你好,欢迎来到中国科学技术大学国际金融研究院!


 姓名:杨青

 职称:研究员

 邮件:yangq@ustc.edu.cn

 主要专业方向:概率与统计


(一)教育经历

新加坡南洋理工大学,统计学博士


(二)研究和工作经历

新加坡南洋理工大学  博士后

美国普渡大学      博士后

美国普渡大学      访问助理教授

中国科学技术大学   特任研究员


(三)研究领域

高维统计推断,高维网络,随机矩阵理论,深度学习


Dette, H., Pan, G. M. and Yang, Q.*  Estimating a change point in a sequence of very high dimensional covariance matrices. Accepted by Journal of the American Statistical Association. 

Yang, Q. and Cheng, G. Discussion on Covariate-assisted ranking and screening for large-scale two-sample inference”. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 81(2), 228-229, 2019.

Han, X., Pan, G. M. and Yang, Q.  A unified matrix model including both CCA and F matrices in multivariate analysis: the largest eigenvalue and its applications. Bernoulli, 24 (4B), 3447-3468, 2018.

Yang, Q. and Pan, G. M. Weighted statistic in detecting faint and sparse alternatives for highdimensional covariance matrices. Journal of the American Statistical Association, 112 (517), 188-200, 2017.

Jin, B. S., Pan, G. M., Yang, Q. and Zhou, W.  On high-dimensional change point problem. Science China Mathematics, (invited paper), 59 (12), 2355-2378, 2016.

Chen, B. B., Pan, G. M., Yang, Q. and Zhou, W. Large dimensional empirical likelihood. Statistica Sinica, 25, 1659-1677, 2015.