|
Research Interests
|
Publications
(Names in alphabetical order except for *)
- User-Friendly Covariance Estimation for Heavy-Tailed Distributions (with Y. Ke, S. Minsker, Q. Sun and W.X. Zhou ) to appear, Statistical Science [pdf]
- Minimax Estimation of Large Precision Matrices with Bandable Cholesky Factor* (with Y. Liu (*Student first authorship) ) to appear, Annals of Statistics 2019 [pdf]
- Tuning-Free Heterogeneous Inference in Massive Networks* (with Y. Kang, Y. Fan and J. Lv (*First authorship) ) to appear, Journal of the American Statistical Association 2019 [pdf][Program]
- Sparse CCA via Precision Adjusted Iterative Thresholding (with M. Chen, C. Gao and H. Zhou) Proceedings of the Seventh International Congress of Chinese Mathematicians 2019 (Editors:
Lizhen Ji, Lo Yang and Shing-Tung Yau) International Press, Volume II:481-534 [pdf]
- Variable Screening with Multiple Studies* (with T. Ma and G. Tseng (*Student first authorship) ) to appear, Statistica Sinica 2018 [pdf]
- SILGGM: An Extensive R Package for Efficient Statistical Inference in Large-scale Gene Networks* (with R. Zhang and W. Chen (*Student first authorship; Serve as Correspondence author) ) PLOS Computational Biology 2018 14(8):e1006369 [pdf]
- Robust Covariance and Scatter Matrix Estimation under Huber's Contamination Model (with M. Chen and C. Gao) Annals of Statistics 2018 46(5):1932-1960 [pdf]
- Variable Selection for a Categorical Varying-Coefficient Model with Identifications for Determinants of Body Mass Index (with J. Gao, B. Peng and X. Zhang) Annals of Applied Statistics 2017 11(2):1117-1145 [pdf]
- A General Decision Theory for Huber's ε-Contamination Model (with M. Chen and C. Gao) Electronic Journal of Statistics 2016 10(2):3752-3774 [pdf]
- Estimating Structured High-Dimensional Covariance and Precision Matrices: Optimal Rates and Adaptive Estimation (with T. Cai and H. Zhou) Electronic Journal of Statistics (with Discussions and Rejoinder) 2016 10(1):1-89 [pdf]
- FastGGM: An Efficient Algorithm for the Inference of Gaussian Graphical Model in Biological Networks* (with T. Wang, Y. Ding, Z. Fang, Z. Sun, M. MacDonald, R. Sweet, J. Wang and W. Chen (*Co-first authorship) ) PLOS Computational Biology 2016 12(2):e1004755 [pdf]
- Asymptotically Normal and Efficient Estimation of Covariate-Adjusted Gaussian Graphical Model (with M. Chen, H. Zhao and H. Zhou) Journal of the American Statistical Association 2016
111(513):394-406 [pdf] - Minimax Estimation in Sparse Canonical Correlation Analysis (with C. Gao, Z. Ma and H. Zhou) Annals of Statistics 2015 43(5):2168-2197 [pdf]
- Asymptotic Normality and Optimalities in Estimation of Large Gaussian Graphical Model (with T. Sun, C. Zhang and H. Zhou) Annals of Statistics 2015 43(3):991-1026 [pdf]
- Optimal Rates of Convergence for Estimating Toeplitz Covariance Matrices (with T. Cai and H. Zhou) Probability Theory and Related Fields 2013, 156(1-2):101-143 [pdf]
- Discussion : Latent Variable Graphical Model Selection via Convex Optimization (with H. Zhou) Annals of Statistics 2012 40(4):1989-1996 [pdf]
Software
Teaching and Tutoring
Teaching
- STAT 1000 Applied Statistical Methods, University of Pittsburgh (Fall 2016)
- STAT 1151 Introduction to Probability, University of Pittsburgh (Fall 2014)
- STAT 1152 Introduction to Mathematical Statistics, University of Pittsburgh (Spring 2018)
- STAT 1631/2630 Intermediate Probability, University of Pittsburgh (Fall 2017, Fall 2018)
- STAT 1632/2640 Intermediate Mathematical Statistics, University of Pittsburgh (Spring 2020)
- STAT 2631 Theory of Statistics, University of Pittsburgh (Spring 2020)
- STAT 2641 Asymptotic Methods in Statistics, University of Pittsburgh (Spring 2016, Spring 2017, Fall 2018)
- STAT 2691 Nonparametric Theory, University of Pittsburgh (Spring 2015, Fall 2017, Fall 2019)
- STAT 3694 Introduction to High-Dimensional Statistics, University of Pittsburgh (Fall 2015, Spring 2019)
- Yale Residential College Math and Science Program for Math and Science Courses (2012-2014)
Contact
Zhao Ren
Department of Statistics
1812 Wesley W. Posvar Hall
Pittsburgh, PA 15260
Email: zren (at) pitt (dot) edu