Statistics

“During my Master’s program, I was able to prepare the related knowledge, explore different areas and discover my research interests. It lays out the foundation for me to further proceed in PhD.”

Why did you come to Western for your graduate degree?
There are two reasons. First, there was a “3+1+1” joint program between Western and my undergraduate university. I happened to have some interest to work with a professor at Western, so I decided to join this program. I came to Western in my senior year as an exchange student, and then proceeded to my Master's program.

Describe your research.
In general, my research is to develop a new collection of theoretical tools to better understand and handle model-level uncertainty in statistical methodology. Model uncertainty is a long existing concern in statistics, financial modeling, risk management and actuarial science. It is essentially difficult to handle within the classical probability. Our current focus is to start from a generalization of the classical probability system through the lens of nonlinear expectation. Then we can understand the model uncertainty from a bottom-up view.

Have you worked as a research or teaching assistant?
My RA work mostly involves research with my supervisors. It has been very helpful in preparing the core part of my future research. As a TA, I have gained a lot from leading tutorials. It has been a great opportunity to develop my teaching skills, particularly in how to explain concepts intuitively to students. Through the tutorials, I have been able to form my teaching philosophy, which has been beneficial in preparing for course teaching during my PhD study. Additionally, through the combination of RA and TA, I gradually formed good habits in workflow and time management.

What are you most passionate about?
The beauty of math and the profound impact brought by math; the underlying logic or principles behind a powerful algorithm or a “mysterious” phenomenon; the nature of the universe (both deterministic and uncertain aspect); how to better do the balance between the “theoretical world” and “real world”; among other things.

What is it about your grad program that enables you to thrive?
I think there are two key components – the atmosphere and community. The atmosphere in our department is open, flexible, and immersive. We have enough freedom in terms of the course study. I have even audited several courses outside our department just to explore various areas and broaden my mind. I have also benefited a lot from the discussions with professors during office hours. For the community, the staff and professors in our department are passionate and supportive. During my Master’s program, I got contacted by a professor from my undergraduate university who was visiting Fields institute at that time. My supervisor immediately invited him to give a colloquium talk in our department, and we had an important discussion regarding our research. Our department provided strong support to make this proceed smoothly.