Yuan Ke

Bruce Lindsay Visiting Assistant Professor
Department of Statistics,   Penn State University.

I am currently the Bruce Lindsay Visiting Assistant Professor in the Department of Statistics at Pennsylvania State University. Before that I was a Postdoctoral Research Associate in the Department of Operations Research and Financial Engineering at Princeton University, hosted by Professor Jianqing Fan . In July 2015, I received my PhD degree in Mathematics form the University of York under the supervision of Professor Wenyang Zhang . I received MSc degree in Statistics form London School of Economics and BSc degree in Physics form Beijing Normal University.

Here is my   CV .

Research Interests

I have been working on statistical methodological research for massive datasets inspired by economics, finance and biostatistics. My research philosophy is to develop innovative statistical thinking and serve the data dependent society with effective and efficient data analysis tools. A keynote of my research is to go beyond strong or unrealistic assumptions like linearity, Gaussianity and parametric modeling. My ongoing research interests are as follows.

  • Statistical machine learning
  • Non/Semi-parametric modeling
  • Robust Statistical Methods
  • Nonlinear Time Series
  • Financial Econometrics
  • Quantitative Finance


Model Selection and Structure Specification in Ultra-High Dimensional Generalised Semi-Varying Coefficient Models,   (with Li, D. and Zhang, W ).   (2015)   Annals of Statistics, 43(6), 2676 – 2705.           Link   PDF:   Main   Supplement

Structure Identification in Panel Data Analysis,   (with Li, J and Zhang, W ).   (2016)   Annals of Statistics, 44(3), 1193 – 1233.   Link   PDF

A Semi-Varying Coefficient Multinomial Logistic Regression for Prognostic Classification with Application to Stratified Medicine,   (with Fu, B and Zhang, W ).   (2016)   Statistics in Medicine, 35(26), 4764 – 4778.   Link   PDF

Nonlinear Regression Using Subset-Based Kernel Principal Components,   (with Li, D and Yao, Q ).   (2017+)   Statistica Sinica, to appear     PDF

Robust Factor Models with Covariates,   (with Fan, J and Liao, Y ).   (2017+)   Under revision at Annals of Statistics,       PDF

Decorrelation of Covariates for Sparse Linear Regression,   (with Fan, J and Wang, K ).   (2017+)   Under revision at Journal of Machine Learning Research.       PDF

FARM-Test: Factor-adjusted robust multiple testing with false discovery control,   (with Fan, J, Sun, Q and Zhou, W-X).   (2017+)   Under revision at Journal of the American Statistical Association.       PDF


MATH/STAT 414 Introduction to Probability Theory

Session 002: M/W/F, Sackett Building 108, 9:05—9:55AM
Session 003: M/W/F, Willard Building 075, 8:00—8:50AM
Office hours: Monday, 11:00--12:00AM
Course Homepage: Canvas page