Interview with Jiaqi Li, Washington University in St. Louis recent PhD graduate in the Statistics and Data Science Department
Jiaqi Li came to Washington University in St. Louis from China in 2019 as a graduate student, and just completed her PhD in Statistics this year under the direction of Professors Likai Chen and Todd Kuffner. Before she left for University of Chicago as William H. Kruskal Instructor, we asked her to share her experience at WashU and what she plans to do next.
1. You worked on inference for time series in change points. What led to this topic? Did you consider other topics?
JL: The beauty of the underlying mathematics of central limit theorems (CLT) really appeals to me when I took the courses in advanced probability theory during my first year of PhD study. However, I found that CLT in general settings, such as in high-dimensional data and dependent data, has not been mentioned too much in textbooks. Therefore, at the beginning of my second year, I went to Professor Likai Chen to discuss potential projects on general inference theory. She was working on inference for change points in time series, which requires a new theoretical tool (Gaussian approximation) to establish the asymptotic normality for high-dimensional data with complicated dependency structures. I found the literature quite interesting and decided to work on this topic. I am also working on the uncertainty quantification in statistical learning, specifically by adapting time series techniques to inference for online learning algorithms.
2. What is your career plan? Did you make any changes to your career plan while in the PhD program?
JL: My career plan is to stay in academia and pursue a tenure-track position. I really enjoy freely working on interesting topics as an independent researcher, and at the meantime, collaborating with many other excellent theorists and applied scientists to solve real-life problems by math and stats. I worked as a Data Scientist intern during my second summer, thanks to the opportunity provided by the Internship Network in the Mathematical Sciences (INMAS). It was a fun experience, but I realized that my true interests lie in theoretical topics with a long-term goal instead of immediate outputs. Thus, I am even more determined to stay in academia after that industry experience.
3. WashU started a new department of statistics and data science in 2023. How do you feel about this change?
JL: I am more than excited! I do love the former Department of Mathematics and Statistics because I had a Math major and felt a sense of belonging when I first joined the department as a new graduate student. However, over the years, I feel the needs to have an independent Statistics and Data Science department because statisticians are more and more crucial to bridge the gap between the new AI era led by computer scientists and the fundamental theory behind those advanced algorithms and computing. The new SDS department is providing more support to graduate students and inviting more speakers on emerging statistics topics. I greatly appreciate all these benefits and look forward to SDS’s promising future.
4. What advice would you give to the current PhD students in SDS?
JL: Be bold and be patient. Be bold to explore any potential opportunities that interest you but be patient once you start working on them. Good things take time, but they will pay off in some way on some day.
5. How do you feel about your next step as William H. Kruskal Instructor at the University of Chicago? What attracted you there?
JL: I can’t wait to start my next journey! I heard of this attempting term faculty position during my visit at UChicago during the year of 2023-2024. I was extremely lucky to work with Professor Wei Biao Wu on time series and statistical learning during my visit. Wei Biao has extraordinary research tastes which inspire me a lot for my future research directions. I believe I will be more prepared for a tenure-track position after my research and teaching experience as a term faculty. The research atmosphere in the Statistics department at UChicago is very active, and I would love to explore more collaborations with the faculty and students there!