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李曾
副教授
0755-88015671
liz9@sustech.edu.cn
个人主页

研究领域：

  • Random Matrix Theory

  • High dimensional Statistics

  • Time Series Analysis

  • Machine Learning

 

工作经历:

2021/01 - 至今 南方科技大学 统计与数据科学系 副教授

2019/08 - 2020/12 南方科技大学 统计与数据科学系 助理教授

2017/10 - 2019/08 宾州州立大学 统计系 博士后

2017/04 – 2017/08 华盛顿大学 统计系 研究助理

 

教育背景:

2012/09 - 2017/04   香港大学  统计与精算学系  统计学博士

2009/09 - 2012/06   中国人民大学  统计学院  数理统计硕士

2005/09 - 2009/06   北京师范大学  数学科学学院  理学学士

 

发表论文：

  1. 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, to appear.

  2. 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.

  3. 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 (ICANN), Sep 2023.

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

  5. 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.

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

  7. Zeng Li, Qinwen Wang*, Runze Li (2021). Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications, The Annals of Statistics, 49(3), 1569-1593.

  8. 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

  9. 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.

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

  11. 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.

  12. 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(1), 257-288.

  13. 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(2), 2973-3010.

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

  15. Chao Yu, Yue Fang*, Zeng Li, Bo Zhang, Xujie Zhao (2014). Nonparametric estimation of high frequency spot volatility for Brownian semimartingale with jumps, Journal of Time Series Analysis, 35(6), 572-591.