# Weidong Liu（刘卫东）

Professor

Phone:
(86-21) 54742760
Office:
514
Email:
liuweidong99@gmail.com
Homepage:
http://www.math.sjtu.edu.cn/faculty/weidongl

## Brief Introduction

Weidong Liu earned his Ph.D from Zhejiang University in 2008. During 2008-2009, he was a postdoctoral fellow in Hong Kong University of Science and Technology. After finishing postodoctoral research at HKUST, he joined Wharton School in University of Pennsylvania as a postdoctoral fellow. In 2011, he joined Shanghai Jiao Tong University. Weidong Liu has been awarded by National Excellent Doctoral Dissertation Award from China and New World Mathematics Awards, Silver Award for the Ph.D Thesis in 2010. His research interests are focused on statistics and probability. In high dimensional statistical inference, Weidong Liu and coauthors developed several new methods on the estimation of high dimensional covariance matrix/inverse matrix. In time series analysis and nonparametric estimation, he and coauthors had made important progress in several long-standing opening problems. Many of his research results were published in the top journals such as JASA、Ann.Stat.、Biometrika, Ann. Appl.Probab. and Probab Theor Relat Field.

## Research

• High dimensional statistical inference
• Nonlinear time series analysis
• Limiting theorem
• Nonparametric modeling

