Department of Management Science and Engineering    Associate Professor



Office:366 Weilun Building

Office Hours:Thu. 15:00-16:00

Educational Background

2002-2006   Ph.D. in Statistics, University of California, Berkeley

1998-2002   B.S. in Mathematics, Peking University


Work Experience

2015present   Tenured Associate Professor, School of Economics and Management, Tsinghua University, Beijing, China

2013-2015      Associate Professor, School of Economics and Management, Tsinghua University, Beijing, China

2006-2013      Assistant Professor, School of Economics and Management, Tsinghua University, Beijing, China



Probability and Mathematical Statistics, Big Data Analytics


Research Areas

Complex Data-driven Decision Making, Artificial Intelligence and Sensitive Decision Making



Google Scholar Homepage


Conference Papers(Computer Science)

  • Integrated Heterogeneity and Invariance Learning in Kernel Space  (with Jiashuo Liu, Zheyuan Hu, Peng Cui and Zheyan Shen), NeurIPS, 2021

  • Heterogeneous Risk Minimization  (with Jiashuo Liu, Zheyuan Hu, Peng Cui and Zheyan Shen), ICML, 2021

  • Invariant Adversarial Learning for Distributional Robustness  (with Jiashuo Liu, Zheyan Shen, Peng Cui, Linjun Zhou, Kun Kuang and Yishi Lin), AAAI, 2021

  • Counterfactual Prediction for Bundle Treatment (with Hao Zou, Peng Cui, Zheyan Shen, Jianxin Ma, Hongxia Yang and Yue He), NeurIPS, 2020

  • Algorithmic Decision Making with Conditional Fairness (with Renzhe Xu, Peng Cui, Kun Kuang, Lingjun Zhou, Zheyan Shen and Wei Cui), KDD , 2020

  • Stable Learning via Differentiated Variable Decorrelation (with Zheyan Shen, Peng Cui, Jiashuo Liu, Tong Zhang and Zhitang Chen), KDD, 2020

  • Stable Prediction with Model Misspecification and Agnostic Distribution Shift (with Kun Kuang, Ruoxuan Xiong, Peng Cui and Susan Athey), AAAI , 2020

  • Causally Regularized Learning On Data with Agnostic Bias (with Zheyan Shen, Peng Cui and Kun Kuang), ACM Multimedia(oral presentation), 2018

  • Stable Prediction across Unknown Environments (with Kun Kuang, Peng Cui, Susan Athey and Ruoxuan Xiong), ACM KDD (long presentation), 2018

  • Estimating Causal Effects in the Wild via Differentiated Confounder Balancing (with Kun Kuang, Peng Cui, Meng Jiang and Shiqiang Yang), ACM KDD (oral presentation), 2017

  • How Out-of-Pocket Ratio Influences Readmission: An Analysis Based on Front Sheet of Inpatient Medical Record (with Luo He, Xiaolei Xie and Hongyan Liu), ICSH 2017, LNCS 10347, pp.67-78, 2017

  • Treatment Effect Estimation with Data-Driven Variable Decomposition (with Kun Kuang, Peng Cui, Meng Jiang, Shiqiang Yang and Fei Wang), AAAI,  2017

Journal Papers(English, SCI/SSCI)

  • Auto IV: Counterfactual Prediction via Automatic Instrumental Variable Decomposition (with Junkun Yuan, Anpeng Wu, Kun Kuang, Runze Wu, Fei Wu and Lanfen Lin), ACM Transactions on Knowledge Discovery from Data (TKDD) , to appear

  • Continuous Treatment Effect Estimation via Generated Adversarial de-Confounding, (with Kun Kuang, Yunzhe Li, Peng Cui, Hongxia Yang, Jianrong Tao and Fei Wu), Data Mining and Knowledge Discovery , to appear

  • Data-driven Variable Decomposition for Treatment Effect Estimation (with Kun Kuang, Peng Cui, Hao Zou, Jianrong Tao, Fei Wu and Shiqiang Yang), IEEE Transactions on Knowledge and Data Engineering (TKDE) , to appear (A shorter version appeared on AAAI2017)

  • Cross-Estimation for Decision Selection (with Xinyue Gu), Applied Stochastic Models in Business and Industry, to appear

  • Treatment Effect Estimation via Differentiated Confounder Balancing and Regression (with Kun Kuang, Peng Cui, Meng Jiang and Shiqiang Yang), ACM Transactions on Knowledge Discovery from Data (TKDD) , (A shorter version appeared on KDD2017), Vol.14, No.1, 6:1-6:25, 2019

  • On Estimation of Partially Linear Varying-Coefficient Transformation Models with Censored Data (with Baosheng Liang, Xingwei Tong and Jianguo Sun), Statistica Sinica, 22, 1963-1975, 2019

  • A Discrete Spatial Model for Wafer Yield Prediction (with Hao Wang, Seung Hoon Tong, In Kap Chang and Kaibo Wang),  Quality Engineering, Vol.30, Issue 2, 169-182, 2018

