Welcome.

If you are also a statistician, probably you have not cited my papers yet. But you must have cited my name tons of times, when you need an observation Yi, i = 1, ..., n. :)

I am a Research Associate in the Statistical Laboratory, University of Cambridge, under the supervision of Professor Richard Samworth. Previously, I was a graduate student of Professor Zhiliang Ying at Fudan University.

Teaching

I will be teaching Time Series in Lent 2014.

Research  

My research interests are all aspects of high-dimensional statistics and network studies.

Working Papers

• High-dimensional variable selection in case-control studies.

  Zhiliang Ying and Y

• Consistent Cross-Validation for Tuning Parameter Selection in High-Dimensional Variable Selection. (2013) arXiv preprint. [pdf, R codes]

  Yang Feng and Y

Publications

• Modified Cross-Validation for Penalized High-Dimensional Linear Regression Models. (2013) Journal of Computational and Graphical Statistics, to appear. [pdf, R codes]

  Y and Yang Feng

• Invited discussion of Large covariance estimation by thresholding principal orthogonal complements by Fan et al (2013). Journal of Royal Statistical Society, Series B, Vol. 75, Part 4, 656-658. [pdf]

  Y and Richard J. Samworth

• Apple: Approximate Path for Penalized Likelihood Estimators (2013). Statistics and Computing, to appear. [pdf]

  Y and Yang Feng

• Oracle Inequalities For the Lasso in the Cox Model (2013). The Annals of Statistics, Vol. 41, No. 3, 1142-1165. [pdf]

  Jian Huang, Tingni Sun, Zhiliang Ying, Y and Cun-Hui Zhang

Software

• APPLE, an R Package for Approximate Path for Penalized Likelihood Estimators (2012). Available from cran.

  Y and Yang Feng

Ph.D. Thesis

• Contributions to High-Dimensional Variable Selection. Fudan University, 2013. [defence-slides]

Talks

• Consistent Cross-Validation in Penalized High-dimensional Variable Selection. (University of Cambridge, Apr. 2013) [slides]

• An Introduction to Community Detection. (University of Warwick, Feb. 2013) [slides]

• Apple: Approximate Path for Penalized Likelihood Estimators. (Columbia University, Apr. 2012) [slides]

Contact

Room D2.04

Statistical Laboratory, Centre for Mathematical Sciences

Wilberforce Road, Cambridge, CB30WB.

Tel: +44 (0)1223 337949

Email: y.yu@statslab.cam.ac.uk

‘Live, travel, adventure, bless and don’t be sorry.’ -- Jack Kerouac