I am an Assistant Professor in the Department of Statistics and Data Science at Yale University. My research interests lie at the intersection of mathematical statistics, probability theory, and computational algorithms. I am particularly interested in inferential problems that arise in scientific applications, including statistical genetics and computational biology. I received my Ph.D. in ...

Zhou Fan, Iain M. Johnstone, Yi Sun. “Spiked covariances and principal components analysis in high-dimensional random effects models.” Available at arXiv:1806.09529.

Zhou Fan, Ron O. Dror, Thomas J. Mildorf, Stefano Piana, and David E. Shaw. Identifying localized changes in large systems: Change-point detection for biomolecular simulations.

home research teachingSeminar on "The Mathematics of Music", Summer 2010.

***NOTE***: There is no class on Wednesday 1/16. The first class will be held in the second week, on Wednesday 1/23. A make-up lecture will be held on Friday, 1/25. Description A seminar-style introduction to random matrix theory. Wigner matrices, sample covariance matrices, spiked models. Applications to principal components analysis, spectral algorithms on graphs and networks, and landscape ...

Apr 15, 2015 · Publications Leave-one-out Singular Subspace Perturbation Analysis for Spectral Clustering (with A. Zhang). Annals of Statistics, 2024+. Preprint Rates of estimation for high-dimensional multi-reference alignment (with Z. Fan, Z. Dou). Annals of Statistics, 2024+. Preprint

simple changepoint A method for detecting simultaneous changepoints in multiple data sequences, with applications to the analysis of biomolecular simulation trajectories, described here. Extension of the ``core package'' to additional likelihood models is available here. basic changepoint A Bayesian hierarchical model for analyzing simultaneous changepoints in multiple data sequences ...

Zhou Fan, Leying Guan, Yandi Shen, and Yihong Wu, "Gradient flows for empirical Bayes in high-dimensional linear models", Dec 2023. Yutong Nie and Yihong Wu, "Large-scale multiple testing: Fundamental limits of false discovery rate control and compound oracle?", Feb 2023.

Preface These notes were created as a set of lecture notes for a three-day seminar on the mathematics of music, intended to introduce topics in this area to the interested reader without assuming strong prerequisites in mathematics or music theory. They are not intended to be a comprehensive and technically rigorous exposition, and an attempt is made to introduce the concepts in an elementary ...

Instructor: Zhou FanTime: Mon, Wed 2:30-3:45Place: TBD Study of the principles of statistical analysis. Topics include maximum likelihood, sampling distributions, estimation, confidence intervals, tests of significance, regression, analysis of variance, and the method of least squares.