CHAO ZHENG

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About

I am a Lecturer (Assistant Professor) of Statistics at the School of Mathematics Sciences and Southampton Statistical Sciences Research Institute at the University of Southampton.

Previously, I was a postdoc (2017-2020) at Statscale based in Lancaster University, hosted by Professor Idris Eckley and Professor Paul Fearnhead. I obtained my PhD in Statistics (2017) from University of Melbourne and BSc in Mathematics (2013) from Peking University.

I am broadly interested in developing statistical theories, methodologies and algorithms to solve problems in large-scale and complex data analysis.

Research Interest

High Dimensional Statistics

  • Hypothesis testing
  • Model/variable selection
  • Robust estimation

Changepoint Estimation and Localisation

  • Sequential detection and penalised cost approach
  • Fast offline and online algorithms

Machine Learning Theory and Applications

  • Empirical risk minimization
  • Clustering
  • Contrastive Learning

Complex Data Analysis

  • Locally stationary time series
  • Dynamic factor models
  • Composite likelihood methods

Contact

  • +44 23 8059 2133
  • chao.zheng@southampton.ac.uk
  • www.personal.soton.ac.uk/cz1y20/
  • 9001/B54, Mathematics Sciences
            University of Southampton
            Southampton, SO17 1BJ
            United Kingdom