao “Phyllis” Ju

• Sep 2021 - Jul 2024, M.Sc. in Probability and Mathematical Statistics
  School of Mathematical Sciences, University of Chinese Academy of Sciences
  Advisor: Prof. Sanguo Zhang

• Sep 2017 - Jul 2021, B.Sc. in Mathematics and Applied Mathematics
  Minor in Computer Science and Technology
  School of Mathematics, South China University of Technology
  Graduation Thesis Advisor: Prof. Zhijian He

Talks & Posters

• Simulation-based Bayesian Inference from Privacy Protected Data
  9th Bayesian, Fiducial, and Frequentist (BFF) Conference
  Purdue Indy, Indianapolis, May 13, 2025. [Poster] [Link]

• SNPE-B Revisited: Rethinking of Data Efficiency and Variance Reduction
  10th International Congress on Industrial and Applied Mathematics (ICIAM)
  Waseda University, Tokyo, Aug 25, 2023. [Link]

• An efficient likelihood-free Bayesian inference method based on sequential neural posterior estimation
  The 24th Beijing-Tianjin-Hebei Youth Symposium on Probability Statistics
  Tsinghua University, Beijing, Jun 10, 2023. [Slides] [Link]

Publications and Manuscripts

• SOMA: a novel sampler for Bayesian inference from privatized data
  Yifei Xiong, Nianqiao P. Ju
  Keywords: MCMC Differential Privacy Bayesian Inference
  Last revised on Feb 2026. [ArXiv] [Code]

• Leveraging nested MLMC for sequential neural posterior estimation with intractable likelihoods
  Xiliang Yang, Yifei Xiong, Zhijian He
  Keywords: Simulation-based Inference Multilevel Monte Carlo Normalizing Flows
  Accepted by SIAM Journal on Scientific Computing, Nov, 2025. [ArXiv] [Code]

• Simulation-based Bayesian Inference from Privacy Protected Data
  Yifei Xiong, Nianqiao P. Ju, Sanguo Zhang
  Keywords: Simulation-based Inference Differential Privacy Quasi-Monte Carlo
  Transactions on Machine Learning Research (TMLR), Mar 2025. [Article] [ArXiv] [Code]

• An efficient likelihood-free Bayesian inference method based on sequential neural posterior estimation
  Yifei Xiong, Xiliang Yang, Sanguo Zhang, Zhijian He
  Keywords: Bayesian Inference Normalizing Flows Variance Reduction
  Communications in Statistics - Simulation and Computation, Jan 2025. [Article] [ArXiv] [Code]

• Evaluating and improving subspace inference in Bayesian deep learning
  Yifei Xiong, Nianqiao P. Ju, Ruqi Zhang
  Keywords: Bayesian Inference Bayesian Neural networks
  Under review, Oct 2024.

• 3D geometric modeling analysis of contact probability effect in carbon black oxidation over MnOx-CeO2 catalysts
  Jingheng Gao, Yifei Xiong, Qian Zhang, et.al
  Keywords: Geometric Modeling
  Chemical Engineering Journal, May 2020. [Article]

Professional Service

• Reviewer, International Conference on Learning Representations (ICLR), 2025
• Reviewer, International Conference on Artificial Intelligence and Statistics (AISTATS), 2026
• Reviewer, International Conference on Learning Representations (ICLR), 2026