YIN Yanqing

Update：2026-07-07Views：12

YIN Yanqing

Email: yinyq@nau.edu.cn


Biography

YIN Yanqing is a Professor at the School of Statistics and Data Science, Nanjing Audit University. He received his B.S. degree in Information and Computing Science from Harbin Institute of Technology and his Ph.D. degree in Statistics from Northeast Normal University under the supervision of Professor Zhidong Bai. He was also a visiting doctoral student at Nanyang Technological University, Singapore, and has visited The University of Hong Kong, Pennsylvania State University, The Hong Kong University of Science and Technology, and Nanyang Technological University.

His research focuses on high-dimensional statistics and random matrix theory. He has developed spectral theories and inferential methods for high-dimensional covariance and correlation matrices, spiked models, and random matrix models arising in machine learning. His work extends classical random matrix theory beyond standard assumptions such as bounded population spectra, independent structures, complete observations, and simple covariance models, and provides theoretical foundations for high-dimensional correlation matrix analysis, missing-data inference, deep learning, volatility matrix modeling in high-frequency financial data and structured data analysis. His work has appeared in journals including Annals of Statistics, Annals of Applied Probability, Transactions of the American Mathematical Society, Bernoulli, Statistica Sinica, Science China: Mathematics. He has led research projects supported by the National Natural Science Foundation of China.


Research Interests

• High-Dimensional Statistics

• Random Matrices in Machine Learning

• Random Matrix Theory

• Spectral Analysis of Covariance and Correlation Matrices

Key Publications

Selected publications from the last five years:

  1. Yin, Y.      (2026). Liberating dimension and spectral norm: A universal approach to      spectral properties of sample covariance matrices. Bernoulli, 32(3),      2298–2322.

  2. Li, H.,      Pan, G., Yin, Y.*, & Zhou, W. (2024). Spectral analysis of Gram      matrices with missing at random observations: Convergence, central limit      theorems, and applications in statistical inference. Annals of      Statistics, 52(3), 1254–1275. (Corresponding author: Yanqing Yin;      authors listed in alphabetical order.)

  3. Li, H.,      Pan, G., Yin, Y.*, & Zhou, W. (2024). Separable sample covariance      matrices under elliptical populations with applications. Transactions      of the American Mathematical Society, 377(6), 3805–3843.      (Corresponding author: Yanqing Yin; authors listed in alphabetical order.)

  4. Yin, Y.*,      & Ma, Y. (2022). Properties of eigenvalues and eigenvectors of      large-dimensional sample correlation matrices. Annals of Applied      Probability, 32(6), 4763–4802. (Corresponding author: Yanqing Yin.)

  5. Yin, Y.      (2022). Spectral statistics of high dimensional sample covariance matrix      with unbounded population spectral norm. Bernoulli, 28(3),      1729–1756.


Personal Profile Links:

Google Scholar: https://scholar.google.com/citations?user=PfihYrgAAAAJ&hl=zh-CN

NAU Faculty Profile: https://sds.nau.edu.cn/2025/0901/c1039a147094/page.htm