Professor of Statistics

Institute of Natural Sciences

Shanghai Jiao Tong University

800 Dongchuan Road

Minhang, Shanghai

Phone: (86-21) 54742760

Office: Room 514,Pao Yue-Kong Library(North Gate Entrance)

E-mail: weidongl@sjtu.edu.cn

- 2011-- Professor, Institute of Natural Sciences and Department of Mathematics, Shanghai Jiao Tong University
- 2009--2011 Postdoctoral Fellow, Department of Statistics, The Wharton SchoolUniversity of Pennsylvania
- 2008--2009 Postdoctoral Fellow, Department of Mathematics, Hong Kong University of Science and Technology
- 2003--2008 Ph.D. in Mathematics, Zhejiang University, P.R. China

- National Excellent Doctoral Dissertation Award from China, 2010
- New World Mathematics Awards, Silver Award for the Ph.D Thesis, 2010.

- High dimensional statistical inference
- Statistical methods for biostatistics
- Nonlinear time series analysis
- Nonparametric modeling
- New statistical methods

- 46. Two sample multiple tests on correlation changes with uncorrelated screening (US).
- 45. Estimating differential conditional correlation network with uncorrelated screening (US).

- 44. Chen X. and Liu, W.D. (2015). Statistical Inference for Matrix-variate Gaussian Graphical Models and False Discovery Rate Control.
- 43. Liu, W.D., Chan, N. and Wang, Q. (2014). Uniform approximation to local time with applications in non-linear cointegrating regression. Revision required by Econometric Theory.
- 42. Liu, W.D. (2014), Incorporation of Sparsity Information in Large-scale Multiple Two-sample t Tests. Technical report. [pdf] [matlab code] [matlab code]
- 41. Liu, W.D. and Luo, S. (2014), Hypothesis Testing for High-dimensional Regression Models. Technical report. [pdf]
- 40. Cai, T.X., Cai, T.T., Liao, K. and Liu, W.D. (2014), Large-Scale Simultaneous Testing of Cross-Covariance Matrix with Applications to Phenome-wide Association Studies. Technical report.
- 39. Liu, W.D. and Shao, Q.M. (2013),A Robust and Powerful Approach on Control of False Discovery Rate under Dependence. Technical report.

- 38. Cao,H., Liu, W.D. and Zhou, Z. (2017). Simultaneous nonparametric regression analysis of sparse longitudinal data. Bernoulli, to appear.
- 37. Chen, X. and Liu, W.D. (2017). Testing independence with high-dimensional correlated samples. Annals of Statistics, to appear.
- 36. Liu, W.D. (2017). Structural similarity and difference testing on multiple sparse Gaussian graphical models. Annals of Statistics, to appear. [matlab code]
- 35. 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.
- 34. Degui Li, Weidong Liu, Qiying Wang and Weibiao Wu (2016),Simultaneous Inference for Nonlinear Cointegration Models. Statistica Sinica, to appear.
- 33. Cai, T. and Liu, W.D. (2016), Large-Scale Multiple Testing of Correlations. Journal of the American Statistical Association, 111, 229-240.[pdf]
- 32. 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.
- 31. 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.
- 30. Liu, W.D. and Luo, X. (2015), Fast and adaptive sparse precision matrix estimation in high dimensions. Journal of Multivariate Analysis, 135, 153-162
- 29. 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. [matlab code]
- 28. Istvan Berkes, Weidong Liu and Wei Biao Wu (2014),Komlos-Major-Tusnady approximation under dependence. Annals of Probability, 42, 794-817. [pdf]
- 27. 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.
- 26. Liu, W.D. (2013), Gaussian Graphical Model Estimation with False Discovery Rate Control. Annals of Statistics, 41, 2948-2978. [matlab code]
- 25. Liu, W.D.Xiao, H and Wu, W.B. (2013),Probability and Moment Inequalities under Dependence. Statistica sinica, 23, 1257-1272.
- 24. 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.
- 23. 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. [pdf] [Supplement]
- 22. 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. [pdf]
- 21. 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. [pdf]
- 20. 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. [pdf] [matlab code]
- 19. 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) [pdf][correction] [matlab code]
- 18. 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. [pdf]
- 17. Liu, W.D., Ling, S. and Shao, Q.M. (2011), On non-stationary threshold autoregressive models. Bernoulli. 17: 969-986. [pdf]
- 16. Liu, W.D. and Wu, W.B. (2010), Simultaneous nonparametric inference of time series. The Annals of Statistics. 38: 2388-2421. [pdf]
- 15. 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. [pdf]
- 14. Liu, W.D. and Wu, W.B. (2010). Asymptotics of spectral density estimates. Econometric Theory. 26: 1218-1245. [pdf]
- 13. 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. [pdf]
- 12. Lin, Z.Y. and Liu, W.D. (2009), On maxima of periodograms of stationary processes, The Annals of Statistics, 37:2676-2695. [pdf]
- 11. Liu, W.D. and Lin, Z.Y. (2009), Strong approximation for a class of stationary processes, Stochastic Processes and their Applications,119: 249-280. [pdf]
- 10. 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. [pdf]
- 9. 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. [pdf]
- 8. 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. [pdf]
- 7. 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. [pdf]
- 6. 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. [pdf,]
- 5. Lin, Z.Y. and Liu, W.D. (2007), $m$-dependent approximation, The International Congress of Chinese Mathematicians (ICCM) 2007, Vol II, 720-734. [pdf]
- 4. 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. [pdf]
- 3. 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. [pdf]
- 2. 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. [pdf]
- 1. Liu, W.D. and Lin, Z.Y. (2006), A supplement to the complete convergence. Statistics and Probability Letters. 76. 748-754. [pdf]

- lecture1 [pdf]
- lecture2 [pdf]
- t statistics [pdf]
- bootstrap [pdf]
- lecture-3 and code [rar]
- lecture-4 and code [rar]
- lecture-5 and code [rar]
- lecture-6 and code [rar]
- lecture-7 [rar]
- lecture-8 [pdf]
- lecture-9 [rar]
- lecture-10 [pdf]
- lecture-11 [rar]
- If you have any question on this course, you can send me an email about the office hour.

- summer course [pdf]