Junu Lee

Statistics Ph.D. Student
at the Wharton School


Welcome to my homepage!

I am a final-year Ph.D. student in the Department of Statistics and Data Science at the Wharton School, University of Pennsylvania, where I am advised by Professors T. Tony Cai and Zhimei Ren. My work is supported in part by an NSF Graduate Research Fellowship.

I will be on the 2026-2027 academic job market.

Previously, I was an undergraduate at Harvard University, where I received a joint A.B. in Mathematics and Statistics and an S.M. in Computer Science. While there, I also had the great fortune of being advised by Professor Lucas Janson.

I was also a founding member of DynamoFL (YC W22) (now Dynamo AI!). There, I developed federated learning algorithms for a multitude of problem domains, such as automated driving, financial forecasting, and generative AI.


Research interests

My research focuses on developing methods in multiple hypothesis testing and selective inference with model- and distribution-free guarantees, designed to address the complexities of modern datasets. Some specifics below:

  • Multiple testing with e-values: design of powerful e-values; boosting e-value procedures; data-driven adaptivity with e-values.
  • Distribution-free selective inference: competition-based testing; conformal multiple testing.