Research Assistant Professor
The Hong Kong Polytechnic University
Contact details: TU814, Department of Applied Mathematics, The Hong Kong Polytechnic University, Hong Kong
Email: JunyZhang (polyu.edu.hk)
Previous Academic Email
J.Zhang100 (lse.ac.uk)
Education
PhD London School of Economics, supervised by Prof Angelos Dassios and Prof Beatrice Acciaio
MSc The University of Edinburgh, supervised by Dr Sotirios Sabanis
BSc Shandong University
Research interests: Bayesian nonparametric statistics, Bayesian machine learning, completely random measures.
Publications
Zhang, J., & Dassios, A. (2024). Posterior Sampling From Truncated Ferguson-Klass Representation of Normalised Completely Random Measure Mixtures. Bayesian Analysis, 1(1), 1-31. Link
Zhang, J., & Dassios, A. (2023). Truncated two‐parameter Poisson–Dirichlet approximation for Pitman–Yor process hierarchical models. Scandinavian Journal of Statistics. Link
Zhang, J., & Dassios, A. (2023). Truncated Poisson–Dirichlet approximation for Dirichlet process hierarchical models. Statistics and Computing, 33(1), 30. Link
Dassios, A., & Zhang, J. (2023). Exact simulation of Poisson-Dirichlet distribution and generalised gamma process. Methodology and Computing in Applied Probability, 25(2), 64. Link
Dassios, A., & Zhang, J. (2022). First hitting time of Brownian motion on simple graph with skew semiaxes. Methodology and Computing in Applied Probability, 1-27. Link
Dassios, A., & Zhang, J. (2021). Exact simulation of two-parameter Poisson-Dirichlet random variables. Electronic Journal of Probability, 26. Link
Dassios, A., & Zhang, J. (2020). Parisian time of reflected Brownian motion with drift on rays and its application in banking. Risks, 8(4), 127. Link
Conference
Interpretable Inference via Principled BNP Approaches in Biomedical Research and Beyond, Singapore 2024
The 7th International Conference on Econometrics and Statistics, Beijing 2024
International Society for Bayesian Analysis World Meeting, Venice 2024
4th Italian Meeting on Probability and Mathematical Statistics, Rome 2024
Summer School on Bayesian filtering: fundamental theory and numerical methods, Edinburgh 2024
Bayesian Nonparametrics Networking Workshop, Melbourne 2023
10th International Congress on Industrial and Applied Mathematics, Tokyo 2023
Approximation Methods in Bayesian Analysis, Marseille 2023
SDEs/SPDEs: Theory, Numerics and their interplay with Data Science, Crete 2019
11th European Summer School in Financial Mathematics, Paris 2018
17th Winter school on Mathematical Finance, Lunteren 2018
Teaching
The Hong Kong Polytechnic University Lectures:
AMA1120 Calculus and Linear Algebra
AMA4951 Capstone Project
AMA541 Simulation and Risk Analysis
LSE Tutorials:
ST102 Elementary Statistical Theory. Lecturer: Dr. James Abdey
ME117 Further Statistics for Economics and Econometrics. Lecturer: Dr. James Abdey
ME302 Introduction to Financial Mathematics. Lecturer: Prof. Johannes Ruf and Prof. Mihail Zervos