Z. Cen, C. Gu, J. Zhu, T. Li, Y. Chen, and C. Shi (2026), Learning Perturbations to Extrapolate Your LLM, In Proceedings of Statistics and Trustworthy AI for Cross (X)-Domain Acceleration. - arXiv -

Z. Cen, Y. Chen, and C. Lam (2026), Inference on Dynamic Spatial Autoregressive Models with Change Point Detection, Journal of Business & Economic Statistics. - paper - arXiv -

Z. Cen and C. Lam (2025), On Testing Kronecker Product Structure in Tensor Factor Models, Biometrika.  - paper - arXiv -

C. Lam and Z. Cen (2025), Matrix-valued Factor Model with Time-varying Main Effects, Journal of Econometrics. - paper - arXiv -

Z. Cen and C. Lam (2025), Tensor Time Series Imputation through Tensor Factor Modelling, Journal of Econometrics. - paper - arXiv -

Z. Cen, J. Zhu, X. Shen, and C. Shi (2026+), Perturbation is All You Need for Extrapolating Language Models. - arXiv -

Y. Zhang, Z. Cen, and H. Cho (2026+), Detection and Mode-Identification of Multiple Change Points in Tensor Factor Models. - arXiv -

Z. Cen (2025+), Identification and Estimation of Multi-order Tensor Factor Models. - arXiv -

Z. Cen, K. Liu, and C. Lam (2025+), Sparsity of the Main Effect Matrix Factor Model. - arXiv -

I have reviewed for:

Journal:

• Annals of Applied Statistics

• Annals of Statistics

• Bernoulli

• Biometrika

• Computational Statistics and Data Analysis

• Econometrics and Statistics

• IEEE Transactions on Information Theory

• Journal of Business & Economic Statistics

• Journal of Computational and Graphical Statistics

• Journal of Econometrics

• Journal of the Royal Statistical Society Series B

• Journal of the American Statistical Association

• Journal of Multivariate Analysis

• Journal of Nonparametric Statistics

Conference:

• IEEE ISIT 2026 (IEEE International Symposium on Information Theory)

• STAI-X 2026 (Statistics and Trustworthy AI for Cross (X)-Domain Acceleration)

R packages: tensorFun (archived), tensorMiss, MEFM, KOFM