Zeng LI (李曾)

I am currently an associate professor in the Department of Statistics and Data Science, Southern University of Science and Technology, China. My research interests cover random matrix theory and its applications to high dimensional statistical problems, including dimension reduction and other inference problems in time series analysis, deep learning and machine learning.  

Publications:

1. Chao Yu, Yue Fang*, Zeng Li, Bo Zhang, Xujie Zhao,  (2014). Non-parametric estimation of high-frequency spot volatility for Brownian semi-martingale with jumps,  Journal of Time Series Analysis,  35.6: 572-591 PDF

2. Zeng Li, Guangming Pan, Jianfeng Yao*,  (2015). On singular value distribution of large-dimensional auto-covariance matrices,  Journal of Multivariate Analysis, 137: 119-140. PDF

3. 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, No.2, 2973-3010. PDF

4. 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, No.1, 257-288. PDF

5. 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. PDF

6. Zeng Li, Clifford Lam,Jianfeng Yao*, Qiwei Yao,  (2019). On testing a high-dimensional white noise,   The Annals of Statistics, 47(6), 3382-3412. PDF

7. 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. PDF

8. Zeng Li, Qinwen Wang*,  Runze Li,  (2021). CLT for linear spectral statistics of large dimensional Kendall rank correlation matrices,  The  Annals of Statistics, 49(3), 1569-1593. PDF

9. 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. PDF

10. Zhehan Kan, Shuoshuo Chen, Zeng Li, Zhihai He*, (2022). Self-Constrained Inference Optimization on Structural Groups for Human Pose Estimation, Proceedings of the 17th European Conference on Computer Vision (ECCV), 2022.

11. 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.

12. 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.

13. Jiaxin Qiu, Zeng Li*, Jianfeng Yao, (2023). Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when p/n→∞ and applications. The Annals of Statistics, (51)3, 1427-1451.

14. 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, Sep 2023.

15. 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, online.

16. Qianqian Jiang, Wenbo Li, Zeng Li*, (2025).  On testing mean of high dimensinal compositional data, Statistics and Probability Letters, 222, 110396. 

17. Xiaoling Wu, Junpeng Zhu, Zeng Li*, (2025). Weight matrices compression based on PDB model in deep neural networks, International Conference on Machine Learning (ICML), July 2025. 

Academic Services:

1. Science China Mathematics, Youth Editor, 2024-2027

2. Referee Service: Journal of the Royal Statistical Society: Series B, The Annals of Statistics, Journal of American Statistical Association, Biometrika, Annals of Applied Probability, Bernoulli, Statistica Sinica, IEEE Transactions on Information Theory, IEEE Transactions on Signal Processing, Journal of Business and Economic Statistics, Scandinavian Journal of Statistics Theory and Applications, Journal of Multivariate Analysis, SCIENCE CHINA Mathematics, PLOS-ONE, Random Matrices: Theory and Applications, IISE Transactions, Statistical Papers, Statistics and Probability Letters.

Awards and Honors:

1. SUSTech College of Science Youth Research Award, 2022, SUSTech.

2. Excellent Teaching Assistant Award, 2012~2016, Department of Statistics And Actuarial Science, HKU.

Internship Experiences:

1. Internship, Noah's Ark Lab, Huawei Technologies. Hong Kong Branch. Recommend Systems with deep learning techniques, Programming with Python. 2014/12~2015/05.

2. Internship, Enterprise Risk Services, Deloitte Touche Tohmatsu CPA Ltd. Beijing Branch. Validation of internal rating based Credit Risk model for Shanghai Pudong Development Bank, Programming with SAS and Matlab. 2011/06~2011/08.

3. Internship, CVSC-TNS Market Research, Beijing. Audience Rating Data Analysis with R and Excel VBA. 2012/07. 

Contact Information:

• Email: lizeng124@gmail.com

• Address: Department of Statistics and Data Science, Southern University of Science and Technology, Shenzhen, China.