Dr. Lin Yang graduated in December 2024 with a Ph.D. in Science from the School of Statistics, Southwestern University of Finance and Economics. From May 2023 to May 2024, he participated in a one-year joint training program at the London School of Economics and Political Science. He is currently a postdoctoral researcher at the School of Statistics and Data Science, Southwestern University of Finance and Economics. His main research interests include high-dimensional time series analysis and functional data analysis.
Lin Yang
/ Doctor
E-mail：yanglin AT swufe.edu.cn
Awards and Honors
Research Projects
Selected Papers
- Chang, J., Yang, L., Zha, M., & Zhou, W.-X. (2026+). Adapting to noise tails in private linear regression. Journal of the American Statistical Association, in press.
- Yang, L., Feng, Z., & Jiang, Q. (2025). Test for the mean of high-dimensional functional time series. Computational Statistics & Data Analysis, 201, 108040.
- Chang, J., He, J., Yang, L., & Yao, Q. (2023). Modeling matrix time series via a tensor CP-decomposition. Journal of the Royal Statistical Society Series B, 85, 127-148.