Xinge Jessie Jeng

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Email: xjeng AT upenn DOT edu

I am currently a postdoctoral researcher working with Prof. Tony Cai and Prof. Hongzhe Li in University of Pennsylvania. My research interests are high-dimensional inference, mixture model detection, multiple testing, variable selection, and high-throughput genomic data analysis.
 
 
Education
 
2004-2009    Purdue University, PhD in Statistics, Advisers: Jayanta K. Ghosh and Jiashun Jin

2002-2004    University of Chicago, MS in Statistics, Adviser: Per A. Mykland

2001-2002    Columbia University, MA in Mathematics of Finance

1997-2001    Fudan University, BA in Accounting

 
Awards and Honors  
  
2010              David P. Byar Young Investigator Award,  American Statistical Association

2008              Invited student talk with travel award, 1st Midwest Statistics Research Colloquium, University of Chicago

2008              Outstanding Poster Award, 2nd Annual Midwest Symposium on Computational Biology and Bioinformatics, University of Illinois at Urbana-Champaign

2006              Poster presentation with travel award, SAMSI Program on Multiplicity and Reproducibility in Scientific Studies, Research Triangle Park, NC 

2006              Poster presentation with travel award, 8th Annual Winter Workshop on Frontiers of Theoretical Statistics, University of Florida

2006-2007    Purdue Research Foundation Fellowship, Purdue Universitity






Publications and Manuscripts

Sparse Signal Detection and Statistical Genomics
  • Jessie Jeng, Tony Cai and Hongzhe Li (2011). Optimal Discovery of Rare and Common Segment Variants. In Revision. 
  • Tony Cai, Jessie Jeng and Hongzhe Li (2011). Robust Detection and Identification of Sparse Segments in Ultra-High Dimensional Data Analysis. J. Royal Statistical Society, Series B. To appear. (pdf)
  • Tony Cai, Jessie Jeng and Jiashun Jin (2011). Optimal Detection of Heterogeneous and Heteroscedastic Mixtures. J. Royal Statistical Society, Series B. 73 (5), 629-662. (pdf)
  • Jessie Jeng, Tony Cai and Hongzhe Li (2010). Optimal Sparse Segment Identification with Application in Copy Number Variation Analysis. Journal of American Statistical Association (Theory and Methods). 105 (491), 1156-1166. (pdf,  Download R package)
High-Dimensional Regression
  • Jessie Jeng and John Daye (2011). Sparse Covariance Thresholding for High-Dimensional Variable Selection. Statistica Sinica. Vol 21, 625-657. (pdf)
  • John Daye and Jessie Jeng (2009). Shrinkage and Model Selection with Correlated Variables via Weighted Fusion. Computational Statistics & Data Analysis. 53 (4) 1284-1298. (pdf)
  • Jian Zhang, Jessie Jeng and Han Liu (2008). Some Two-Step Procedures for Variable Selection in High-Dimensional Linear Regression. Technical Report, Department of Statistics, Purdue University. 08-05.
Financial Mathematics
  • Jessie Jeng and Per Mykland (2008). A Shape Restricted Nonparametric Method with Financial Applications. Technical Report, Department of Statistics, Purdue University. 08-08. 
  
Research Groups
 
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