I am an Assistant Professor of Mathematics and Statistics at Washington University in St. Louis. I received my Ph.D. degree in statistics at the University of Chicago in 2018. My Ph.D. adviser is Prof. Wei Biao Wu. Prior to graduate school, I obtained my B.S. in mathematics at Tsinghua University in 2013.

    I am intersted in high dimensional data analysis, time series, statistical learning theory.

Teaching

Washington University in St.Louis
Math 322 Biostatistics
Math 494 Mathematical Statistics
Math 461 Time Series Analysis
University of Chicago
STAT 234 Statistical Models and Methods I Winter 2016

Paper

  1. Kernel based multiple change-points detection in high-dimensionaltime series (with Weining Wang and Wei Biao Wu).
    Submitted [pdf]
  2. Dynamic Semiparametric Factor Model with Structural Breaks (with Weining Wang and Wei Biao Wu).
    Submitted [pdf]
  3. Concentration inequalities for empirical processes of linear time series (with Wei Biao Wu).
    Journal of Machine Learning Research, 2018, Vol 18, 8639--8684 [pdf]
  4. Testing for trends in high-dimensional time series (with Wei Biao Wu).
    Journal of the American Statistical Association, 2018, Vol 0, 1-13: Theory and Methods [pdf]
  5. Stability and asymptotics for autoregressive processes (with Wei Biao Wu).
    Electric Journal of Statistics, 2016, Vol 10, 3723--3751 [pdf]

Invited Talk

  1. Statistical Learning for Time Dependent data
    Michigan State University, Oct 2018,
    University of Illinois Urbana-Champaign, March 2018,
    Northwestern University, Feb 2018.
  2. Concentration inequalities for empirical processes of linear time series,
    INFORMS Applied Probability Society Conference, 2017.
  3. Testing for trends in high-dimensional time Series,
    ICSA Applied Statistics Symposium, 2017.

Service

I serve as reviewer for Annals of Statistics, Journal of the statistical association, Technometrics, Journal of Econometrics.