个人简介
教育背景
博士,随机过程,北京师范大学
硕士,数学,北京师范大学
学士,数学,安徽师范大学
学术经历
2004.07——2004.08,访问学者,香港大学，统计与精算科学系
2003.07——2003.10,访问学者,香港大学，统计与精算科学系
2001.04——2001.06,访问学者,香港大学，统计与精算科学系
1997.01——1997.07,访问学者,香港中文大学，计算机科学与工程系
教学获奖
2011.06,第六届复旦大学教学名师奖,复旦大学
科研项目
2020.01 - 2023.12, 项目负责人, 高维大数据的若干统计推断问题研究, 国家自然科学基金面上项目
2016.01 - 2019.12, 项目负责人, 高维随机向量相关结构的检验问题研究, 国家自然科学基金面上项目
2012.11 - 2013.03, 项目负责人, 7类化工产品价格的建模与预测研究, 易贸资讯（上海）有限公司
2012.05 - 2012.07, 项目负责人, 在线监测与主要污染物减排和排污收费管理平台应用与开发标准化研究项目立项可行性研究中的统计分析, 上海麦杰环境科技有限公司
2011.01 - 2013.12, 项目负责人, 广义O-U型过程的统计推断问题研究, 国家自然科学基金面上项目
2007.01 - 2009.12, 项目负责人, 由分形布朗运动和纯跳Levy过程驱动的随机微分方程, 国家自然科学基金面上申请项目
2004.01 - 2006.12, 课题参加人员, 马氏过程参数的临界值及其离散化估计及收敛性, 国家自然科学基金面上项目
2003.01 - 2005.12, 项目负责人, 扩散过程的模型选择, 教育部博士点基金
近期论文
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Bin Liu, Xinsheng Zhang, and Yufeng Liu. 2024. Simultaneous change point detection and identification for high dimensional linear models. Statistica Sinica forthcoming.1-40.
Dong Liu, Changwei Zhao, Yong He, Lei Liu, Ying Guo, and Xinsheng Zhang. 2023. Simultaneous cluster structure learning and estimation of heterogeneous graphs for matrix-variate fMRI data. Biometrics 79(3).2246-2259.
Xianru Wang, Bin Liu, Xinsheng Zhang, and Yufeng Liu. 2023. Efficient multiple change point detection for high-dimensional generalized linear models. The Canadian Journal of Statistics 51(2).596-629.
Yong He, Xinbing Kong, Long Yu, Xinsheng Zhang, and Changwei Zhao. 2023. Matrix factor analysis: From least squares to iterative projection. Journal of Business & Economic Statistics forthcoming.1-13.
Xianru Wang, Bin Liu, and Xinsheng Zhang. 2022. A computationally efficient and flexible algorithm for high dimensional mean and covariance matrix change point models. Journal of the Korean Statistical Society 51.1216-1246.
Hao Chen, Ying Guo, Yong He, Jiadong Ji, Lei Liu, Yufeng Shi, Yikai Wang, Long Yu, and Xinsheng Zhang. 2022. Simultaneous differential network analysis and classification for matrix-variate data with application to brain connectivity. Biostatistics 23(3).967-989.
Long Yu, Yong He, Xinbing Kong, and Xinsheng Zhang. 2022. Projected estimation for large-dimensional matrix factor models. Journal of Econometrics 229(1).201-217.
Bin Liu, Xinsheng Zhang, and Yufeng Liu. 2022. High dimensional change point inference: Recent developments and extensions. Journal of Multivariate Analysis 188.1-19.
Yong He, Xinbing Kong, Long Yu, and Xinsheng Zhang. 2022. Large-dimensional factor analysis without moment constraints. Journal of Business and Economic Statistics 40(1).302-312.
Bin Liu, Xinsheng Zhang, and Yufeng Liu. 2021. Simultaneous change point inference and structure recovery for high dimensional Gaussian graphical models. Journal of Machine Learning Research 22(1).1-62.
