Lu Zhang's Homepage

luzhang

PhD Candidate

Department of Statistics
Pennsylvania State University
331B Thomas Building
University Park, PA 16802
http://www.stat.psu.edu/~lzz114

Email: lzz114 [at] psu dot edu
Phone: (0) (814)-865-8045

I am now a Quantitative Marketing Manager at Google, Mountain View.

Education

2005-2009 PhD, Statistics, Penn State University, USA, GPA 3.95/4.0

2005-2008 M.S., Statistics, Penn State University, USA, GPA 3.95/4.0

2001-2005 B.S., Statistics/Biology, Chukochen Honors College, Zhejiang University, China, GPA 3.93/4.0

Research

My current research interests are in Bayesian analysis of dynamic linear models, dynamic multivariate Correlation estimation, hidden Markov model,data mining for large scale data and bioinformatics. My advisor is John Liechty.

Publications

(With Y. Song and C.Lee Giles) Automatic Tag Recommendation Algorithms for Social Recommender Systems, ACM Transactions on the Web (TWEB), Association for Computing Machinery, Inc., 2009.
(With Y. Song and C.Lee Giles) A Non-parametric Approach to Pair-wise Dynamic Topic Correlation Detection. In Proceedings of the Eighth IEEE International Conference on Data Mining (ICDM 2008), Pisa, Italy.
December 2008. (Acceptance rate: 19% 144/724)
(With Y. Song and C.Lee Giles) Sparse Multi-class Gaussian Process Classification for Fast Tag Recommendation. In Proceedings of ACM 17th Conference on Information and Knowledge Management (CIKM 2008), Napa Valley, California, USA. October 2008.(Acceptance rate: 17% 131/772)
Working Paper: (With John Liechty and Tim Simin) Regime Switching Multivariate Covariance Model (First draft ready), intended for Review of Financial Studies

Internships

May - Aug, 2008	Deposit & Pricing Analytics, Information Management & Analytics, HSBC BANK USA.
Jan - Feb, 2005	China Construction Bank, Changsha, Hunan, China.

Professional Activities

Aug 1-6, 2009	Poster: 2009 Joint Statistical Meetings (JSM), Washington DC.
Mar 14-18,2009	ENAR Spring Meeting, San Antonio, Texas.
Feb 5-6, 2009	NISS Workshop in Exploring Statistical Issues in Financial Risk Modeling and Banking Regulation,DC.
Dec 15-19, 2008	Presentation: IEEE International Conference on Data Mining series (ICDM 2008),Pisa, Italy.
Aug 3 -7, 2008	Presentation: 2008 Joint Statistical Meetings (JSM), Denver, Colorado.
May 2-3, 2008	Seminar on Bayesian Inference in Econometrics and Statistics (SBIES), Chicago, Illinois.

Teaching Experiences

Spring 2008	Instructor of Stat 250: Biostatistics.
Summer 2007	Instructor of Stat 200: Elementary Statistics.

My husband's page at Microsoft Research: Yang Song