Yunyi Zhang

Assistant Professor
School of Data Science, The Chinese University of Hong Kong, Shenzhen

Email: zhangyunyi"AT"cuhk.edu.cn
Office: Room 320b, Dao Yuan Building, CUHK-Shenzhen, 2001 Longxiang Road, Longgang District, Shenzhen, China

Biography

Yunyi Zhang is an assistant professor at the School of Data Science, Chinese University of Hong Kong, Shenzhen. Before that, he finished his Ph.D. degree at University of California San Diego, advised by professor Dimitris N. Politis.

Research Interests

My research interests include high dimensional data analysis, (non-stationary) time series analysis, bootstrap and resampling algorithm, and nonparametric statistics.

Publications [Google scholar]

  1. Y.Zhang, Y.Tian, Y.Zhang. 'Leveraging Temporal Dependency in Probabilistic Electric Load Forecasting', Applied Soft Computing 169 2024
  2. Y.Zhang and E.Paparoditis and D.N.Politis, 'Simultaneous Statistical Inference for Second Order Parameters of Time Series under Weak Conditions', Ann.Statist. 52(5) 2375-2399, 2024
  3. Y.Zhang and D.N.Politis. 'Debiased and thresholded ridge regression for linear models with heteroskedastic and correlated errors', Journal of the Royal Statistical Society: Series B 2023
  4. Y.Zhang and D.N.Politis. 'Bootstrap prediction intervals with asymptotic conditional validity and unconditional guarantees', Information and Inference: A Journal of the IMA 12(1) 157-209, 2022
  5. Y.Zhang and D.N. Politis. 'Ridge Regression Revisited: Debiasing, Thresholding and Bootstrap', Ann.Statist. 50(3) 1401-1422, 2022
  6. Y.Zhang, J.Liu, Z.Pan and D.N. Politis. 'Estimating transformation function', Electron. J. Statist. 13(2) 3095-3119, 2019

Services

  • Journal Reviewers:
    Journal of time series analysis
    Journal of American Statistical Association
    Annals of Statistics
  • Associate Editor:
    Statistics and Computing

Teaching

  • STA2004 (Undergraduate level) Mathematical Statistics
  • STA4010 (Undergraduate level) Causal Inference

    • Ph.D. students

    Visiting PhD students

  • Yaoli Zhang, from Southwestern University of Finance and Economics
  • Lulu Peng, from Beihang University