Xiaofeng Shao joined Washington University in January 2025 as a Professor of Statistics & Data Science, with a joint appointment in the Department of Economics. Prior to this, he served on the Statistics faculty at the University of Illinois at Urbana-Champaign for 18 years. He is a Fellow of the Institute of Mathematical Statistics and the American Statistical Association.

His primary research interests include econometrics, time series analysis, change-point analysis, high-dimensional statistics, nonparametric statistics, and functional data analysis. Recently, his work has focused on developing models and methods for analyzing object-valued time series and creating innovative inference procedures for high-dimensional and imaging data, leveraging advancements in machine learning.