Lu Zhang's Homepage

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

Education

• 2005-now PhD Candidate, 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

Professional Activities

Teaching Experiences