Yihong Gu
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I'm a Postdoctoral Research Fellow at the Department of Biomedical Informatics, Harvard Medical School, advised by Prof. Tianxi Cai. I obtained my Ph.D. from the Department of Operations Research and Financial Engineering at Princeton University, where I was fortunate to be advised by Prof. Jianqing Fan. Before Princeton, I got my bachelor's degree in the Department of Computer Science and Technology at Tsinghua University.
I'm broadly interested in understanding and expanding the statistical capabilities of modern ML models. My research spans nonparametric and semiparametric estimation, deep learning, causal inference, factor models, generative modeling, and their applications in health studies.
Email: yihong15.math@gmail.com
Selected Publications
Understanding and advancing statistical estimation with modern ML models
Y. Gu. Optimal use of a black-box model in semiparametric estimation. arXiv. 2026.
Y. Gu, Q. Yin, T. Cai, J. Fan. Optimally taming biases in black-box models for efficient semiparametric estimation. arXiv. 2026.
J. Fan, Y. Gu. Factor Augmented Sparse Throughput Neural Networks for High Dimensional Regression. Journal of the American Statistical Association. 2024.
Causality and transportability pursuit using multi-source data
Y. Gu, K. Liao, T. Cai. Unveiling the invariant factors across heterogeneous environments via ATLAS. arXiv. 2026
Y. Gu, C. Fang, P. Bühlmann, J. Fan. Causality pursuit from heterogeneous environments via neural adversarial invariance learning. Annals of Statistics. 2025.
J. Fan, C. Fang, Y. Gu, T. Zhang. Environment invariant linear least squares. Annals of Statistics. 2024.
Statistical and computational understanding of modern ML models
Y. Gu, C. Fang, Y. Xu, Z. Guo, J. Fan. Fundamental Computational Limits in Pursuing Invariant Causal Prediction and Invariance-Guided Regularization. arXiv. 2025.
J. Fan, Y. Gu, W.-X. Zhou. How do noise tails impact on deep ReLU networks? Annals of Statistics. 2024.
Awards
Charlotte Elizabeth Procter Fellowship, Princeton University, 2024 [News]
IMS Hannan Graduate Student Travel Award, Institute of Mathematical Statistics, 2024
ASA Best Student Paper Award, ASA Business and Economic Statistics Session, 2024
School of Engineering and Applied Science Award for Excellence, Princeton University, 2023 [News]
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