Yong He, Pengfei Liu, Xinsheng Zhang, and Wang Zhou. 2021. Robust covariance estimation for high-dimensional compositional data with application to microbial communities analysis. Statistics in Medicine 40(15).3499-3515.
Yong He, Hao Chen, Hao Sun, Jiadong Ji, Yufeng Shi, Xinsheng Zhang, and Lei Liu. 2020. High-dimensional integrative copula discriminant analysis for multiomics data. Statistics in Medicine 39(30).4869-4884.
Yinfeng Wang, Yanlin Tang, and Xinsheng Zhang. 2020. A two-step test for the two-sample problem of processes of ornstein-uhlenbeck type. Journal of Systems Science and Complexity 33.2067–2079.
Yong He, Mingjuan Zhang, Xinsheng Zhang, and Wang Zhou. 2020. High-dimensional two-sample mean vectors test and support recovery with factor adjustment. Computational Statistics & Data Analysis 151.1-19.
Bin Liu, Cheng Zhou, Xinsheng Zhang, and Yufeng Liu. 2020. A unified data-adaptive framework for high dimensional change point detection. Journal of the Royal Statistical Society Series B-Statistical Methodology 82(4).933-963.
Mingjuan Zhang, Yong He, Cheng Zhou, and Xinsheng Zhang. 2020. High-dimensional two-sample precision matrices test: an adaptive approach through multiplier bootstrap. Statistics and Its Interface 13(1).37-48.
Long Yu, Yong He, and Xinsheng Zhang. 2019. Robust factor number specification for large-dimensional elliptical factor model. Journal of Multivariate Analysis 174.1-18.
Yong He, Liang Zhang, Jiadong Ji, and Xinsheng Zhang. 2019. Robust feature screening for elliptical copula regression model. Journal of Multivariate Analysis 173.568-582.
Cheng Zhou, Fang Han, Xinsheng Zhang, and Han Liu. 2019. An extreme-value approach for testing the equality of large U-statistic based correlation matrices. Bernoulli 25(2).1472-1503.
Yanfeng Wu, Jianqiang Hu, and Xinsheng Zhang. 2019. Moment estimators for the parameters of Ornstein-Uhlenbeck processes driven by compound Poisson processes. Discrete Event Dynamic Systems 29(1).57-77.
Bin Liu, Cheng Zhou, and Xinsheng Zhang. 2019. A tail adaptive approach for change point detection. Journal of Multivariate Analysis 169.33-48.
Mingjuan Zhang, Cheng Zhou, Yong He, and Xinsheng Zhang. 2018. Adaptive test for mean vectors of high-dimensional time series data with factor structure. Journal of the Korean Statistical Society 47(4).450-470.
Ying Ding, Xinsheng Zhang, and Longxiang Fang. 2018. Strong modified transportation cost inequalities on k-concave probability measures with heavy tails. Statistics & Probability Letters 142.30-38.
Yong He, Xinsheng Zhang, and Liwen Zhang. 2018. Variable selection for high dimensional Gaussian copula regression model: An adaptive hypothesis testing procedure. Computational Statistics & Data Analysis 124.132-150.
Yong He, Xinsheng Zhang, Pingping Wang, and Liwen Zhang. 2017. High dimensional Gaussian copula graphical model with FDR control. Computational Statistics & Data Analysis 113.457-474.
Yong He, Xinsheng Zhang, Jiadong Ji, and Bin Liu. 2017. Joint estimation of multiple high-dimensional Gaussian copula graphical models. Australian & New Zealand Journal of Statistics 59(3).289-310.
Ying Ding and Xinsheng Zhang. 2017. A note on Slepian's inequality based on majorization. Statistics & Probability Letters 124.132-139.
Yong He, Xinsheng Zhang, and Pingping Wang. 2016. Discriminant analysis on high dimensional Gaussian copula model. Statistics & Probability Letters 117.100-112.
Yinfeng Wang, Yanlin Tang, and Xinsheng Zhang. 2016. CGMM LASSO-type estimator for the process of Ornstein–Uhlenbeck type. Journal of the Korean Statistical Society 45(1).114-122.
