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 regression, change point detection and other inference problems in time series analysis.
Research Interest:
Random Matrix Theory, High dimensional Statistics, Time Series Analysis, Machine Learning, Deep Learning
Working Experience:
Associate Professor, Department of Statistics and Data Science, Southern University of Science and Technology, China, 2021/01 till now
Assistant Professor, Department of Statistics and Data Science, Southern University of Science and Technology, China, 2019/09~2020/12.
Eberly Postdoc Fellow, Mentor: Prof. Runze Li, Department of Statistics, Pennsylvania State University, 2017/10~2019/08.
Research Assistant, Mentor: Dr. Fang Han, Department of Statistics, University of Washington, Seattle, 2017/04~2017/08.
Education:
Ph.D., Department of Statistics and Actuarial Science, HKU, 2012/09~2017/03
M.Sc, School of Statistics, RUC, 2009/09~2012/06, GPA 3.84/4.0
B.Sc, School of Mathematical Science, BNU, 2005/09~2009/06, GPA 3.9/4.0
Publications:
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
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
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
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
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
Zeng Li, Jianfeng Yao*, Clifford Lam, Qiwei Yao, (2019). On testing a high-dimensional white noise, The Annals of Statistics, 47(6), 3382-3412. PDF
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
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
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
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.
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.
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, 2023.
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.
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.
Awards and Honors:
Excellent Teaching Assistant Award, 2012~2016, Department of Statistics And Actuarial Science, HKU.
3rd prize, seventeenth session of the “Capital Cup” contest scientific and technological works, 2009/05.
2nd prize, Honorable mention, COMAP mathematical contest in modeling, 2007/10.
1st professional scholarship prize, 2005~2006.
Internship Experiences:
Internship, Noah's Ark Lab, Huawei Technologies. Hong Kong Branch. Recommend Systems with deep learning techniques, Programming with Python. 2014/12~2015/05.
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.
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.