受教育经历:
2001/9-2005/7,学士,云南大学统计系
2005/9-2008/7,硕士,云南大学统计系
2008/9-2011/8,博士,香港城市大学管理科学系
工作简历:
2012/4-2013/7,讲师,云南财经大学
2013/8-2018/9,副教授,云南财经大学
2012/12-2013/12,高级研究助理,香港城市大学
2018/10-2023/2,教授,云南财经大学
2023/2-至今,教授,西安交通大学
我博士毕业于香港城市大学,现任西安交通大学数学与统计学院教授,博士生导师,入选了国家高层次青年人才计划和校内青拔A类支持计划。我的研究兴趣为统计预测、估计理论和统计极限理论,具体包括模型选择、模型平均、混合效应模型和空间计量经济学的理论和应用。我主持过三项国家自然科学基金项目,目前主持一项国家重点研发项目课题。本课题组欢迎对统计和机器学习理论以及计量经济学感兴趣的同学和潜在的博士后研究人员加入(电邮地址:yudalei@xjtu.edu.cn 或者 yudalei@126.com)。
代表性论文 :
Yu, D., Zhang, X. and Liang, H. (2025) Unified optimal model averaging with a general loss function based on cross-validation. Journal of the American Statistical Association 120, 2697-2708.
Yu, D. , Tang, N. and Shi, Y. (2025) Adaptively aggregated forecast for exponential family panel model. International Journal of Forecasting 41, 733-747. Supplementary Materials and Code.
Chen, X., Yu, D. and Zhang, X. (2024) Optimal weighted random forests. Journal of Machine Learning Research 25 (320), 1-81.
Yu, D., Lian, H., Sun, Y., Zhang, X. and Hong, Y. (2024) Post-averaging inference for optimal model averaging estimator in generalized linear models. Econometric Reviews 43, 98-122.
Gao, Z., Yu, D. and Zhang, X. (2024) Reliability estimation of k-out-of-n: G system with model uncertainty. IEEE Transactions on Reliability 73, 978 - 989. Supplementary Materials and Code.
Racine, J., Li, Q., Yu, D. and Zheng, L. (2023) Optimal model averaging of mixed-data kernel-weighted spline regressions. Journal of Business & Economic Statistics 41, 1251-1261.
赵尚威, 喻达磊, 张新雨 (2022)一般协方差矩阵下的修正Akaike信息准则. 中国科学:数学 52, 555-582.
Yu, D., Ding, C., He, N., Wang, R. Zhou, X. and Shi, L. (2019) Robust estimation and confidence interval in meta-regression models. Computational Statistics & Data Analysis 129, 93–118.
Yu, D., Zhang, X. and Yau, K.K.W. (2018) Asymptotic properties and information criteria for misspecified generalized linear mixed models. Journal of the Royal Statistical Society: Series B (Statistical Methodology) 80, 817-836. (Initial title: “Information criterion for misspecified random effects model”). MATLAB code and data.
Yu, D. (2016) Conditional Akaike information criteria for a class of Poisson mixture models with random effects. Scandinavian Journal of Statistics 43 1214 –1235.
Zhang, X., Yu, D., Zou, G. and Liang, H. (2016). Optimal model averaging estimation for generalized linear models and generalized linear mixed-effects models. Journal of the American Statistical Association 111 1775–1790.
Yu, D., Bai P. and Ding, C. (2015). Adjusted quasi-maximum likelihood estimator for mixed regressive, spatial autoregressive model and its small sample bias. Computational Statistics & Data Analysis 87 116–135. (Initial title: “Restricted quasi-maximum likelihood estimator for mixed regressive, spatial autoregressive model”).
Yu, D. and Yau, K.K.W. (2013). Robust REML estimation for k-component Poisson mixture with random effects: application to the epilepsy seizure count data and urinary tract infections data. Statistics in Medicine 32 2479-2499.