Professor Yu has been at Baruch College, The City University of New York, since 2008 and is an Associate Professor in Statistics. His statistical training began at Shanghai University of Finance and Economics, where he obtained a BS in Statistics in 2003. He was born and grew up in Hefei, Anhui, China.

His research has been focusing on Bayesian hierarchical modeling, spatial smoothing techniques, functional neuroimaging data analysis, and quantile regression.