Yinfeng Wang, Yanlin Tang, and Xinsheng Zhang. 2015. Estimation of parameters of the ornstein-uhlenbeck type processes with continuum of moment conditions. Communications in Statistics - Theory and Methods 44(24).5189-5203.
Tian Xie, Yi Xu, and Xinsheng Zhang. 2015. A new method of measuring herding in stock market and its empirical results in Chinese A-share market. International Review of Economics & Finance 37.324-339.
Longxiang Fang and Xinsheng Zhang. 2015. Stochastic comparisons of parallel systems with exponentiated Weibull components. Statistics & Probability Letters 97.25-31.
Yinfeng Wang, Chuancun Yin, and Xinsheng Zhang. 2014. Uniform estimate for the tail probabilities of randomly weighted sums. Acta Mathematicae Applicatae Sinica 30(4).1063-1072.
Guangying Liu, Jiashan Tang, and Xinsheng Zhang. 2014. Central limit theorems for power variation of Gaussian integral processes with jumps. Science China Mathematics 57(8).1671-1685.
Guangying Liu, Zhengyuan Wei, and Xinsheng Zhang. 2013. Asymptotic properties for multipower variation of semimartingales and Gaussian integral processes with jumps. Journal of Statistical Planning and Inference 143(8).1307-1319.
Longxiang Fang and Xinsheng Zhang. 2013. Stochastic comparisons of series systems with heterogeneous Weibull components. Statistics & Probability Letters 83(7).1649-1653.
Shibin Zhang and Xinsheng Zhang. 2013. Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Levy processes. Science China Mathematics 56(2).339-357.
Shibin Zhang and Xinsheng Zhang. 2013. A least squares estimator for discretely observed Ornstein-Uhlenbeck processes driven by symmetric alpha-stable motions. Annals of the Institute of Statistical Mathematics 65(1).89-103.
Fang, Longxiang and Xinsheng Zhang. 2012. New results on stochastic comparison of order statistics from heterogeneous Weibull populations. Journal of the Korean Statistical Society 41(1).13-16.
Ding, Ying and Xinsheng Zhang. 2011. A new kind of modified transportation cost inequalities and polynomial concentration inequalities. Statistics & Probability Letters 81(10).1524-1534.
Ren, Yunwen and Xinsheng Zhang. 2011. Variable selection using penalized empirical likelihood. Science China Mathematics 54(9).1829-1845.
Liu, Guangyin and Xinsheng Zhang. 2011. Power variation of fractional integral processes with jumps. Statistics & Probability Letters 81(8).962-972.
Fang, Longxiang and Xinsheng Zhang. 2011. Slepian's inequality with respect to majorization. Linear Algebra and its Applications 434(4).1107-1118.
Yunwen Ren, Xinsheng Zhang. 2010. Subset Selection for Vector Autoregressive Processes via Adaptive Lasso. Statistics and Probability Letters 80(23-24).1705-1712.
Shibin Zhang, Xinsheng Zhang. 2010. Moment Estimation of Parameters for Discretely Sampled OU-compound Poisson Processes. 应用概率统计 vol.26(4).384-398.
Wei, Zhengyuan, Xinsheng Zhang, and Taifu Li. 2010. On stein identity, chernoff inequality, and orthogonal polynomials. Communications in Statistics - Theory and Methods 39(14).2573-2593.
Shibin Zhang,Xinsheng Zhang. 2009. On the Transition Law of Tempered Stable Ornstein-Uhlenbeck Processes. Journal of Applied Probability Vol.46(3).721-731.
Zhengyuan Wei, Xinsheng Zhang. 2008. Second order exponential differential operator and generalized Hermite polynomials. Applied Mathematics and Computation 206(2).781-787.
Zhengyuan Wei,Xinsheng Zhang. 2008. A matrix version of Chernoff inequality. Statistics&Probability Letters vol.78(13).1823-1825.
