She told her roommate that she was coming up to Mt. Baldy for a day hike on Saturday. When she hadn't returned by Sunday around noon, the roommate reported her missing.
Authorities say Yu is an experienced hiker, and they fear that she may have injured herself.
A helicopter was brought in to search the area Saturday, until bad weather forced it to land. After conditions cleared late Monday morning, a helicopter was relaunched to continue searching.
Los Angeles and San Bernardino county sheriff's departments had nearly 60 search team members on the ground looking for Yu.
The last possible sighting was around 6 p.m. Saturday when some hikers reported hearing a person yell from a canyon, but they were not sure if it was Yu.
Yu's car, a Toyota Prius, was found on Mt. Baldy and Falls roads. Her cellular phone was found in the car.
Conditions were treacherous Sunday night with less than 15 feet of visibility and snowfall at the 8,000-foot level.
According to authorities, Yu often goes on day trips but not overnight trips. Her roommate describes her as being a very knowledgable hiker in excellent physical shape.
"She's a serious hiker. She comes up here almost every weekend for the day. She'll put 40 pounds of rocks in her backpack and she really knows what to do. She's hiked up Mt. Whitney and all of these major mountains. That's her life," said John Gibson, Yu's roommate.
Authorities believe that Yu has some food with her and is wearing proper clothing.
"Since she has not come out and they say she knows this mountain and has not contacted her family, we're feeling that she's hurt and she's fallen in probably one of the canyons up here," said Jeffrey McDaniel with the San Bernardino County Sheriff's Department.
Authorities say Yu was training for an upcoming endurance trek in South America.
A group of Yu's friends hiked the mountain Wednesday to help in the search but one broke an ankle and had to be rescued.