Montréal, QC

Zijun Yu

I'm a PhD student in Mathematics & Statistics at McGill University, developing distribution-free methods for uncertainty quantification and risk control — currently focused on the reliability, evaluation, and safety of LLMs and autonomous agents. Before academia, four years building production software taught me to keep things robust and elegant.

Conformal Prediction
LLM & Agent Safety
Risk Control

Selected publications

Recent work in conformal prediction.

^† denotes equal contribution.

ICML · 2026 Accepted

Beyond Procedure: Substantive Fairness in Conformal Prediction

Pengqi Liu^†, Zijun Yu^†, Mouloud Belbahri, Arthur Charpentier, Masoud Asgharian, Jesse C. Cresswell

Conformal Prediction
Fairness

arXiv ↗

In submission · 2026 Under review

Pause and Reflect: Conformal Aggregation for Chain-of-Thought Reasoning

Yu Gu^†, Zijun Yu^†, Vahid Partovi Nia, Masoud Asgharian

Conformal Prediction
LLM Reasoning

arXiv ↗