Contact Info
School of Statistics
Beijing Normal University
19 XinJieKouWai St
Haidian, Beijing 100875, China
Research Interests
multivariate statistics, robust statistics, spatial statistics, time series analysis
Working Experience
2022 to present, Lecturer, Beijing Normal University
2019-2022, Assistant Professor, University of International Business and Economics
2019, Research Associate, TU Wien (Vienna Technical University),
Education
2011-2019, Rutgers University, NJ, USA, M.Sc. in Statistics & Ph.D. in Statistics
2007-2011, Southeast University, Nanjing, China, B.Sc. in Physics
Publications
1. Yi, Mengxi and David E. Tyler. “Shrinking the sample covariance matrix using convex penalties on the matrix-log transformation.” Journal of Computational and Graphical Statistics. 2021, Vol. 30, No. 2, 442-451.
2. Muhlmann, Christoph, Klaus Nordhausen and Mengxi Yi. “Multivariate spatial prediction in a blind source separation framework.” IEEE Geoscience and Remote Sensing Letters. 2021, Vol. 18, No. 11, 1931-1935.
3. Tyler, David E. and Mengxi Yi. “Lassoing Eigenvalues.” Biometrika. 2020, Vol. 107, No. 2, 397– 414.
Selected Grants
NSFC, “Robust Estimation of Covariance Matrices under Geodesic Convex Penalty Functions”, 12101119, 2022-2024, PI.
NSF, “Lassoing Eigenvalues: A Classical and a Robust Approach”, 1812198, 2018-2023, Co-PI.
Austrian Science Foundation (FWF), “Blind Source Separation in Time and Space”, P-31881, 2019-2023, Co-PI.
Invited Seminars:
University of Georgia, USA, 2021
University of Jyväskylä, Finland, 2021
Updated in July 2022.