## Selected Publications

• Liu, W.D. (2017). Structural similarity and difference testing on multiple sparse Gaussian graphical models. Annals of Statistics, to appear.
• Liao, K. MD, Sparks, J., Hejblum, B., Kuo, I., Cui, J., Lahey, L., Cagan, A., Gainer, V., Liu, W.D., Cai, T.T., Sokolove, J.,Cai, T. (2016). Phenome-wide association study of autoantibodies to citrullinated and non-citrullinated epitopes in rheumatoid arthritis. Arthritis & Rheumatology, to appear.
• Degui Li, Weidong Liu, Qiying Wang and Weibiao Wu (2016),Simultaneous Inference for Nonlinear Cointegration Models. Statistica Sinica, to appear.
• Cai, T. and Liu, W.D. (2016), Large-Scale Multiple Testing of Correlations. Journal of the American Statistical Association, 111, 229-240.
• Cai, T., Liu, W.D. and Zhou, H.B. (2016), Estimating Sparse Precision Matrix: Optimal Rates of Convergence and Adaptive Estimation. Annals of Statistics, 44, 455-488.
• Cai, T., Cappola, T., Li, H., Liu, W.D. and Xie, J. (2016), Joint Estimation of Multiple High-dimensional Precision Matrices. Statistica Sinica, 26, 445-464.
• Liu, W.D. and Luo, X. (2015), Fast and adaptive sparse precision matrix estimation in high dimensions. Journal of Multivariate Analysis, 135, 153-162.
• Liu, W.D. and Shao, Q.M. (2014), Phase Transition and Regularized Bootstrap in Large-scale t-tests with False Discovery Rate Control. Annals of Statistics, 42, 2003-2025.
• Istvan Berkes, Weidong Liu and Wei Biao Wu (2014),Komlos-Major-Tusnady approximation under dependence. Annals of Probability, 42, 794-817.
• Tony Cai, Weidong Liu and Yin Xia (2014),Two-Sample Test of High Dimensional Means under Dependency. Journal of the Royal Statistical Society - Series B, 76, 349-372.
• Liu, W.D. (2013), Gaussian Graphical Model Estimation with False Discovery Rate Control. Annals of Statistics, 41, 2948-2978.
• Liu, W.D.Xiao, H and Wu, W.B. (2013),Probability and Moment Inequalities under Dependence. Statistica sinica, 23, 1257-1272.
• Weidong Liu and Qiman Shao (2013),A Cramer moderate deviation theorem for Hotelling T2-statistic with applications to global tests. Annals of Statistics, 41: 296-322.
• Tony Cai, Weidong Liu and Yin Xia (2013),Two-Sample Covariance Matrix Testing And Support Recovery in High-dimensional and Sparse Settings. Journal of the American Statistical Association, 108: 265-277.
• Tony Cai, Hongzhe Li, Weidong Liu, and Jichun Xie (2013),Covariate Adjusted Precision Matrix Estimation with an Application in Genetical Genomics. Biometrika, 100: 139-156.
• Liu, W.D., Shao, Q.M. and Wang, Q. (2013), Self-normalized Cram'{e}r type large deviations for the maximum of sums of independent random variables. Bernoulli, 19, 1006-1027.
• Cai, T. and Liu, W.D. (2011), A Direct Estimation Approach to Sparse Linear Discriminant Analysis. Journal of the American Statistical Association. 106: 1566-1577.
• Cai, T. and Liu, W.D. (2011), Adaptive thresholding for sparse covariance matrix estimation. Journal of the American Statistical Association. 106: 672-684.(with correction in the proof)
• Cai, T.,Liu, W.D. and Luo, X. (2011), A constrained L1 minimization approachto sparse precision matrix estimation. Journal of the American Statistical Association. 106: 594-607.
• Liu, W.D., Ling, S. and Shao, Q.M. (2011), On non-stationary threshold autoregressive models. Bernoulli. 17: 969-986.
• Liu, W.D. and Wu, W.B. (2010), Simultaneous nonparametric inference of time series. The Annals of Statistics. 38: 2388-2421.
• Liu, W.D. and Shao, Q.M. (2010), Cramer type moderate deviation for the maximum of the periodogram with application to simultaneous tests. The Annals of Statistics. 38: 1913-1935.
• Liu, W.D. and Wu, W.B. (2010). Asymptotics of spectral density estimates. Econometric Theory. 26: 1218-1245.
• Li, D.L., Liu, W.D. and Rosalsky, A. (2010). Necessary and sufficient conditions for the asymptotic distribution of the largest entry of a sample correlation matrix. Probability Theory and Related Fields. 148: 5-35.
• Lin, Z.Y. and Liu, W.D. (2009), On maxima of periodograms of stationary processes, The Annals of Statistics, 37:2676-2695.
• Liu, W.D. and Lin, Z.Y. (2009), Strong approximation for a class of stationary processes, Stochastic Processes and their Applications,119: 249-280.
• Liu, W.D., Lin, Z.Y. and Shao, Q.M. (2008), The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization, The Annals of Applied Probability, 18: 2337-2366.
• Liu, W.D., Fu, K.A. and Zhang, L.X. (2008), A LIL for independent non-identically distributed random variables in Banach space with its application. Science in China, A. 51,219-232.
• Liu, W.D. and Lin, Z.Y. (2008), Precise rates in the law of the iterated logarithm under dependence assumptions. Acta Mathematica Sinica, English Series. 24, 59-74.
• Yang, X.R., Liu, W.D. and Zhang, L.X. (2008), Precise asymptotics in the law of the logarithm under dependence assumptions, Computers and Mathematics with Applications. 56: 1634-1642.
• Fu, K.A., Liu, W.D. and Zhang, L.X. (2008), Precise asymptotics for the first moment of the error variance estimator in linear models, Applied Mathematics Letters. 21: 641-647.
• Lin, Z.Y. and Liu, W.D. (2007), $m$-dependent approximation, The International Congress of Chinese Mathematicians (ICCM) 2007, Vol II, 720-734.
• Liu, W.D. and Lin, Z.Y. (2007), Some LIL type results on the partial sums and trimmed sums with multidimensional indices. Electronic Communications in Probability. 12: 221-233.
• Liu, W.D. and Lin, Z.Y. (2007), Asymptotics for self-normalized random products of sums for mixing sequences. Stochastic Analysis and Applications. 25(2): 293-315.
• Liu, W.D. and Lin, Z.Y. (2006), Precise asymptotics for a new kind of complete moment convergence. Statistics and Probability Letters. 76. 1787-1799.
• Liu, W.D. and Lin, Z.Y. (2006), A supplement to the complete convergence. Statistics and Probability Letters. 76. 748-754.