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Yichen Zhang

Yichen Zhang

Assistant Professor of Quantitative Methods
Quantitative Methods

Education

Ph.D, Statistics, New York University, 2020
B.S, Mathematics, Peking University, 2015

Professor Yichen Zhang earned his Ph.D. from the Department of Technology, Operations, and Statistics at Stern School of Business at New York University in 2020. Prior to that, he received his Bachelors in Mathematics and Economics from Peking University in 2015. 

Yichen has worked at the intersection of statistics, optimization, and machine learning. His research focuses on Statistical Learning Theory, Stochastic Optimization, Distributed Estimation and Inference, and Time Series Econometrics.

Yichen's teaching interest broadly covers Statistical Machine Learning and Statistical Inference.

Journal Articles

  • Xi Chen, Jason D. Lee, Xin T. Tong, Yichen Zhang (2020). Statistical Inference for Model Parameters in Stochastic Gradient Descent. Annals of Statistics, vol. 48 (1), 251-273. | Related Website |
  • Yichen Zhang, Clifford M. Hurvich (2020). Estimation of alpha, beta and Portfolio Weights in a Pure-Jump Model with Long Memory in Volatility. Stochastic Processes and their Applications, To appear. | Related Website |
  • Xi Chen, Weidong Liu, Yichen Zhang (2019). Quantile Regression Under Memory Constraint. Annals of Statistics, vol. 47 (6), 3244-3273. | Related Website |

Contact

zhang@purdue.edu
Phone: (765) 496-5023
Office: KRAN 489

Quick links

Personal website