Percy Zhai

Percy Zhai

PhD Student
The University of Chicago, Department of Statistics

Interests

  • High-dimensional Statistics
  • Gaussian Graphical Models
  • Functional Graphical Models
  • Machine Learning

Education

  • PhD in Econometrics and Statistics, 2026
    University of Chicago Booth School of Business
  • MS in Statistics, 2021
    University of Chicago
  • BS in Physics, 2019
    School for the Gifted Young, University of Science and Technology of China

Publications

Simultaneous Inference for Covariance and Precision Matrices of Long-Range Dependent Time Series
Percy Zhai, Mladen Kolar, Wei Biao Wu
IEEE Transactions on Information Theory, 72(6), 4246–4296
Preprint DOI
High-dimensional Functional Graphical Model Structure Learning via Neighborhood Selection Approach
Boxin Zhao, Percy Zhai, Y. Samuel Wang, Mladen Kolar
Electronic Journal of Statistics, 18(1), 1042–1129
Preprint DOI