Lihu Xu joins MSU Statistics and Probability faculty
Lihu Xu has joined the department as an associate professor with tenure, effective January 1, 2026.
Lihu comes to MSU from the University of Macau, where he has been a member of the faculty since 2014, first serving as an assistant professor from 2014-2019 before being promoted to associate professor. Lihu spent part of the 2024 academic year as a visiting faculty at Harvard University.
Lihu received his Ph.D. from Imperial College in London, England, his master’s degree from Peking University in Beijing, China, and his bachelor’s degree from Shandong University in Jinan, China. His research interests in statistics and data science include high dimensional robust estimation, high dimensional time series, high dimensional distribution estimation via deep neural networks (DNN), Langevin Monte Carlo sampling, Hamilton dynamics sampling, and Heavy tailed distribution sampling. In the area of probability, Lihu’s interests include Stein’s method, Malliavin calculus, the convergence of stochastic algorithms in machine learning, ergodic theory of stochastic partial differential equations (SPDEs), large deviations, rare events of stochastic differential equations (SDEs) and SPDEs and numerical methods for SDEs.
Lihu was honored with the Teaching Excellence Award of Faculty of Science and Technology in 2019 and 2024 from the University of Macau. He also received the Research Excellence Award of Faculty of Science and Technology from the institution in 2017.
Among his personal interests, Lihu enjoys distance running, mountain climbing and hiking. He has completed three marathons.
