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Zhaoyuan Li
Assistant Professor of Statistics
Chinese University of Hong Kong, Shenzhen

Research Interests
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Random matrices (a very interesting video)
Complex correlated systems can be molded by random matrices. Random matrices can be characterized by eigenvalues, which have a characteristic pattern even though the components of various complex correlated systems are very different. This phenomenon is known as universality.
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High-dimensional statistics
Mathematical tools from random matrix theory have found important applications in high- dimensional statistics, like testing and inference about large covariance matrix, independence testing, large-dimensional PCA and factor model, high-dimensional regression analysis, and machine learning etc..
If your data set has a large number of variables compared to available sample size, where traditional multivariate statistical methods fail and dimensional reduction is not applicable. My methods will work.
Selected Journal Papers (corresponding author*)
1. Li Z. Y. and Yao J. F.* (2019). Testing for heteroscedasticity in high-dimensional regressions. Econometrics and Statistics, 9: 122-139. [link]
2. Passemier D., Li Z. Y.* and Yao J. F. (2017). On estimation of the noise variance in high-dimensional probabilistic principal component analysis. Journal of the Royal Statistical Society Series B (Statistical Methodology), 79: 51-67. [link]
3. Li Z. Y. and Tian M. Z.* (2017). A new method for dynamic clustering based on spectral analysis. Computational Economics, 50:373-392. [link]
4. Li Z. Y.* and Yao J. F. (2016). On two simple and effective procedures for high-dimensional classification of general populations. Statistical Papers, 57: 381-405. [link]
5. Yalamanchili H., Li Z. Y. , Wang P. W., Wong M. Yao J F.* and Wang J. W.* (2014). SpliceNet: recovering splicing isoform specific differential gene networks from RNA-Seq data of normal and diseased samples. Nucleic Acids Research, 42: e121. [link]
6. Li Z. Y., Liu S. B. and Tian M. Z.* (2014). Momentum effect differs across stock performances: Chinese evidence. Acta Mathematicae Applicatae Sinica, English Series, 30: 279-288. [link]
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