She is currently Chancellor's Professor in the Departments of Statistics and of Electrical Engineering & Computer Sciences at the University of California, Berkeley.

Her dissertation, Some Results on Empirical Processes and Stochastic Complexity, was jointly supervised by Lucien Le Cam and Terry Speed.

[3] After postdoctoral studies at the Mathematical Sciences Research Institute and an assistant professorship at the University of Wisconsin–Madison, she returned to Berkeley as a faculty member in 1993, was tenured in 1997, and became Chancellor's Professor in 2006.

Yu's work spans many fields including statistics, machine learning, neuroscience, genomics, and remote sensing.

[8] Yu has received recent news coverage regarding investigations into the theoretical foundations of deep learning,[9] and work forecasting COVID-19 severity in the US.