Hyeyoung Maeng

Research Interests

Change-point and feature detection, time series analysis, high-dimensional statistics, dimension reduction, data-adaptive and multiscale methods, functional data analysis and factor analysis; applications in environmental science, economics and finance.

Publications

M.Barigozzi, H. Cho,  H. Maeng (2024). Tail-robust factor modelling of vector and tensor time series in high dimensions. https://arxiv.org/pdf/2407.09390

D. Morresi, H. Maeng, R. Marzano, E. Lingua, R. Motta and M. Garbarino (2024). High-dimensional detection of Landscape Dynamics: a Landsat time series-based algorithm for forest disturbance mapping and beyond. GIScience & Remote Sensing, 61(1), https://doi.org/10.1080/15481603.2024.2365001.

H. Cho,  H. Maeng, I. Eckley, and P. Fearnhead (2023+). High-Dimensional Time Series Segmentation via Factor-Adjusted Vector Autoregressive Modeling. Journal of the American Statistical Association, https://doi.org/10.1080/01621459.2023.2240054.

H. Maeng and P. Fryzlewicz (2024). Detecting linear trend changes in data sequences. Statistical Papers, 65, 1645-1675.

H. Maeng, I. Eckley and P. Fearnhead (2023). Collective anomaly detection in highdimensional VAR Models. Statistica Sinica, 33, 1603-1627.

H. Maeng and P. Fryzlewicz (2019). Regularised forecasting via smooth-roughpartitioning of the regression coefficients. Electronic Journal of Statistics, 13, 2093-2120.

H. Maeng and D. W. Shin (2017). Bootstrap forecast intervals for asymmetric volatilities via EGARCH model. Communications in Statistics - Theory and Methods,

46, 1144–1157.

Education

Ph.D. Statistics 2019

London School of Economics and Political Science, London, UK

• supervisor: Professor Piotr Fryzlewicz 

• PhD Statistics scholarship

• Thesis title: Adaptive multiscale approaches to regression and trend segmentation

North Carolina State University, Raleigh, NC, USA 2012–2014

• PhD student in Statistics 

• Passed PhD Qualifying Exam in 2013

• PhD Teaching Assistantship

M.Sc. Statistics 2011

Ewha Womans University, Seoul, South Korea

B.Sc. Economics and Statistics 2009

Ewha Womans University, Seoul, South Korea

Conference, workshop and seminar talks

• Durham University, December 2023 

Departmental colloquium

• CMStatistics 2023, December 2023

University of Applied Sciences, Berlin, Germany

• EcoSta 2023, Session organiser, August 2023 

Waseda University, Tokyo, Japan

• Workshop on Change Point Analysis, May 2023

University of Warwick, UK

• StatScale Industry Event, April 2023 

Wellcome Collection, London, UK

• CMStatistics 2022, December 2022 

King's College London, UK

• StatScale Early Career Researchers (ECR) Meeting, Organiser, December 2022

Brighton, UK

• Durham University, November 2022

Statistics Group Seminar

• University of Southampton, October 2022

Statistics Department Seminar

• Computational Statistics 2022, August 2022

Bologna, Italy

• EcoSta 2021, June 2021

Hong Kong University of Science and Technology, Hong Kong

• Bristol University, May 2021

Statistics Department Seminar

• Joint Statistical Meetings (JSM) 2019, July 2019

The Colorado Convention Center, Denver, Colorado, USA

• EcoSta 2018, June 2018

City University of Hong Kong, Hong Kong

• CMStatistics 2017, June 2017

University of London, UK

• CMStatistics 2016, June 2016

University of Seville, Spain