Dong Han, Xinsheng Zhang, Weian Zheng. 2008. Subcritical, Critical and Supercritical Size Distributions in Random Coagulation-Fragmentation Processes. 数学学报 vol.24(1).121-138.
Shibin Zhang,Xinsheng Zhang. 2008. Exact Simulation of IG-OU Processes. Methodol Comput Appl Probab(Methodology and Computing in Applied Probability) vol.10(3).337-355.
ZHANG Shibin, ZHANG Xinsheng, SUN Shuguang. 2006. Parametric estimation of discretely sampled Gamma-OU Processes. Science in China Series A:Mathematics 49(9).1231-1257.
Ying Ding,Xinsheng Zhang. 2004. Some stochastic orders of Kotz-type distributions. Probability and Statistics Letter vol.69.389-396.
LUISJ. ROMAN, XINSHENG ZHANG and WEIAN ZHENG. 2003. Rate of Convergence in Homogenization of Parabolic PDEs. Mathematical Physics, Analysis and Geometry vol.6（2）.113-124.
Xinsheng Zhang. 2002. On Comparison Theorems for Diffusion Processes. AMS?IP Studies in Advance in Mathematics vol.26.135-148.
ZHANG XINSHENG. 2000. On Comparison Theorems For Dawson-Watanabe Superprocesses. Chinese Journal of Applied Probability and Statistics vol.16(2).168-176.
李地青， 何勇， 张新生. 高维单指标门限回归模型的估计方法. 中国科学：数学, 2020, 50(3): 423-446.
张世斌，张新生. 基于分位数与耦合诊断平稳随机过程相依性. 中国科学：数学, 2019, 49(3): 591-606.
刘广应，张新生. 带跳的Gauss积分过程幂变差的渐近行为. 数学年刊, 2012, (2): 247-260.
刘广应，张新生. 带跳的分数维Brown运动幂变差的渐近行为. 中国科学：数学, 2011, 41(1): 81-94.
丁盈，张新生. 一类变形的传输不等式与多项式型聚集不等式. 数学年刊（A辑）, 2010, vol.31A(3): 283-294.
黄永军,张新生. 关于正态分布的次序统计量的随机序. 应用概率统计, 2009, Vol.25(4): 381-388.
孙曙光，张新生. 基于离散观测的OU型过程的经验似然估计. 中国科学 A辑：数学, 2009, vol.39(1): 99-120.
潘进鱼，张新生. 高斯向量和柯西向量二次型分布的不等式. 复旦学报（自然科学报）, 2006, vol.45(5): .
郑一鸣，张新生. 关于a-Renyi 熵序的若干结果. 复旦学报（自然科学报）, 2006, vol.45(5): .
张世斌，张新生，孙曙光. 离散抽样Gamma-OU过程的参数估计. 中国科学, 2006, vol.36(8): 901-927.
孙立红，张新生. 关于Gamma分布的秩序统计量的随机比较. 应用概率统计, 2004, 20(4): 404-408.
张新生，王梓坤. 生命信息遗传中的若干数学问题. 科学通报, 2000, vol.45(2): .
ZHANG Xinsheng(张新生). The lower bound of exact Hausdorff measure of the sample path for the Markov process. Chinese Science Bulletin, 1995, vol.40(5): 353-360.
张新生. N参数Ornstein-Uhlenbeck过程的点常返性. 数学学报, 1994, vol.37（4）: 440-443.
张新生. 一般超过程的鞅刻化. 数学物理学报, 1994, vol.14（2）: 223-230.
张新生. 关于一般马尔科夫过程轨道常返性及暂留性. 高校应用数学学报, 1994, vol.9（1）: 60-65.
王梓坤，张新生，李占柄. 一致椭圆扩散的一个比较定理及其应用. 中国科学(A辑), 1993, vol.23（11）: 1122-1129.
张新生. 多参数一致椭圆扩散的一个比较定理及其应用. 科学通报, 1992, vol.19: 1732-1735.
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