Research areas

Statistics, Machine Learning

Education

2018-2023 Doctor, Renmin University of China

2014-2018 Bachelor, Renmin University of China

Research experience

2025-present Assistant Professor, Yau Mathematical Science Center, Tsinghua University

2023-2025 Postdoctoral Researcher, Yau Mathematical Science Center, Tsinghua University

2022-2023 Visiting Scholar, School of Statistics, University of Minnesota

Awards

2024 Outstanding Yiyou Award of Qiuzhen College, Tsinghua University

2022 National Scholarship for Doctoral Students, Ministry of Education of the PRC

Publications

[1] Peng, J., Li, Y., Yang, Y. (2025). On optimality of Mallows model averaging. Journal of the American Statistical Association, 120(550), 1152-1163.

[2] Peng, J. (2024). Model averaging: A shrinkage perspective. Electronic Journal of Statistics, 18(2), 3535-3572.

[3] Lin, C.#, Peng, J.#, Qin, Y., Li, Y., Yang, Y. (2023). Optimal integrating learning for split questionnaire design type data. Journal of Computational and Graphical Statistics, 32(3), 1009-1023.

[4] Peng, J., Yang, Y. (2022). On improvability of model selection by model averaging. Journal of Econometrics, 229(2), 246-262.