“With four parameters I can fit an elephant, and with five I can make him wiggle his trunk.” --- John von Neumann

“Pure logical thinking cannot yield us any knowledge of the empirical world; all knowledge of reality starts from experience and end in it.” Albert Einstein


  • University of Wisconsin-Madison
    Ph.D. in Statistics, Sept, 2003 – July, 2006
  • Tsinghua University
    School of Economics and Management
    B.A. in Economics, Sept, 1998 – July, 2002


Visiting Positions

Research Interests

  • Big Data
  • Machine Learning
  • Deep/Reinforcement Learning
  • Semi-Nonparametric Inferences
  • High Dimensional Statistical Inferences


Current Editorial Work


  • NSF-DMS, NSF-CDS&E, ONR, Adobe, Institute for Advanced Study, SAMSI, Simons Foundation, Clinical and Translational Science Institute.


  • Stat 695: Big Data Theory and Method
  • Stat 598: Data Science Seminar