World-Renowned Statistician Xuming He Delivers JK Ghosh Memorial Lecture at Purdue
11-05-2025
The Purdue Department of Statistics welcomed Xuming He, the Kotzubei-Beckmann Distinguished Professor and Inaugural Chair of Statistics and Data Science at Washington University in St. Louis, as this year’s JK Ghosh Memorial Lecturer. His talk, “Expected Shortfall Regression,” was presented on October 31 in the Wilmeth Active Learning Center as part of the department’s colloquium series.
He is an internationally recognized leader in robust statistical modeling and inference, known for advancing methods that improve the reliability of data analysis in complex and high-dimensional settings. His interdisciplinary research promotes the effective use of statistical approaches in biosciences, public health, and socioeconomic studies, bridging theory and application to address pressing real-world challenges.
In his lecture, He discussed recent developments in expected shortfall regression—a statistical framework used to model outcomes in the tail of a probability distribution. This approach is widely applied in financial risk management, policy evaluation, and biomedical studies. He highlighted a new optimization-based, semiparametric method for estimating conditional expected shortfall that adapts effectively to data heterogeneity with minimal model assumptions.
He currently serves as president (2023–2025) of the International Statistical Institute and has held leadership roles across major professional societies. He is a fellow of the American Statistical Association, the Institute of Mathematical Statistics, and the American Association for the Advancement of Science, and an elected member of the International Statistical Institute. His recent honors include the ASA Founders Award, the IMS Carver Medal, and the Noether Distinguished Scholar Award.
The JK Ghosh Memorial Lecture honors the late Professor Emeritus Jayanta K. Ghosh, a former Purdue faculty member and a global leader in theoretical statistics. Established through gifts from the Ghosh family and former Purdue faculty member Jim Berger and his wife, Ann, the lecture recognizes excellence and lasting impact in the field.
“It’s an honor to welcome Dr. He to Purdue and to have him deliver this year’s Ghosh Lecture,” said Xiao Wang, professor and head of the Department of Statistics. “His innovative work exemplifies the kind of forward-looking scholarship that continues to shape the future of our discipline.”
Through the JK Ghosh Memorial Lecture, the Department of Statistics celebrates both the achievements of distinguished scholars like He and the enduring legacy of Jayanta K. Ghosh—advancing statistical science through collaboration, innovation, and discovery.
About the Department of Statistics at Purdue University
Our mission is to advance the frontiers of statistical sciences and data science in both theory and applications; to provide learning environments that produce well-educated data scientists, statisticians, probabilists, and quantitatively literate people; and to join with others in bringing the strengths of the statistical sciences to address societal needs. The Department offers the degrees of Bachelor of Science, Graduate Certificate, Master of Science, Online Master of Applied Statistics, and Ph.D. in Statistics. Our programs prepare students for careers in both industry and academia and prepare them to be leaders in their fields. The Department of Statistics is part of the College of Science at Purdue University and is housed in the Mathematical Sciences Building in West Lafayette, Indiana. Learn more about the department at stat.purdue.edu.
Writer: Alisha Willett, amwillet@purdue.edu
Source: Xiao Wang, wangxiao@purdue.edu