Wei Zhong
Main Content
- Research Assistant
- Department of Statistics & The Methodology Center
- The Pennsylvania State University
Penn State University
University Park, PA 16802
Websites
Education
- Ph.D., Statistics, The Pennsylvania State University, 2008-2012(expected)
- B.S., Mathematical Statistics, Beijing Normal University, 2004-2008
Selected Publications
Research Papers:
Runze Li, Wei Zhong*, Liping Zhu (2012). Feature Screening via Distance Correlation Learning. Journal of American Statistical Association. (*corresponding author; equally contributed; invited revision)
Danna Coffman, Wei Zhong (2012). Assessing Mediation using Marginal Structural Models in the Presence of Confounding and Moderation. Psychological Methods. (revised and resubmitted).
Jiahan Li, Wei Zhong*, Runze Li, Rongling Wu (2012). A Fast Algorithm for Detecting Gene-Gene Interactions in Genome-Wide Association Studies. Journal of American Statistical Association. (submitted and under revision; *corresponding author).
Wei Zhong, Liping Zhu, Runze Li (2012). Robust Feature Screening and Selection for Ultrahigh Dimensional Heteroscedastic Single-Index Models. (Manuscript)
Research Interests
- Ultrahigh Dimensional Data Analysis (p>>n): large p small n problems
- Large Covariance Matrix estimation with its Application in Finance
- Econometrics and Financial Econometrics
- Data Mining and Machine Learning
- Application of Statistics in Operation Research, Information Science, Finance etc.