研究領(lǐng)域：
Random Matrix Theory
High dimensional Statistics
Time Series Analysis
Machine Learning
工作經(jīng)歷:
2021/01 - 至今 南方科技大學(xué) 統(tǒng)計與數(shù)據(jù)科學(xué)系 副教授
2019/08 - 2020/12 南方科技大學(xué) 統(tǒng)計與數(shù)據(jù)科學(xué)系 助理教授
2017/10 - 2019/08 賓州州立大學(xué) 統(tǒng)計系 博士后
2017/04 – 2017/08 華盛頓大學(xué) 統(tǒng)計系 研究助理
教育背景:
2012/09 - 2017/04 香港大學(xué) 統(tǒng)計與精算學(xué)系 統(tǒng)計學(xué)博士
2009/09 - 2012/06 中國人民大學(xué) 統(tǒng)計學(xué)院 數(shù)理統(tǒng)計碩士
2005/09 - 2009/06 北京師范大學(xué) 數(shù)學(xué)科學(xué)學(xué)院 理學(xué)學(xué)士
發(fā)表論文：
Jiaxin Qiu, Zeng Li*, Jianfeng Yao, (2024). Robust estimation for number of factors in high dimensional factor modeling via Spearman correlation matrix, Journal of the American Statistical Association, to appear.
Zeng Li, Cheng Wang*, Qinwen Wang (2023). On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence. Science China Mathematics, 66, 2615-2640.
Xuanzhe Xiao, Zeng Li*, Chuanlong Xie, Fengwei Zhou (2023). Heavy-tailed regularization of weight matrices in deep neural networks. 32nd International Conferences on Artificial Neural Networks (ICANN), Sep 2023.
Jiaxin Qiu, Zeng Li*, Jianfeng Yao (2023). Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when p/n-> infinity and applications. The Annals of Statistics, 51(3), 1427-1451.
Zhanting Long, Zeng Li*, Ruitao Lin, Jiaxin Qiu (2023). On singular values of large dimensional lag-tau sample auto-correlation matrices. Journal of Multivariate Analysis, 197, 105205.
Zhehan Kan, Shuoshuo Chen, Zeng Li, Zhihai He* (2022). Self-supervised Reciprocal Learning and Optimization of Structural Groups for Human Pose Estimation, Proceedings of the 17th European Conference on Computer Vision (ECCV), 2022.
Zeng Li, Qinwen Wang*, Runze Li (2021). Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications, The Annals of Statistics, 49(3), 1569-1593.
Zeng Li, Qinwen Wang*, Chuanlong Xie, (2021). Asymptotic Normality and Confidence Intervals for Prediction Risk of the Min-norm Least Squares Estimator, in International Conference on Machine Learning (ICML), May 2021
Zeng Li, Fang Han*, Jianfeng Yao (2020). Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model, The Annals of Statistics, 48(6), 3138-3160.
Zeng Li, Jianfeng Yao*, Clifford Lam, Qiwei Yao (2019). On testing for high-dimensional white noise, The Annals of Statistics, 47(6), 3382-3412.
Weiming Li, Zeng Li, Jianfeng Yao* (2018). Joint CLT for linear spectral statistics of dependent large dimensional sample covariance matrices, Scandinavian Journal of Statistics, 45(3), 699-728.
Zeng Li, Qinwen Wang, Jianfeng Yao* (2017). Identifying number of factors from singular values of lagged sample auto-covariance matrix, The Annals of Statistics, 45(1), 257-288.
Zeng Li*, Jianfeng Yao (2016). Testing the sphericity of a covariance matrix when the dimension is much larger than the sample size, Electronic Journal of Statistics, 10(2), 2973-3010.
Zeng Li, Guangming Pan, Jianfeng Yao* (2015). On singular value distribution of large-dimensional auto-covariance matrices, Journal of Multivariate Analysis, 137, 119-140.
Chao Yu, Yue Fang*, Zeng Li, Bo Zhang, Xujie Zhao (2014). Nonparametric estimation of high frequency spot volatility for Brownian semimartingale with jumps, Journal of Time Series Analysis, 35(6), 572-591.
