The paper “Estimation of factors using higher-order multi-cumulants in weak factor models”, co-authored by Dr. Guanglin Huang from our team, Prof. Wanbo Lu of the Southwestern University of Finance and Economics, China, Prof. Kris Boudt of Ghent University, Belgium, has been officially accepted by the Journal of Business & Economic Statistics, one of the leading international journals in the field of statistics.
The paper “Autoregressive Networks with Dependent Edges”, co-authored by Prof. Jinyuan Chang from our team, Dr. Qin Fang of the University of Sydney, Australia, Prof. Eric D. Kolaczyk of McGill University, Canada, Dr. Peter W. MacDonald of the University of Waterloo, and Prof. Qiwei Yao of the London School of Economics and Political Science, UK, has been officially accepted by the Journal of the Royal Statistical Society: Series B, one of the leading international journals in the field of statistics.
The paper “Adapting to Noise Tails in Private Linear Regression”, co-authored by Prof. Jinyuan Chang, postdoctoral researcher Lin Yang from our team, PhD student Mengyue Zha of the Hong Kong University of Science and Technology, and Professor Wenxin Zhou of the University of Illinois Chicago, has been officially accepted by the Journal of the American Statistical Association, one of the leading international journals in statistics.
The paper “Testing Independence and Conditional Independence in High Dimensions via Coordinatewise Gaussianization,” co-authored by Prof. Jinyuan Chang, doctoral candidate Yue Du, Prof. Jing He from our team, and Prof. Qiwei Yao of the London School of Economics and Political Science, has been officially accepted by the Journal of the American Statistical Association, one of the leading international journals in the field of statistics.
The paper “Statistical Inference for Mediation Models with High Dimensional Exposures and Mediators,” co-authored by Dr. Wei Zhou from our team, Prof. Jingyuan Liu and doctoral candidate Xinyu Zhang of Xiamen University, and Prof. Jian Kang of the University of Michigan, has been officially accepted by the Journal of the American Statistical Association, one of the leading international journals in the field of statistics.
Recently, Professor Jinyuan Chang was invited by Professor Amy R. Ward of the University of Chicago, Editor-in-Chief of the international top-tier academic journal Operations Research, to officially serve as an Associate Editor in the area of Machine Learning and Data Science.
The paper “Identification and estimation for matrix time series CP-factor models”, co-authored by Prof. Jinyuan Chang, doctoral student Yue Du, postdoctoral fellow Guanglin Huang from our team, and Prof. Qiwei Yao from the London School of Economics and Political Science (UK), has been officially accepted by the Annals of Statistics, one of the world’s leading journals in the field of statistics.
Recently, the National Bureau of Statistics announced the approval of the 2025 Major Statistical Special Projects. The project “Theory and Application of Population Statistics Integrating Sampling Surveys and Multi-Source Big Data”, led by Dr. Lei Chen, was approved for funding.
The National Natural Science Foundation of China (NSFC) has recently announced the evaluation results of its 2025 project applications. Two projects from our team have been successfully awarded funding by Young Scientists Fund (Category C): “Clustering and Covariance Estimation of High-Dimensional Functional Time Series” led by Dr. Cheng Chen, and “Statistical Learning of Causal Chain Graph Models: Methods and Applications” led by Dr. Wei Zhou.