He went to graduate school at the University of Science and Technology of China and received a Ph.D. degree in Statistics & Probability in 1989.
In July 1990, he joined Carleton University, Canada as a visiting research fellow, working with Csörgő Miklós.
In 2012, he moved to the Chinese University of Hong Kong, where he served as Department Chair from 2013 to 2018[2] and became the Choh-Ming Li Professor of Statistics in 2015.
He is particularly well-known for his fundamental contributions to self-normalized large and moderate deviation theories, Stein’s method for normal and non-normal approximation, and the development of various probability inequalities for dependent random variables.
He authored and co-authored over 180 articles on probability and statistics, and co-authored three well-known books (Monte Carlo Methods in Bayesian Computation (2000),[4] Self-normalized Processes: Limit Theory and Statistical Applications (2009),[5] and Normal Approximation by Stein’s Method (2011)[6]).