Yi Yu  于怡



I am a Lecturer in Statistical Sciences in the School of Mathematics, University of Bristol, previously a postdoc of Professor Richard Samworth and a graduate student of Professor Zhiliang Ying. I obtained my academic degrees from Fudan University (B.S. in Mathematics, July 2009 and Ph.D. in Mathematical Statistics, July 2013). This is a picture of me.

My research interests are high-dimensional statistics and network studies. I have been working on theoretical, methodological and computational aspects of variable selection, post-selection inference and tuning parameter selection in regression problems, survival analysis, network analysis, and time series analysis.

Room 4.10

School of Mathematics, University of Bristol

University Walk, Bristol, BS8 1TW, United Kingdom.


+44 (0)117 92 87986

Room M9

Issac Newton Institute

20 Clarkson Road, Cambridge, CB3 0EH, United Kingdom.

+44 (0)1223 330545

I will be teaching Nonparametric Regression and Financial Time Series in 2018-9.

Publications and preprints

  1. Confidence intervals for high-dimensional Cox models. (2018) arXiv preprint. [pdf]

      Y., Jelena Bradic and Richard J. Samworth

  2. Optimal Covariance Change Point Detection in High Dimension. (2017) arXiv preprint. [pdf]

      Daren Wang, Y. and Alessandro Rinaldo

  3. Two new approaches for the visualisation of models for network meta-analysis. (2018) submitted.

      Martin Law, Navid Alam, Areti Angeliki Veroniki, Y. and Dan Jackson

  4. Link prediction for inter-disciplinary collaboration via co-authorship network. (2018) Social Network Analysis and Mining, to appear. [pdf]

      Haeran Cho and Y.

  5. The restricted consistency property of leave-nv-out cross-validation for high-dimensional variable selection . (2018) Statistica Sinica, to appear. [pdf, R codes]

      Yang Feng and Y.

  1. Estimating whole brain dynamics using spectral clustering. (2016) Journal of Royal Statistical Society, Series C, to appear. [pdf]

      Ivor Cribben and Y.

  2. How many communities are there? (2015) Journal of Computational and Graphical Statistics, to appear. [pdf]

      Diego Franco Saldana, Y. and Yang Feng

  3. A useful variant of the Davis--Kahan theorem for statisticians. (2015) Biometrika, 102, 315-323. [pdf]

      Y., Tengyao Wang and Richard J. Samworth

  4. Modified cross-validation for penalized high-dimensional linear regression models. (2013) Journal of Computational and Graphical Statistics, to appear. [pdf, R codes]

      Y. and Yang Feng

  5. Apple: Approximate Path for Penalized Likelihood Estimators (2013). Statistics and Computing, Vol. 24, Issue 5, 803-819 [pdf]

      Y. and Yang Feng

  6. Oracle inequalities for the Lasso in the Cox model (2013). The Annals of Statistics, Vol. 41, No. 3, 1142-1165. [pdf]

      Jian Huang, Tingni Sun, Zhiliang Ying, Y. and Cun-Hui Zhang

Invited discussions

  1. Discussion of “Should we sample a time series more frequently? Decision support via multirate spectrum estimation” by Nason, Powell, Elliott and Smith. (2017) Journal of the Royal Statistical Society, Series A. 180, 2, 384-385[pdf]

      Y. and Ivor Cribben

  2. Invited discussion of Large covariance estimation by thresholding principal orthogonal complements by Fan et al (2013). Journal of Royal Statistical Society, Series B, Vol. 75, Part 4, 656-658. [pdf]

      Y. and Richard J. Samworth


  1. High-dimensional variable selection in the Cox model. (2010) [pdf]



  1. NCPD, an R package for network change point detection using spectral clustering (2015). [source file, manual]

  2. fcd, an R package for fused community detection (2013). Available from cran.

  3. APPLE, an R package for Approximate Path for Penalized Likelihood Estimators (2012). Available from cran.

Ph.D. thesis

  1. Contributions to high-dimensional variable selection. Fudan University, June 2013.

      Supervisor: Professor Zhiliang Ying.