Zeda Li

Publications

An asterisk (*) denotes student co-authors.

1. Conditional Graphical Models for Replicated Multivariate Time Series Submitted
   Li, Z. and *Xia, Q. (2026+)
2. Mean Independent Component Analysis of Multivariate Time Series To appear
   Lee, C. and Li, Z. (2026+) · Statistica Sinica
3. A Cepstral Model for Efficient Spectral Analysis of Replicated Time Series
   Li, Z. and Dong, Y. (2025) · Journal of Computational and Graphical Statistics, 34, 1612–1624
4. Measuring the Advantages of Contemporaneous Aggregation in Forecasting
   Li, Z. and Wei, W. (2024) · Journal of Forecasting, 43, 1308–1320
5. ANOPOW for Replicated Nonstationary Time Series in Experiments
   Li, Z., Yue, Y., and Bruce, S. (2024) · Annals of Applied Statistics, 18, 328–349
6. A Note on Marginal Coordinate Test in Sufficient Dimension Reduction
   Dong, Y. and Li, Z. (2024) · Statistics and Probability Letters, 204, 109947
7. Adaptive Bayesian Sum of Trees Model for Covariate Dependent Spectral Analysis
   *Wang, Y., Li, Z., and Bruce, S. (2023) · Biometrics, 79, 1826–1839
8. Robust Conditional Spectral Analysis of Replicated Time Series
   Li, Z. (2023) · Statistics and Its Interface, 16, 81–96
9. Interpretable Classification of Categorical Time Series Using the Spectral Envelope and Optimal Scalings
   Li, Z., Bruce, S., and *Cai, T. (2022) · Journal of Machine Learning Research, 23, 1–31
10. Adaptive Bayesian Spectral Analysis of High-Dimensional Nonstationary Time Series
    Li, Z., Rosen, O., Ferrarelli, F., and Krafty, R.T. (2021) · Journal of Computational and Graphical Statistics, 30, 794–807
11. Conditional Adaptive Bayesian Spectral Analysis of Replicated Multivariate Time Series
    Li, Z., Bruce, S., Wutzke, C., and *Long, Y. (2021) · Statistics in Medicine, 40, 1989–2005
12. Model-Free Variable Selection with Matrix-Valued Predictors
    Li, Z. and Dong, Y. (2021) · Journal of Computational and Graphical Statistics, 30, 171–178
13. Adaptive Bayesian Time-Frequency Analysis of Multivariate Time Series
    Li, Z. and Krafty, R.T. (2019) · Journal of the American Statistical Association, 114, 453–465
14. Nonparametric Distributed Learning Architecture for Big Data: Algorithm and Applications
    Bruce, S., Li, Z., Yang, H.C., and Mukhopadhyay, S. (2019) · IEEE Transactions on Big Data, 5, 166–179
15. Discussion of “The Statistical Analysis of Acoustic Phonetic Data: Exploring Differences Between Spoken Romance Languages”
    Li, Z. and Bruce, S. (2018) · Journal of the Royal Statistical Society, Series C, 67, 1103–1145
16. On Sliced Inverse Regression with Response Missing at Random
    Dong, Y. and Li, Z. (2018) · Journal of Nonparametric Statistics, 30, 990–1002
17. On Sufficient Dimension Reduction with Missing Responses Through Estimating Equations
    Dong, Y., Xia, Q., Tang, C.Y., and Li, Z. (2018) · Computational Statistics and Data Analysis, 126, 67–77
18. Overweight Pediatric Cancer Survivors Have a High Risk of Vitamin D Insufficiency
    Esbenshade, A., Sopfe, J., Zhao, Z., Li, Z., Campbell, K., Simmons, J., and Henry, K. (2014) · Pediatric Blood & Cancer, 61, 723–728

Software

• CepReg R package on CRAN — cepstral models for efficient spectral analysis of replicated time series. With Q. Xia.
• CepLDA R package on CRAN — discriminant analysis of time series in the presence of within-group spectral variability. With R.T. Krafty.
• MultiSpectMCMC MATLAB functions for adaptive Bayesian time–frequency analysis of multivariate time series.
• FactorSpect MATLAB functions for adaptive Bayesian spectral analysis of high-dimensional nonstationary time series.
• MultiCABS MATLAB functions for conditional adaptive Bayesian spectral analysis of replicated multivariate time series.

Funding & Grants

• PI National Science Foundation, DMS-2418850 · $225,444 · 2024–2026Covariate-Assisted Analysis of Spectral Matrices with Applications to Physiological Signals
• PI PSC-CUNY Research Award (Traditional A), TRADA-55-179 · 2024–2025Principal Spectral Component Analysis for Replicated Multivariate Time Series
• PI Eugene M. Lang Junior Faculty Research Fellowship, Baruch College · 2020–2021Evaluating Postural Control and Cognitive Impairment in People with Neurodegenerative Disease: Adaptive Bayesian Time Series Approach
• PI PSC-CUNY Research Award (Traditional A), TRADA-51-94 · 2020–2021Spectral Analysis Framework of High-Dimensional Nonstationary Time Series
• Co-PI Fox School Young Scholar Forum Research Seed Funding, Temple University · 2014–2015Divide and Conquer Variable Selection

Teaching

Baruch College, City University of New York

• STA 2000 Business Statistics I Undergraduate
• STA 3000 Statistical Computing Undergraduate
• STA 3154 Business Statistics II Undergraduate
• STA 9701 Time Series: Forecasting and Statistical Modeling Graduate
• STA 9708 Managerial Statistics Graduate
• STA 9719 Foundations of Statistical Inference Graduate
• STA 9797 Advanced Data Analysis Graduate

Graduate Center, City University of New York

• STA 7050 Multivariate Statistical Analysis Doctoral

Temple University

• STAT 1001 Quantitative Methods for Business I Undergraduate
• STAT 1102 Quantitative Methods for Business II Undergraduate
• STAT 2103 Business Statistical Analytics Undergraduate
• — Ph.D. Math Camp: intensive two-week mathematics preparation for first-year doctoral students Doctoral