Yuwen Gu

Yuwen Gu

Assistant Professor of Statistics

University of Connecticut


Yuwen Gu is an assistant professor in the Department of Statistics at the University of Connecticut. He received his PhD degree in statistics from the University of Minnesota and Bachelor’s degree from the University of Science and Technology of China (USTC).

He works on unconventional regression in high dimensional data analysis. Specifically, he deals with a class of penalized regressions in which the loss functions are not smooth to certain degrees. One particular model he used to study is the sparse asymmetric least squares and his current work is on the sparse quantile and composite quantile regressions.

  • High-dimensional Statistics
  • Model Selection and Combination
  • Nonparametric Statistics
  • Statistical Optimization
  • Ph.D. in Statistics, 2017

    University of Minnesota

  • Master in Statistics, 2013

    University of Minnesota

  • BSc in Statistics, 2011

    University of Science and Technology of China


University of Connecticut
Assistant Professor
Aug 2017 – Present Connecticut
Responsibilities include research, teaching, mentoring and service.
University of Minnesota
Graduate Assistant
Sep 2011 – Jun 2017 Minnesota
Studied statistics as a graduate student and taught undergraduate statistical courses.

Honors and Awards

Bernard Lindgren Graduate Student Teaching Award
School of Statistics Alumni Fellowship
School of Statistics First Year Fellowship
Guo Moruo Scholarship (Summa Cum Laude)


R package MSTweedie

R package MSTweedie

R package for modeling multi-source insurance data

R Package FHDQR

R Package FHDQR

R package for efficiently fitting penalized quantile regression

R package SALES

R package SALES

R package for fitting penalized asymmetric least squares


  • yuwen dot gu at uconn dot edu
  • 215 Glenbrook Rd. U-4120, Storrs, CT 06269
  • Enter Philip E. Austin Building and take the stairs to Office 323 on Floor 3