Employment

• 2020.12-Present Associate Professor (Tenure Track) Department of Industrial Engineering, Center for Statistical Science, Tsinghua University, China.

• 2018.12-2020.12  Assistant Professor，Center for Statistical Science and Department of Industrial Engineering,Tsinghua University, China.

• 2017.10-2018.12  Research Associate Institute of Statistics, Department of Mathematics,Ruhr University Bochum, Germany.Research Mentor: Prof. Holger Dette

• 2015.07-2017.07 Research Associate Department of Statistical Science, Big Data Institute, University College London, UK. Research Mentor: Prof. Patrick Wolfe & Prof. Sofia Olhede

Education

• 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

Publications

• Dette, H., & Wu, W* (2024+) Confidence surfaces for the mean of locally stationary functional time series, Statistica Sinica, to appear

• Wu, W.,  Olhede, S., & Wolfe, P. (2024+) Tractably Modelling Dependence in Networks Beyond Exchangeability, Bernoulli, to appear

• Bai,L#.&Wu, W.*(2024+). Difference-based covariance matrix estimate in time series nonparametric regression with applications to specification tests, Biometrika, to appear.

• Dette, H., & Wu, W., Prediction in locally stationary time series, accepted by Journal of Business & Economic Statistics

• Dette, H., Dhar, S.S. & Wu,W., Identifying shifts between two regression curves, accepted by Annals of the Institute of Statistical Mathematics.

• Dette, H., & Wu, W. (2019). Detecting Relevant Changes in the Mean of a Non-stationary Process. The Annals of Statistics, 47(6), 3578–3608.

• Wu, W., & Zhou, Z. (2018). Gradient-based Structural Change Detection for Nonstationary Time Series M-estimation. The Annals of Statistics, 46(3), 1197-1224.

• Wu, W., & Zhou, Z. (2018). Simultaneous Quantile Inference for Non-stationary Long-memory Time Series. Bernoulli, 24(4A), 2991-3012.

• Dette, H., Wu, W., & Zhou, Z. (2018). Change Point Analysis of Correlation in Non-stationary Time Series. Statistica Sinica, 29(2), 611-644.

• Wu, W., & Zhou, Z. (2017). Nonparametric Inference for Time-varying Coefficient Quantile Regression. Journal of Business & Economic Statistics, 35(1), 98-109.

Invited Academic Presentations2020

• Session chair, the 14th International Conference on Computational and Financial Econometrics,UK.

2019

• The 13th International Conference on Computational and Financial Econometrics, UK.

• IMS (Institute of Mathematical Statistics)-China International Conference on Statistics and Probability, China.

2018

• 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

2017

• 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.

2016

• 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. 

2015

• 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).

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