Professor Clifford Lam

简介

Clifford’s research are focused in 1) statistical leaning techniques, especially for high dimensional data, and 2) time series analysis. These include semiparametric modelling, variables and feature selection, regularization methods for high dimensional time series analysis, to name but a few areas. One particular area of interest is the estimation of a large covariance/precision matrix from data. With random matrix theories more developed over the past decade, it is a high time for further developments of theories and methodologies in the area of high dimensional matrix estimation and applications. This area is important in a wide variety of scientific fields, including portfolio allocation and risk assessment in finance, classification and large scale hypothesis testing in bioinformatics