http://economix.blogs.nytimes.com/2013/10/09/yellens-exclusive-interview-with-yellen/
THE YELLEN NOMINATION
New York Times
October 9, 2013
Yellen’s Exclusive Interview, With Yellen
By BINYAMIN APPELBAUM

Yellen wrote that in high school she attended the "Science Honors Program at Columbia University where I have been studying probability, matrix algebra and finite dimensional vector spaces". This program still exists http://www.columbia.edu/cu/shp/index.html .