About

Professor
Department of Statistics,
University of Illinois, at Urbana-Champaign
725 Wright St, 113c Illini Hall, Champaign, IL 61820
Phone: 217-244-7285
Email: xshao@illinois.edu

Employment

2016 – Present: Full Professor, Department of Statistics, University of Illinois at Urbana-Champaign
2016 – Present: Ph.D. Program Director, Department of Statistics
2006 – 2016: Assistant/Associate Professor, Department of Statistics, University of Illinois at Urbana-Champaign

Education

2001 – 2006, PH.D. Department of Statistics, University of Chicago

Research Interests
Big data analytics
Change-point analysis
Econometrics
Functional data analysis
High dimensional data analysis
Spatio-temporal data analysis
Time series analysis
Applications in atmospheric science, business, economics, finance and neuroscience

Honors and Appointments

The Tjalling C. Koopmans Econometric Theory Prize, 2009 (with Wei Biao Wu)
Arnold O. Beckman Research Award, UIUC 2010
Econometric Theory Multa Scripist Award, 2011
University of Illinois List of Teachers Ranked as Excellent by Their Students – more than 10 times
UIUC LAS Centennial Scholar (2013-2016)
UIUC LAS Data Science Founder Professorial Scholar (2021-2024)
Fellow of Institute of Mathematical Statistics (class of 2019)
Fellow of American Statistical Association (class of 2020)

Associate Editor:
Journal of Time Series Analysis, 06/2013-present;
Journal of the American Statistical Association, Theory and Method, 05/2014-12/2020;
Journal of Multivariate Analysis, 07/2016-06/2019.

Grants

NSF-CMG0724752 (co-PI), NSF-DMS0804937 (PI), NSF-DMS1104545 (PI), NSF-DMS1407037 (PI), NSF-DMS1607489 (PI), NSF-DMS1807032 (PI),
NSF-DMS2014018 (PI), research board at UIUC, ABinbev, Jump.