I am a 3rd year Ph.D. student from Department of Statistics at Columbia University. I am working with Professor Jose Blanchet . I am interested in Applied Probability, Machine Learning, Robust Statistics Method, Distributional Robust Optimization, Stochastic Analysis and Financial Network. Before coming to Columbia, I got my B.S. in Mathematics from School of Gifted Young, University of Science and Technology of China (USTC) with highest honor (Guo-Moruo Scholarship).
My email address is yangkang AT stat DOT columbia DOT edu.
Working Projects (Papers)
- Robust Approximation Bayesian Computation based on Optimal Transport;
- Nonparametric Bayesian Inference with Empirical Likelihood;
- Distributional Robust Optimization with Wasserstein Metric and its Applications;
Robust Method in Statistics and Machine Learning
- Blanchet, J. and Kang, Y. (2016, Submitted) Sample Out-Of-Sample Inference Based On Wasserstein Inference.
- Blanchet, J., Kang, Y., and Murthy, K. (2016,Submitted) Machine Learning Based On Robust Wasserstein Profile Inference (RWPI).
- Blanchet, J., Kang, Y., and Lam, H. (Working Manuscript) Quantify Uncertainty for Stochastic Programing Problem: An Empirical Likelihood Approach.
Financial Network Analysis
- Blanchet, J., Loisel, S., and Kang, Y. (Working Manuscript to submit) Optimal Allocation Of Supervisory Provision In Insurance And Reinsurance Networks.
- Blanchet, J., Kang, Y., and Capponi, A. (Working Manuscript to submit) Dynamical Models For A Counter-Party Clearing House Of An Insurance-Reinsurance Network.
I am also working on problems of applying statistical methods with application to different areas.
Statistics with Applications to Breast Cancer and Environment Science
- Qiu, Zeyuan, Michael G. Dosskey, and Yang Kang. "Choosing between alternative placement strategies for conservation buffers using Borda count." Landscape and Urban Planning 153 (2016): 66-73.
- Qiu, Zeyuan, Michael G. Dosskey, and Yang Kang. "Data on four criteria for targeting the placement of conservation buffers in agricultural landscapes." Data in Brief 7 (2016): 1254-1257.
- Radina, M. Elise, Mei R. Fu, Lori Horstman, and Yang Kang. "Breast cancer‐related lymphedema and sexual experiences: a mixed‐method comparison study." Psycho-Oncology 24, no. 12 (2015): 1655-1662.
- Dosskey, Michael G., Zeyuan Qiu, and Yang Kang. "A Comparison of DEM‐Based Indexes for Targeting the Placement of Vegetative Buffers in Agricultural Watersheds." JAWRA Journal of the American Water Resources Association 49, no. 6 (2013): 1270-1283.
- Fu, Mei R., Charles M. Cleland, Amber A. Guth, Maia Kayal, Judith Haber, Francis Cartwright, Robin Kleinman, Yang Kang, Joan Scagliola, and Deborah Axelrod. "L-dex ratio in detecting breast cancer-related lymphedema: reliability, sensitivity, and specificity." Lymphology 46, no. 2 (2013): 85.
- Fu, Mei R., and Yang Kang. "Psychosocial impact of living with cancer-related Lymphedema." In Seminars in oncology nursing, vol. 29, no. 1, pp. 50-60. WB Saunders, 2013.
Industry Working Experience
- I was the co-founder and assistance general manager of Gewu IT Ltd. Gewu was a IT start up company founded in Hefei, Anhui, China providing software and hardware for interactive education service.
- I was working as a summer quantitative research intern at Bloomberg LP. with Fabio Mercurio on quantifying financial risk, during 2015 Summer.
- I am working as a summer research quantitative research intern at GSA Capital LP. with Gordon Ritter on machine learning and statistical method with applications to financial fundamental models during 2016 summer.
Academia Working Experience
- I was the instructor for W1211 Introduction to Statistics and Probability for Columbia University undergraduates during 2015 Fall.
- I was the instructor for Statistics PhD qualification exam review during 2015 summer at Columbia University.
- I was teaching assistant to PhD and master level Machine Learning, Statistics, Probability, Stochastic Analysis and Simulation courses since 2013 Fall at Columbia University.