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
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
Area(s) of Expertise
Artificial Intelligence, Big Data, Business Analytics, Data Analytics, Decision Sciences, Econometrics, Machine Learning, Optimization, Quantitative Analysis, Supply Chain