Yi Shen
Assistant Professor
Department of Statistics and Actuarial Science
University of Waterloo
Canada
Biography
Dr. Yi Shen is an Assistant Professor in the Department of Statistics and Actuarial Science, University of Waterloo, University Avenue West, Waterloo, ON, Canada.
Research Interest
Dr. Yi Shen research area is applied probability. Currently I focus on understanding the relation between the random locations (e.g., the location of the path supremum, the hitting times, etc.) and the probabilistic symmetries of stochastic processes/random fields, such as stationarity, self-similarity, exchangeability, etc. I am also working on characterizing these symmetries using various tools including extreme value theory and ergodic theory.
Publications
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Shen, Y. Random locations, ordered random sets and stationarity. Stochastic Processes and their Applications 126:3, 906-929, 2016.
