中国人民大学预聘副教授，博士生导师。2013年本科毕业于北京师范大学，2018年博士毕业于宾州州立大学，2021年加入中国人民大学。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。在AOS、JASA、JOE等国际顶级及重要期刊共发表20余篇学术论文，主要研究方向包括多源异构数据的分布式学习、多任务学习、强化学习、决策分析，金融资产量化交易，先后主持国家自然科学基金青年及面上项目。

Featured Publications

( # : Corresponding author, * : Student)

Zhang, Y.*, Yang, S.#, Wu, Y., & Wang, L. (2026+). Partial Gini covariance-based robust inference for high-dimensional linear models with heavy-tailed errors. Journal of the American Statistical Association.

Gu, Y.*, Yang, H., Yang, S.#, & Zou, H.# (2026). Collaborative inference for sparse high-dimensional models with non-shared data. Journal of the American Statistical Association. Advance online publication. (Alphabetical order)

Yang, S., Zhao, D., & Li, R. (2026). Statistical inference for high-dimensional partially linear models via debiased rank Lasso. Journal of Machine Learning Research. Advance online publication.

Yang, S., Gu, Y.*, Yang, H., & He, X. (2026). Communication-efficient and distributed-oracle estimation for high-dimensional quantile regression. The Annals of Statistics, 54(1), 442–465.

Wen, J., Yang, S.#, Wang, C. D., Jiang, Y., & Li, R. (2025). Feature-splitting algorithms for ultrahigh dimensional quantile regression. Journal of Econometrics, 249(a), 105426.

Yang, S., Zheng, S., & Li, R. (2024). A new test for high dimensional two-sample mean problems with consideration of correlation structure. The Annals of Statistics, 52(5), 2217–2240.

Cai, Z., Li, C., Wen, J., & Yang, S.# (2024). Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property. Journal of Econometrics, 239(2), 10529. (Alphabetical order)

Tong, Z., Cai, Z.#, Yang, S.#, & Li, R. (2023). Model-free conditional feature screening with FDR control. Journal of the American Statistical Association, 118(544), 2575–2587.

Bao, L., Li, C.#, Li, R., & Yang, S.# (2022). Causal structural learning on MPHIA individual dataset. Journal of the American Statistical Association, 117(540), 1642–1655. (Alphabetical order)

Yang, S.#, Wen, J., Zhan, X., & Kifer, D. (2019). ET-lasso: A new efficient tuning of Lasso-type regularization for high-dimensional data. In Proceedings of the 25th ACM SIGKDD International Conference on Knowledge Discovery & Data Mining (pp. 607–616). Association for Computing Machinery.

Peer-Reviewed Journals

Easley, D., O’Hara, M., Yang, S., & Zhang, Z. (2026). Microstructure and market dynamics in crypto markets. Journal of Financial Markets, 101071. (Alphabetical order)

Gou, Z., Hu, H., Yang, H., & Yang, S. (2026). A Dantzig-type large portfolio optimization model and its efficient fitting algorithm. Journal of Business & Economic Statistics. Advance online publication. (Alphabetical order)

Jiang, Y., Yang, S.#, Bao, L., & Li, R. (2026). Simultaneous feature- and sample-splitting ADMM for penalized rank regression. Journal of Computational and Graphical Statistics. Advance online publication.

Tan, W., Xue, L., Yang, S., & Zhan, X. (2025). High-dimensional log contrast models with measurement errors. Statistica Sinica. Advance online publication. (Alphabetical order)

Zhang, Y.*, & Yang, S.# (2025). Kernel angle dependence measures in metric spaces. Journal of Computational and Graphical Statistics, 34(1), 280–289.

Li, C., Li, R., Wen, J.#, Yang, S.#, & Zhan, X. (2023). Regularized linear programming discriminant rule with folded concave penalty for ultrahigh-dimensional data. Journal of Computational and Graphical Statistics, 32(3), 1074–1082. (Alphabetical order)

Huang, Y., Li, C., Li, R., & Yang, S. (2022). An overview of tests on high-dimensional means. Journal of Multivariate Analysis, 188, 104813. (Alphabetical order)

Yang, S., Wen, J., Eckert, S. T., Wang, Y., Liu, D. J., Wu, R., Li, R., & Zhan, X. (2020). Prioritizing genetic variants in GWAS with lasso using permutation-assisted tuning. Bioinformatics, 36(12), 3811–3817.

Yang, S., Cranford, J. A., Jester, J. M., Li, R., Zucker, R. A., & Buu, A. (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.

Yang, S., Cranford, J. A., Li, R., Zucker, R. A., & Buu, A. (2017). A time-varying effect model for studying gender differences in health behavior. Statistical Methods in Medical Research, 26(6), 2812–2820.