Yi Shen

Dr. Shen is an Associate Professor in the Department of Statistics and Actuarial Science. He is also affiliated with the Institute of Quantum Computing at the University of Waterloo. 

His main research area is applied probability. Currently, his research focuses 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. He is also working on characterizing these symmetries using various tools including extreme value theory and ergodic theory. More generally, he is enthusiastic about various problems in probability, such as random algebraic topology, limit theorems and financial mathematics. I am also interested in the applications of probability in statistics, physics, econometrics and actuarial science.