Robert Chin

Hello, I'm a researcher in the quantitative finance industry.

Email: {firstname}.{last letter of alphabet}.{lastname}@gmail.com
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Stochastics, Statistics, Skedastics

These are a collection of continuously-evolving notes in probability and statistics, that I started writing as a grad student. They begin at a high-school or early-undergraduate introduction, and then go on to cover topics mainly from the undergraduate to early-graduate level.

They may be particularly useful for someone who:

is studying probability and statistics from an electrical engineering, computer science, econometrics, or quantitative finance curriculum.
wishes to use the notes as a handy reference, that complements other resources (much like an encyclopaedia).
is a practitioner who wishes to gain deeper theoretical understanding in the methods and techniques they use.
is interested in the overlaps and connections between different fields that apply probability/statistics.
wants to use these notes as a model for writing their own collection of notes.

Current version: 30 Mar 2025 (7.3MB, 1059 pages). Choose between light/dark colour themes!

Publications

Model Predictive Controller Tuning by Machine Learning and Ordinal Optimisation. Chin, Robert. (2021) PhD thesis

Ordinal Optimisation and the Offline Multiple Noisy Secretary Problem. Chin, Robert, Jonathan E. Rowe, Iman Shames, Chris Manzie and Dragan Nešić. (2021) arXiv preprint arXiv:2106.01185

A Sequential Learning Algorithm for Probabilistically Robust Controller Tuning. Chin, Robert, Chris Manzie, Iman Shames, Dragan Nešić, and Jonathan E. Rowe. (2021) arXiv preprint arXiv:2102.09738

Data Study Group Final Report: Dstl – Anthrax and nerve agent detector. Data Study Group team. (2021) Zenodo.

Ordinal Optimisation for the Gaussian Copula Model. Chin, Robert, Jonathan E. Rowe, Iman Shames, Chris Manzie and Dragan Nešić. (2020) arXiv preprint arXiv:1911.01993

Active Learning for Linear Parameter-Varying System Identification. Chin, Robert, Alejandro I. Maass, Nalika Ulapane, Chris Manzie, Iman Shames, Dragan Nešić, Jonathan E. Rowe, Hayato Nakada. In 2020 IFAC World Congress, 2020. arXiv preprint arXiv:2005.00711

Tuning of model predictive engine controllers over transient drive cycles. Maass, Alejandro I., Chris Manzie, Iman Shames, Robert Chin, Nalika Ulapane, Dragan Nešić, Hayato Nakada. In 2020 IFAC World Congress, 2020. PDF

Tuning of multivariable model predictive controllers through expert bandit feedback. Ira, Alex S., Chris Manzie, Iman Shames, Robert Chin, Dragan Nešić, Hayato Nakada, and Takeshi Sano. International Journal of Control (2020). arXiv preprint arXiv:2002.03484

Re-parametrising Cost Matrices for Tuning Model Predictive Controllers. Chin, Robert, and Jonathan E. Rowe. In 2019 IEEE Congress on Evolutionary Computation (CEC), pp. 2856-2863. IEEE, 2019. PDF

Gaussian Processes with Monotonicity Constraints for Preference Learning from Pairwise Comparisons. Chin, Robert, Chris Manzie, Alex Ira, Dragan Nesic, and Iman Shames. In 2018 IEEE Conference on Decision and Control (CDC), pp. 1150-1155. IEEE, 2018

A Machine Learning Approach for Tuning Model Predictive Controllers. Ira, Alex S., Iman Shames, Chris Manzie, Robert Chin, Dragan Nešić, Hayato Nakada, and Takeshi Sano. In 2018 15th International Conference on Control, Automation, Robotics and Vision (ICARCV), pp. 2003-2008. IEEE, 2018.

Education

2021
PhD, The University of Melbourne & University of Birmingham

2015
MEng, The University of Melbourne

2013
BCom, The University of Melbourne

Teaching

Tutor - The University of Melbourne

2014-2021
ELEN90088 System Optimisation & Machine Learning
ELEN90054 Probability and Random Models
ECOM30002 Econometrics 2
MCEN90017 Advanced Motion Control
ELEN30012 Signals and Systems
MCEN90032 Sensor Systems
ECON10005 Quantitative Methods 1
ECON20001 Intermediate Macroeconomics
ECON20002 Intermediate Microeconomics
ECON10003 Introductory Macroeconomics
ECON10004 Introductory Microeconomics
ENGR20004 Engineering Mechanics
ENGR10003 Engineering Systems Design 2
ENGR10004 Engineering Systems Design 1