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About me : I am maître de conférences (~associate professor) at CEREMADE, Paris Dauphine University – PSL, since 2020.
My research combines numerical probability and statistics for stochastic processes, with a particular focus on McKean–Vlasov equations, interacting particle systems, and learning-based methods. I also work on optimal quantization, k-means clustering, and other unsupervised learning techniques, with applications to high-dimensional and mean-field models. My work builds on tools from stochastic analysis, numerical methods, and statistical learning.
Before joining Dauphine, I completed my PhD in applied mathematics in 2019 at Sorbonne University under the supervision of Gilles Pagès (LPSM). I also held an ATER (~temporary teaching and research assistant) position at Dauphine before taking up my current position.
Office: F409. E-mail: liu 'at' ceremade.dauphine.fr
Publications and Preprints
Yuzhen Zhao, Yating Liu, Marc Hoffmann. Drift Estimation for Diffusion Processes Using Neural Networks Based on Discretely Observed Independent Paths. Accepted for oral presentation at the AAAI Conference on Artificial Intelligence (AAAI-26), to appear. ArXiv:2511.11161
Armand Bernou, Théophile Le Gall, Yating Liu. Convex order and increasing convex order for McKean-Vlasov processes with common noise, (2025). ArXiv:2504.17576.
Marc Hoffmann, Yating Liu. A statistical approach for simulating the density solution of a McKean-Vlasov equation, (2023). SMAI Journal of Computational Mathematics, to appear. ArXiv:2305.06876.
Yating Liu. Particle method and quantization-based schemes for the simulation of the McKean-Vlasov equation, ESAIM: M2AN 58 (2) 571-612 (2024). ArXiv: 2212.14853.
Armand Bernou, Yating Liu. Particle method for the numerical simulation of the path-dependent McKean-Vlasov equation, (2022). ArXiv: 2211.03869v4.
Yating Liu, Gilles Pagès. Monotone convex order for the McKean-Vlasov processes, Stochastic Processes and their Applications (2022), ArXiv: 2104.10421.
Yating Liu, Gilles Pagès. Functional convex order for the scaled McKean-Vlasov processes, The Annals of Applied Probability 33, no. 6A (2023): 4491-4527. ArXiv:2005.03154v3.
Yating Liu, Gilles Pagès. Convergence Rate of Optimal Quantization Grids and Application to the Clustering Performance of the Empirical Measure, Journal of Machine Learning Research 21(86):1 - 36, 2020.
Yating Liu, Gilles Pagès. Characterization of probability distribution convergence in Wasserstein distance by $L^{p}$-quantization error function. Bernoulli 26, no. 2 (2020): 1171-1204.
Teaching
2025-2026
Monte Carlo and Finite Difference Methods with Applications in Finance, Lecture course, Master's Program MASEF - 2nd year.
Reinforcement learning, Lecture course, Master's Program ISF - 2nd year.
2024-2025 Exempt from teaching, on CNRS delegation.
2023-2024
Probability 1, Tutorials, Bachelor's degree - 2nd year.
Monte Carlo Method, Lecture course (FR + EN), Master's Degree - 1st year.
2022-2023
Probability 1, Tutorials, Bachelor's Degree - 2nd year.
Statistical Learning, Lecture course, Master's Degree - 1st year.
Python/Pytorch project, Lecture course, Master's Program MASEF - 2nd year.
Before 2022 - [Click]
2021-2022
Probability 1, Tutorials, Bachelor's Degree - 2nd year.
Statistical Learning, Lecture course, Master's Degree - 1st year.
Python/Pytorch project, Lecture course, Master's Program MASEF - 2nd year.
2020-2021
Linear Algebra 2, Tutorials, Bachelor's Degree - 1st year.
Research project, Master's Degree - 1st year.
2019-2020
Multidimensional Probability, Tutorials, Bachelor's Degree - 2nd year.
Numerical Methods: Optimization, Tutorials, and Practical Work, Bachelor's Degree - 3rd year.
2018-2019
Stochastic Modeling, Monte Carlo, and Simulation in R, Tutorials, 1st year at ISUP.
2017-2018
Measure Theory, Integration, and Probability, Tutorials, 1st year at ISUP.
2016-2017
Series of Functions, Parametric Integration, and Application to PDEs, Tutorials, Pierre and Marie Curie University, Bachelor's Degree - 2nd year.
Presentations
Nov 2025 - NEWOT workshop : Geometry, duality and convexity in new OT problems, Orsay, France.
Sept 2025 - Stochastics & Computational Finance (SCF 2025), Lisbon, Portugal.
Jul 2025 - 44th Conference on Stochastic Processes and their Applications, Wroclaw, Poland.
Jun 2025 - DYNSTOCH workshop 2025, Institut du Risque et de l’Assurance, Le Mans, France.
Mar 2025 - Groupe de Travail Méthodes Stochastiques et Finance, École nationale des ponts et chaussées, Champs-sur-Marne, France.
Feb 2025 - Séminaire FDD-FiME-MiRTE, Institut Henri Poincaré, Paris, France.
Dec 2024 - Workshop Recent Progress in Mean-Field Dynamics, Lyon, France.
Nov 2024 - Séminaire de probabilités du LAGA, Université Sorbonne-Paris-Nord, Villetaneuse, France.
Oct 2024 - Séminaire parisien de statistique, Institut Henri Poincaré, Paris, France.
Sept 2024 - London-Paris Bachelier Workshop, Institut Henri Poincaré, Paris, France.
Jun 2024 - New Trends and Challenges in Stochastic Differential Games, Kelowna, BC, Canada.
Jun 2024 - New Directions for Stochastic Differential Equations and Machine Learning, ICMS, Bayes Centre, Edinburgh, UK.
Before 2024 - [Click]
Oct 2023 - Stochastic Analysis and Mathematical Finance Seminar, University of Oxford, UK.
Aug 2023 - 10th International Congress on Industrial and Applied Mathematics (ICIAM 2023), Waseda University, Tokyo, Japan.
Jul 2023 - 43rd Conference on Stochastic Processes and their Applications (SPA Conference), Lisbon, Portugal.
May 2022 - Journées de Probabilités 2022, Orbey, France.
Dec 2021 - Paris Bachelier Seminar, Institut Henri Poincare, Paris, France.
Sept 2021 - Advances in Stochastic Analysis for Handling Risks in Finance and Insurance, CIRM.
Jan 2021 - Méthodes Stochastiques et Finance seminar, ENPC-INRIA-Université de Marne-la-vallée.
Oct 2020 - Séminaire d’Analyse-Probabilités du Ceremade, Ceremade, Université Paris-Dauphine.
Apr 2020 - Séminaire de probabilités et mathématiques financières du LaMME, Université d’Évry.
Nov 2019 - Ceremade’s Young researcher seminar, Ceremade, Université Paris-Dauphine.
Oct 2019 - Finance mathématique, probabilité numériques et statistique des processus seminar, LPSM, Sorbonne Université.
Nov 2018 - Finance mathématique, probabilité numériques et statistique des processus seminar, LPSM, Sorbonne Université.
May 2017 - Finance mathématique, probabilité numériques et statistique des processus seminar, LPSM, Sorbonne Université.
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