  • Hierarchical Models for the Spatial-Temporal Carbon Nanotube Height Variations (with Jialing Tao, Kaibo Wang, Liang Liu and Qi Cai),  International Journal of Production Research, Vol. 54, No. 21, 6613-6632, 2016
    A Spatial Variable Selection Method for Monitoring Product Surface (with Kaibo Wang and Wei Jiang),  International Journal of Production Research, Vol. 54, No. 14, 4161-4181, 2016

  • Counterfactual Decomposition of Movie Star Effects with Star Selection (with Angela Liu and Tridib Mazumdar), Management Science, Vol.61, No.7, pp.1704-1721, 2015

  • Simultaneous Monitoring of Process Mean Vector and Covariance Matrix via Penalized Likelihood Estimation (with Kaibo Wang and Arthur Yeh), Computational Statistics and Data Analysis, 78, 206-217, 2014
    Trends in China's Gender Employment and Pay Gap: Estimating Gender Pay Gaps with Employment Selection (with Wei Chi), Journal of Comparative Economics, 42, 708-725, 2014

  • Monitoring Covariance Matrix via Penalized Likelihood Estimation (with Kaibo Wang and Arthur Yeh), IIE Transactions, 45, 132-146, 2013

  • Monitoring Multivariate Process Variability with Individual Observations via Penalized Likelihood Estimation (with Arthur Yeh and Kaibo Wang), International Journal of Production Research, Vol. 50, No. 22, 2012

  • Forward Adaptive Banding for Estimating Large Covariance Matrices (with Chenlei Leng), Biometrika, 94, 4, pp.821-830, 2011

  • Decomposition of the increase in earnings inequality in urban China: A distributional approach (with Wei Chi and Qiumei Yu), China Economic Review, 22, 299-312, 2011

  • Least Squares Approximations With a Diverging Number of Parameters (with Chenlei Leng), Statistics and Probability Letters, 80, 254-261, 2010

  • Asymptotically Distribution-Free Goodness-of-Fit Testing: A Unifying View, Econometric Reviews, 28(6):632-657, 2009

  • Shrinkage tuning parameter selection with a diverging number of parameters (with Hansheng Wang and Chenlei Leng), Journal of the Royal Statistical Society, Series B, 71, Part 3, pp. 671-683, 2009

  • Nonparametric Testing of An Exclusion Restriction in Quantile Regression, Communications in Statistics— Theory and Methods, 37: 2877-2889, 2008

  • Glass ceiling or sticky floor? Examining the gender earnings differential across the earnings distribution in urban China, 1987–2004 (with Wei Chi), Journal of Comparative Economics, 36, 243-263, 2008

  • Regularization in statistics (with discussion and rejoinder, with Peter Bickel), Test, Vol. 15, No. 2, pp. 271-344, 2006

Papers in Collected Volumes (in English)

  • Curse of Dimensionality Revisited: Collapse of the Particle Filter in Very Large Scale Systems (with Thomas Bengtsson and Peter Bickel), IMS Collections, Probability and Statistics: Essays in Honor of David A. Freedman, Vol. 2, 316-334, 2008

  • Sharp Failure Rates for the Bootstrap Particle Filter in High Dimensions (with Peter Bickel and Thomas Bengtsson), IMS Collections, Pushing the Limits of Contemporary Statistics: Contributions in Honor of Jayanta K. Ghosh, Vol. 3, 318-329, 2008

  • Local Polynomial Regression on Unknown Manifolds (with Peter Bickel), IMS Lecture Notes–Monograph Series, Complex Datasets and Inverse Problems: Tomography, Networks and Beyond, Vol.54, 177-186, Vol. 54, 177-186, 2007  

Journal Papers (in Chinese)

  • Empirical research on enterprise micro-blogs' worth-of-mouth of Sina Weibo (with Jing Zhang, Jinghua Huang and Wei Yan), Journal of Tsinghua University (Science), Vol.54, Issue 5, 649-654, 2014.

  • Empirical Studies of the ERP Adoption and Firm Performance based on Propensity Score Matching (with Lu Zhang and Jinghua Huang), Journal of Tsinghua University (Science), Vol.53, Issue 1, 2013.

  • Empirical investigation of the impact of human capital on regional innovation and economic growth in China (with Xiaoye Qian and Wei Chi), Journal of Quantitative and Technical Economics, Vol.4,
    pp.107-121, 2010.

  • Decomposition of Rising Income Inequality Based on the Distributions (with Wei Chi and Qiumei Yu), Journal of Quantitative and Technical Economics, Vol.9, pp.34-46, 2008.

  • Recent Developments in Econometric Methods of Income Inequality Study (with Wei Chi and Qiumei Yu), Journal of Quantitative and Technical Economics, Vol.8, pp.119-129, 2007.