- 2018.12-Present Assistant Professor，Center for Statistical Science and Department of Industrial Engineering,Tsinghua University, China.
- 2017-2018 Research Associate Institute of Statistics, Department of Mathematics,Ruhr University Bochum, Germany.Research Mentor: Prof. Holger Dette
- 2015-2017 Research Associate Department of Statistical Science,
Big Data Institute, University College London, UK. Research Mentor: Prof. Patrick Wolfe & Prof. Sofia Olhede
- 2010-2015 University of Toronto, Canada Ph.D. in Statistics, Supervisor: Prof. Zhou Zhou
- 2008-2010 Columbia University in the City of New York, USA M.A. in Statistics
- 2004-2008 Peking University, China B.S. in Physics
1. Dette, H., Wu, W. (2019). Detecting Relevant Changes in the Mean of a Non-stationary Process. Accepted by Te Annals of Statistics.
2. Wu, W., & Zhou, Z. (2018). Gradient-based Structural Change Detection for Nonstationary Time Series M-estimation. Te Annals of Statistics, 46(3), 1197-1224.
3. Wu, W., & Zhou, Z. (2018). Simultaneous Quantile Inference for Non-stationary Long-memory Time Series. Bernoulli, 24(4A), 2991-3012.
4. Dette, H., Wu, W., & Zhou, Z. (2018). Change Point Analysis of Correlation in Non-stationary Time Series. Statistica Sinica, 29(2), 611-644.
5. Wu, W., & Zhou, Z. (2017). Nonparametric Inference for Time-varying Coefficient Quantile Regression. Journal of Business & Economic Statistics, 35(1), 98-109.
Invited Academic Presentations
- 12th International Conference on Computational and Financial Econometrics, Italy
- Workshop on Matrix Estimation Meets Statistical Network Analysis: Extracting lowdimensional structures in high dimension, Oberwolfach Research Institute for Mathematics, Germany
- Fudan Data Science Conference, Fudan University, Shanghai, China.
- IMS (Institute of Mathematical Statistics)-China International Conference on Statistics and Probability, Guang Xi province, China.
- 1st International Conference on Econometrics and Statistics, Hong Kong University of Science and Technology, HongKong.
- 10th International Conference on Computational and Financial Econometrics, Spain.
- Research Seminar, Department of Mathematics, University of Bristol, UK.
- Joint Statistics and Econometrics Seminar, LSE, UK.
- Joint Seminar, Department of Statistics, TU Dortmund and Department of Mathematics, Ruhr University Bochum, Germany.
- SPG Group Seminar, Department of Statistics, UCL, UK.
- Structural Change Detection For Regression Quantile with Non-Stationary Errors, JSM Seattle, USA (contributed talk).