Biography

Research Interest

• Nonlinear Filtering Theory and Algorithms
• Interactions Between Filtering Theory and Deep Learning
• Relationship Between Stochastic Control and Nonlinear Filtering
• Numerical Solutions of Stochastic Partial Differential Equations

Education Experience

• 2020 - 2025 | Tsinghua University | Mathematics | Ph.D | (Supervisor: Stephen S.-T. Yau)
• 2016 - 2020 | Tsinghua University | Mathematics | Bachelor

Work Experience

• 2025 - -- | BIMSA | Assistant Professor

Publications

• [1] W Cao, T Zhang, Z Sun, C Liu, SST Yau, SE Li, Nonlinear Bayesian Filtering with Natural Gradient Gaussian Approximation, IEEE Transactions on Pattern Analysis and Machine Intelligence, 48(7), 8581-8597 (2026)
• [2] Qi Zhang, Xueda Wei, Zeju Sun, Qiqi Gu, Jiayi Kang, Junda Wu, Junren Mao, Stephen S.-T. Yau, Shing-Tung Yau, Fei Long , European Option Prices and Hedge under Incomplete Information: an Interdisciplinary Research with Yau-Yau Algorithm, The Review of Mathematical Economics, 1(1), 1-44 (2026)
• [3] Stephen Yau, Xiuqiong Chen, Xiaopei Jiao, Jiayi Kang, Zeju Sun, Yangtianze Tao, Principles of Nonlinear Filtering Theory, Springer (2026)
• [4] Z Sun, J Kang, X Chen, SST Yau, A tutorial on Yau-Yau nonlinear filtering algorithm: from model-driven to data-driven, Communications in Information and Systems, 26(1), 119-149 (2026)
• [5] C Liu, W Cao, Z Sun, T Zhang, J Yuan, Y Zeng, T Yuan, Y Lyu, W Wu, ..., Natural Gradient Bayesian Filtering: Geometry-Aware Filter for Dynamical Systems, arXiv, 2605.02306 (2026)
• [6] Z Sun, X Chen, SST Yau, On the Convergence Analysis of Yau–Yau Nonlinear Filtering Algorithm: From a Probabilistic Perspective, SIAM Journal on Control and Optimization, 64(4), 2784-2814 (2026)
• [7] Z Sun, X Chen, SST Yau, Recurrent neural network spectral method and its application in stable filtering problems, Automatica, 173, 112067 (2025)
• [8] Z Sun, SST Yau, The Applications of Yau-Yau Algorithm on McKean-Vlasov Filtering Problem, Journal of Systems Science and Complexity, 38(1), 79-97 (2025)
• [9] Xiuqiong Chen*, Zeju Sun*, Yangtianze Tao, and Stephen Shing-Toung Yau, A Uniform Framework of Yau-Yau Algorithm Based on Deep Learning with the Capability of Overcoming the Curse of Dimensionality, IEEE Transactions on Automatic Control, 70(1), 339-354 (2024)
• [10] Z Sun, SST Yau, Solving nonlinear filtering problems with correlated noise based on Hermite–Galerkin spectral method, Automatica, 156, 111176 (2023)
• [11] Xiaopei Jiao*, Shaojun Pei*, Zeju Sun, Jiayi Kang and Stephen S.-T. Yau, Determination of the nucleotide or amino acid composition of genome or protein sequences by using natural vector method and convex hull principle, Fundamental Research, 1(5), 559-564 (2021)
• [12] Z Sun, S Pei, RL He, SST Yau, A novel numerical representation for proteins: three-dimensional chaos game representation and its extended natural vector, Computational and Structural Biotechnology Journal, 18, 1904-1913 (2020)