Hi! I am currently a research associate at the Statistical Laboratory at the University of Cambridge, hosted by Professor Richard Samworth. I obtained my PhD degree at the Department of Operations Research and Financial Engineering (ORFE) at Princeton University, advised by Professor Jianqing Fan.

My research interests are distributed statistical inference, robust statistics and low-rank matrix estimation.

Here is my CV .

  • Jianqing Fan, Kaizheng Wang, Yiqiao Zhong, Ziwei Zhu* (2018). Robust high dimensional factor models with applications to statistical machine learning.

  • Ziwei Zhu (2017). Taming the heavy-tailed features by shrinkage and clipping.

  • Jianqing Fan, Weichen Wang, Ziwei Zhu* (2016). A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery.


    *: Alphabetical authorship

  • Jianqing Fan, Dong Wang, Kaizheng Wang, Ziwei Zhu* (2018+). Distributed estimation of principal eigenspaces. Ann. Statis., to appear.

  • Jianqing Fan, Han Liu, Weichen Wang, Ziwei Zhu* (2018+). Heterogeneity adjustment with applications to graphical model inference. Electron. J. Statist., to appear.

  • Jianqing Fan, Qiang Sun, Wenxin Zhou, Ziwei Zhu* (2018+). Principal component analysis for big data. Wiley StatsRef: Statistics Reference Online, to appear.

  • Jianqing Fan, Wenyan Gong, Ziwei Zhu* (2018+). Generalized high-dimensional trace regression with nuclear norm regularization. J. Econometrics., to appear.

  • Heather Battey, Jianqing Fan, Han Liu, Junwei Lu, Ziwei Zhu* (2018). Distributed testing and estimation under sparse high dimensional models. Ann. Statist., 46, 1352-1382.


    *: Alphabetical authorship

  • School Term Course Role
    Princeton Fall 2017 ORF 245. Fundamentals of Statistics TA
    Princeton Spring 2017 ORF 504. Financial Econometrics TA
    Princeton Fall 2016 ORF 245. Fundamantals of Statistics Head TA
    Princeton Spring 2016 ORF 350. Analysis of Big Data Head TA
    Princeton Fall 2015 ORF 363. Computing and Optimization for the Physical and Social Sciences TA
    Princeton Spring 2015 ORF 350. Analysis of Big Data Head TA
    Princeton Fall 2014 ORF 245. Fundamentals of Statistics TA

    Office: Room D0.18, Centre for Mathematical Sciences, Wilberforce Road, Cambridge, CB3 0WB.
    Email: zz385@cambridge.ac.uk