Yichen Zhang

Assistant Professor of Quantitative Methods
Quantitative Methods

Education

Ph.D., Technology, Operations, and Statistics, New York University, 2020
B.S. in Mathematics, Peking University, 2015
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, Mathematics of Operations Research, Machine Learning, Stochastic Processes and their Applications. Yichen serves as an Associate Editor for Journal of Computational and Graphical Statistics.

Journal Articles

Qiyu Han, Will Wei Sun, and Yichen Zhang (2025). "Online Statistical Inference in Decision-Making with Matrix Context." The Annals of Statistics (forthcoming) | Related Website |
Rene Caldentey, Avi Giloni, Clifford Hurvich, and Yichen Zhang (2025). "Information Design and Sharing in Supply Chains." Mathematics of Operations Research (forthcoming) | Related Website |
Elynn Chen, Xi Chen, Wenbo Jing, and Yichen Zhang (2025). "Distributed Tensor Principal Component Analysis with Data Heterogeneity." Journal of the American Statistical Association (forthcoming) | Related Website |
Weidong Liu, Jiyuan Tu, Xi Chen, Yichen Zhang (2025). "Online Estimation and Inference for Robust Policy Evaluation in Reinforcement Learning." The Annals of Statistics (forthcoming) | Related Website |
Xi Chen, Zehua Lai, He Li, and Yichen Zhang (2024). "Online Statistical Inference for Stochastic Optimization via Kiefer-Wolfowitz Methods." Journal of the American Statistical Association vol. 119 (548), 2972-2982. | Related Website |
Xi Chen, Wenbo Jing, Weidong Liu, and Yichen Zhang (2024). "Distributed Estimation and Inference for Semi-parametric Binary Response Models." The Annals of Statistics vol. 52 (3), 922-947. | Related Website |
Xi Chen, Weidong Liu, Yichen Zhang (2022). "First-order Newton-type Estimator for Distributed Estimation and Inference." Journal of the American Statistical Association vol. 117 (540), 1858-1874. | Related Website |
Wenjie Li, Zhanyu Wang, Yichen Zhang, Guang Cheng (2022). "Variance Reduction on Adaptive Stochastic Mirror Descent." Machine Learning vol. 111 4639–4677. | Related Website |
Yichen Zhang, Clifford M. Hurvich (2022). "Estimation of alpha, beta and Portfolio Weights in a Pure-Jump Model with Long Memory in Volatility." Stochastic Processes and their Applications vol. 150 972-994. | Related Website |
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 |
Xi Chen, Weidong Liu, Yichen Zhang (2019). "Quantile Regression Under Memory Constraint." The Annals of Statistics vol. 47 (6), 3244-3273. | Related Website |

MGMT 47300 (Spring 2021)
MGMT 47500 (Spring 2025, 2024, 2023)
MGMT 59000 (Deep Learning, 2025, 2024, 2023)
MGMT 59000 (Machine Learning, 2025, 2024, 2023, 2022, 2021)
MGMT 69900 (2025, 2024, 2023)

Contact

zhang@purdue.edu
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