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I am an associate professor in the Department of Statistics at the University of Connecticut. I work on high-dimensional statistics, statistical machine learning, model selection and combination, statistical computing and optimization, and causal inference.
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Courses
STAT 4525/5525 Sampling Theory

This course teaches mathematical and statistical reasoning behind sampling, aspects of inference from surveys, and the interplay with observational studies.
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fastkqr

This R packages provides an efficient algorithm to fit and tune kernel quantile regression models based on the majorization-minimization (MM) method. It can also fit multiple quantile curves simultaneously without crossing.
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Distributed sparse composite quantile regression in ultrahigh dimensions

We study the sparse composite quantile regression under ultrahigh dimensionality and make theoretical and algorithmic contributions.
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Research (9) Package (5) R (5)
Yuwen Gu
Associate Professor of Statistics @ UConn
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