Yuwen Gu

guxxx192 at umn dot edu

Ph.D. Candidate
School of Statistics
University of Minnesota

About Me

I am currently a Ph.D. candidate in the School of Statistics at the University of Minnesota. I graduated from the University of Science and Technology of China (USTC) with a BS degree in Statistics.

I am working with my advisor, Dr. Hui Zou, on unconventional regression in high dimensional data. Specifically, we are trying to solve a class of models in which the loss functions are not smooth to certain degrees. One particular model we used to study is the sparse asymmetric least squares and my current work is on the sparse quantile and composite quantile regression.

Honors and Awards

  • Bernard Lindgren Graduate Student Teaching Award, University of Minnesota, 2016

  • School of Statistics Alumni Fellowship, University of Minnesota, 2013

  • School of Statistics First Year Fellowship, University of Minnesota, 2011

  • Guo Moruo Scholarship, USTC, 2010, Summa Cum Laude

  • Outstanding Undergraduate Research Project, USTC, 2010

Publications and Manuscripts

\(^*\) indicates equal contributions

Gu, Y. and Zou, H. (2016). High-dimensional generalizations of asymmetric least squares regression and their applications. The Annals of Statistics. 44(6), 2661-2694.

Vélez, A., Linehan-Skillings, B. J., Gu, Y., Sun, Y. and Bee, M. (2013). Pulse-number discrimination by Cope’s gray treefrog (Hyla chrysoscelis) in modulated and unmodulated noise. The Journal of the Acoustical Society of America. 134 (4).

Gu, Y. and Zou, H. (2016). Aggregated expectile regression by exponential weighting. Statistica Sinica, revision invited.

Gu, Y.\(^*\), Jun, F.\(^*\), Kong, L., Ma, S. and Zou, H. (2016). Efficient penalized quantile regression. Technometrics, revision invited.


  1. R package SALES: Adaptive Lasso and elastic net penalized sparse asymmetric least squares (SALES) and coupled sparse asymmetric least squares (COSALES) regression via coordinate descent and proximal gradient algorithms (with Fortran backends) CRAN


A list of courses I am teaching or have taught as the primary instructor:

  • STAT 4101 Theory of Statistics I

  • STAT 5401 Applied Multivariate Methods

  • STAT 3011 Introduction to Statistical Analysis

  • STAT 5021 Statistical Analysis

A list of courses I have taught as a teaching assistant:

  • STAT 5601 Nonparametric Methods
    Instructor: Dr. Snigdhansu Chatterjee

  • STAT 3022 Data Analysis

  • STAT 4102 Theory of Statistics II