ABOUT ME
I am a Ph.D candidate in statistics at University of Toronto, advised by Daniel M. Roy and Jeffrey S. Rosenthal.
I also spent Spring 2017 at Simons Institute, UC Berkeley, as a visiting student researcher.
Before coming to Toronto, I got B.Eng. from Tsinghua University, D.Eng. from Chinese Academy of Sciences, both in electrical engineering, and M.Sc. in applied mathematics from Queen's University in Kingston, advised by Fady Alajaji and Glen Takahara.
I am grateful to be partly supported by Alexander Graham Bell Canada Graduate Scholarship (CGS D).
RESEARCH
I am currently interested in Bayesian inference, statistical learning, computational statistics, and time series analysis.
Recent work:
- Complexity Results for MCMC derived from Quantitative Bounds
Jun Yang and Jeffrey S. Rosenthal
| arXiv:1708.00829
| slides
- Simultaneous Time-Frequency Inference of Non-Stationary Time Series
(with Zhou Zhou)
- A Bayesian Decision-Theoretic Analysis of Bayesian Inference under Model Misspecification
(with Daniel M. Roy)
| slides
- On Bounding the Union Probability using Partial Weighted Information
Jun Yang, Fady Alajaji, and Glen Takahara
Statistics and Probability Letters 116, 38–44, 2016.
| arXiv:1506.08331 | pdf | supplement | slides
- Lower Bounds on the Probability of a Finite Union of Events
Jun Yang, Fady Alajaji, and Glen Takahara
SIAM Journal on Discrete Mathematics 30 (3), 1437–1452, 2016.
| arXiv:1401.5543 | pdf | slides
Link to the full list of preprints and publications.
OTHERS
Activities, teaching, non-work page (under construction).
