In general I’d choose Chicago over New Haven but if you are at yale and prefer the program there you should be fine. If your program has a lot of students (forestry, law, mba, nursing, md) there will be plenty of social opportunities and the graduate pub is a good place to meet people from other programs if your program is smaller. I can’t specifically speak to the Asian community outside of witnessing several Asian friends from my program seeming to have a number of Asian friends outside of our program.