Working experience
Assistant Professor at Wang Yanan Institute for Studies in Economics (WISE) and Department of Statistics, School of Economics, Xiamen University, September 2017-
Leverhulme Trust Postdoc at University of Sheffield, joint position at School of Mathematics and Statistics, and Department of Animal and Plant Sciences, UK. February 2016 - July 2017
Education
PhD in Business Administration and Quantitative Methods, Statistics Department, Universidad Carlos III de Madrid, Madrid, Spain. September 2012 - January 2016
M.S. in Business Administration and Quantitative Methods, Statistics Department, Universidad Carlos III de Madrid, Madrid, Spain, September 2010-September, 2012
B.S. in Statistics, Beijing Normal University, September 2005 - July 2009
Research interests
Bayesian Nonparametric Statistics, Markov Chain Monte Carlo (MCMC) algorithms, Approximate Bayesian Computation (ABC) algorithms, Biostatistics.
10. Mei, X., Wang, Y., & Zhu, W. (2023). Bayesian nonparametric portfolio selection with rolling maximum drawdown control. Quantitative Finance, 23(10), 1497-1510.
9. Chen K, Shen W, Zhu W. (2023). Covariate Dependent Beta-GOS Process. Computational Statistics & Data Analysis, 180:107662.
8. Bi J, Shen W, Zhu W. (2022). Random Forest Adjustment for Approximate Bayesian Computation. Journal of Computational and Graphical Statistics, 31(1), 64-73.
7. Dalla Valle, L., Leisen, F., Rossini, L., & Zhu, W. (2021). ‘’A Polya-Gamma sampler for a generalized logistic regression‘’. Journal of Statistical Computation and Simulation, 1-18.
6. Dalla Valle L, Leisen F, Rossini L and Zhu W. "Bayesian analysis of immigration in Europe with generalized logistic regression". Journal of Applied Statistics, 2020, 47(3), 424-438
5. Cassese A, Zhu W, Guindani M and Vannucci M, "A Bayesian Nonparametric Spiked Process Prior for Dynamic Model Selection", Bayesian Analysis, 2019, 14(2), 553-572.
4. Zhu W, Leisen F, Marin J.M. “A Bootstrap Likelihood approach to Bayesian Computation”, Australian and New Zealand Journal of Statistics. 2016, 58, 227--244.
3. Zhu W, and Shen W. (2016) Discussion of “Perils and potentials of self-selected entry to epidemiological studies and surveys”. Journal of the Royal Statistical Society: Series A.
2. Zhu W, Leisen F. “A multivariate extension of a vector of two-parameter Poisson-Dirichlet processes", Journal of Nonparametric Statistics. 2015, Volume 27, Issue 1, 89-105.
1. Wang J, Liu D, Zhang H, Zhu W, Dong Z, Zang Y. “Asymmetry of the dorsal anterior cingulate cortex: evidences from multiple modalities of MRI," Neuroinformatics. April 2013, Volume 11, Issue 2, pp 149-157.
1. 国家自然科学基金青年基金， “非可交换的非参数贝叶斯方法的统计推断及应用”，2020-2022.
