People
Yang Fan

Associate Professor

Yau Mathematical Science Center, Tsinghua University

Office: Ning Zhai W02

Email: fyangmath@tsinghua.edu.cn

Personal web page

Research Areas

I am interested in probability and statistics, with a focus on random matrix theory and its applications to mathematical physics, high-dimensional statistics, and machine learning.


Educational Background

2005-2009 Bachelor, Tsinghua University

2010-2014 Doctor (Physics), The Chinese University of Hong Kong

2014-2017 Master, University of Wisconsin-Madison

2017-2019 Doctor, University of California, Los Angeles


Work Experience

2022-present Associate Professor, YAU Mathematical Sciences Center, Tsinghua University

2019-2022 Postdoctoral, University of Pennsylvania

                 

Publications

[1] C. Xu, F. Yang, H.-T. Yau and J. Yin. Bulk universality and quantum unique ergodicity for random band matrices in high dimensions. arXiv preprint arXiv:2207.14533 (2021).

[2] F. Yang, H.-T. Yau and J. Yin. Delocalization and quantum diffusion of random band matrices in high dimensions I: Self-energy renormalization. arXiv preprint arXiv:2104.12048 (2021).

[3] F. Yang, H.-T. Yau and J. Yin. Delocalization and quantum diffusion of random band matrices in high dimensions II: T-expansion. arXiv preprint arXiv:2107.05795 (2021). Accepted by Communications in Mathematical Physics.

[4] F. Yang and J. Yin. Random band matrices in the delocalized phase, III: averaging fluctuations. Probability Theory and Related Fields 179 (2021): 451–540.

[5] X. Ding and F. Yang. Spiked separable covariance matrices and principal components. Annals of Statistics 49 (2021): 1113–1138.

[6] H. Xi, F. Yang and J. Yin. Convergence of eigenvector empirical spectral distribution of sample covariance matrices. Annals of Statistics 48 (2020): 953–982.

[7] F. Yang, S. Liu, E. Dobriban and D. P. Woodruff. How to reduce dimension with PCA and random projections?  IEEE Transactions on Information Theory 67 (2021): 8154–8189.

[8] X. Ding and F. Yang. A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices. Annals of Applied Probability 28 (2018): 1679–1738.