统计学博士，2013年毕业于北京师范大学，2018年毕业于宾州州立大学。2021年加入中国人民大学，任助理教授、博士生导师。此前曾在美国华尔街担任量化交易研究员，专注于固定收益和股票交易。共发表20篇论文，主要研究方向包括大数据的分布式推断、高维数据分析以及统计学模型在金融领域的应用。

Selected Publications (* indicates the corresponding author, † represents student)

Top Journals/Conferences

Songshan Yang, Shurong Zheng, Runze Li (2024). A New Test for High Dimensional Two-Sample Mean Problems with Consideration of Correlation Structure. The Annals of Statistics, 52(5), 2217-2240.

Le Bao, Changcheng Li*, Runze Li, Songshan Yang* (2022). Causal Structural Learning on MPHIA Individual Dataset. Journal of the American Statistical Association, 117(540), 1642-1655. (字母顺序)

Zhaoxue Tong, Zhanrui Cai*, Songshan Yang*, Runze Li (2023). Model-free Conditional Feature Screening with FDR Control. Journal of the American Statistical Association, 118(544), 2575-2587.

Zhanrui Cai, Changcheng Li, Jiawei Wen, Songshan Yang* (2024). Asset Splitting Algorithm for Ultrahigh Dimensional Portfolio Selection and Its Theoretical Property. Journal of Econometrics, 239(2), 105291. (字母顺序)

Jiawei Wen, Songshan Yang*, Christina Dan Wang, Yifan Jiang, Runze Li (2023). Feature-splitting Algorithms for Ultrahigh Dimensional Quantile Regression. Journal of Econometrics, In press.

Songshan Yang, Jiawei Wen, Xiang Zhan, Daniel Kifer (2019). ET-lasso: A New Efficient Tuning of Lasso-type Regularization for High-dimensional Data. Proceedings of the 25th ACM SIGKDD International Conference on Knowledge Discovery & Data Mining, 607-616.

Other Peer-Reviewed Journals

Yilin Zhang†, Songshan Yang* (2025). Kernel Angle Dependence Measures in Metric Spaces. Journal of Computational and Graphical Statistics, 34(1), 280-289.

Changcheng Li, Runze Li, Jiawei Wen*, Songshan Yang*, Xiang Zhan (2023). Regularized Linear Programming Discriminant Rule with Folded Concave Penalty for Ultrahigh-dimensional Data. Journal of Computational and Graphical Statistics, 32(3), 1074-1082. (字母顺序)

Songshan Yang, Jiawei Wen, Scott T Eckert, Yaqun Wang, Dajiang J Liu, Rongling Wu, Runze Li, Xiang Zhan* (2020). Prioritizing Genetic Variants in GWAS with Lasso Using Permutation-assisted Tuning. Bioinformatics, 36(12), 3811-3817.

Songshan Yang, James A Cranford, Jennifer M Jester, Runze Li, Robert A Zucker, Anne Buu* (2017). A Time-varying Effect Model for Examining Group Differences in Trajectories of Zero-inflated Count Outcomes with Applications in Substance Abuse Research. Statistics in Medicine, 36(5), 827-837.

Songshan Yang, James A Cranford, Runze Li, Robert A Zucker, Anne Buu*(2017). A Time-varying Effect Model for Studying Gender Differences in Health Behavior. Statistical Methods in Medical Research, 26(6), 2812-2820.