Seyoung Park

Contact info:
Phone: 734-546-9895
Office: 429 West Hall
            1085 South University Ave.
            Ann Arbor, MI 48109

I am a ph.d candidate at the Department of Statistics, University of Michigan working under the guidance of professor Xuming He and professor Shuheng Zhou and professor Kerby Shedden. Here is my CV.

Research Interests

High dimensional modeling and inference, Quantile regression, Machine learning, Graphical model, Statistics in finance

Reading Group

We have a cross-departmental reading group (Fall, 2014): please vist Reading group page
The reading group on graphical models for complex data (Fall, 2015): please visit Reading group page

Research

Park, S., He, X., Zhou, S. (2016). Dantzig-type penalization for multiple quantile regression with high dimensional covariates
Revision submitted to Statistica Sinica
(Winner of the 2015 Student Paper Competition in the ASA Section on SLDM)

Lee, S. and Park, S.(2016). Portfolio selection using perturbation method
Revision submitted to Journal of banking and finance

Park, S., Zhou, S., Shedden, K.(2016). Non-separable covariance models for high dimensional latent variable regression, with applications to neural encoding analysis
In Preparation

Park, S., He, X., Hypothesis test in quntile regression
In Preparation

Greenewald, K., Park, S., Giessing, A., Zhou, S., The Time Varying Matrix Variate Graphical Model
In Preparation

Bio