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Yichen Zhang

Yichen Zhang

Assistant Professor of Quantitative Methods
Quantitative Methods


Ph.D., Statistics and Operations Research, New York University, 2020
B.S. in Mathematics; B.A. in Economics, Peking University, 2015


Yichen Zhang joined Purdue in 2020 after he earned his Ph.D. in Statistics and Operations Research at the Stern School of Business at New York University. Prior to that, he received his bachelor's degrees in Mathematics and Economics from Peking University in 2015. 

Yichen has worked at the intersection of statistics and optimization. His research focuses on Statistical Inference for Online Streaming Data, Bandits, and Reinforcement Learning; Distributed Learning, Multi-task Learning, Transfer Learning; Frequency-domain Time Series Analysis and Applications in Supply Chains; Nonsmooth Optimization with Statistical Models. His research has been published in the Annals of Statistics, Journal of the American Statistical Association, Machine Learning, Stochastic Processes and their Applications. Yichen serves as an Associate Editor for Journal of Computational and Graphical Statistics. 

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 |
  • MGMT 47300 (Data Mining, Spring 2021)
  • MGMT 47500 (Machine Learning for Business, Spring 2024, 2023)
  • MGMT 59000 (Deep Learning, Spring 2024, 2023)
  • MGMT 59000 (Machine Learning, Spring 2024, 2023, 2022, 2021)

Phone: (765) 496-5023
Office: KRAN 489

Quick links

Personal website

Area(s) of Expertise

Artificial Intelligence, Big Data, Business Analytics, Data Analytics, Decision Sciences, Econometrics, Machine Learning, Optimization, Quantitative Analysis, Supply Chain