Chung Eun Lee

Education

Ph.D., Statistics, University of Illinois at Urbana-Champaign United States

M.A., Statistics, Columbia University United States

B.S., Statistics and Business, Ewha Womans University South Korea Seoul

Journal Articles

(2024). Conditional Mean Dimension Reduction for Tensor Time Series. Computational Statistics & Data Analysis,

(2024). Mean Independent Components Analysis for Multivariate Time Series. Journal of Machine Learning Research,

Ahn, S., Chung, J., Crouter, S., Chung, J., Lee, C., & Anderson, J. G. (2023). Gait and/or balance disturbances associated with Alzheimer’s dementia among older adults with amnestic mild cognitive impairment: A longitudinal observational study. Journal of Advanced Nursing,

(2023). Mean Dimension Reduction and Testing for Nonparametric Tensor Response Regression. Statistica Sinica,

(2022). Association of adherence to high-intensity physical activity and the Mediterranean-dietary approaches to stop hypertension intervention for neurodegenerative delay diet with cognition: A cross-sectional study. International Journal of Nursing Studies, 131.

Lee, C., & Hilafu, H. (2021). Quantile Martingale Difference Divergence for Dimension Reduction. Statistica Sinica, 32. 65 - 87.

Lee, C., Zhang, X., & Shao, X. (2020). Testing Conditional Mean Independence for Functional Data. Biometrika, 107. 331 - 346.

Zhang, X., Lee, C., & Shao, X. (2020). Envelopes in Multivariate Linear Model with Nonlinearity and Heteroscedasticity. Biometrika, 107. 965 - 981.

Lee, C., & Shao, X. (2020). Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility. Journal of Business & Economic Statistics, 38. 80 - 92.

Lee, C., & Shao, X. (2018). Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series. Journal of the American Statistical Association (Theory and Methods), 113. 216 - 229.

Presentations

Lee, C. (2024, March 30). Dimension Reduction for Tensor Response Regression Models. The University of Texas at San Antonio. San Antonio: The University of Texas at San Antonio.

Lee, C. (2024, December 30). Dimension Reduction for Tensor Response Regression Models. CMStatistics. Germany

Lee, C. (2024, August 30). Dimension Reduction for Tensor Response Regression Models. Texas A&M University. Texas: Texas A&M University.

Lee, C. (2024, August 30). Dimension Reduction for Tensor Response Regression Models. EcoSta. Japan

Lee, C. Testing Conditional Mean Independence for Functional Data. CMStatistics. In Progress.

Lee, C. (2024, August 30). Quantile Martingale Difference Divergence for Dimension Reduction. New Researcher Conference. Fairfax, VA

Lee, C. (2021, December 31). Dimension Reduction for a Stationary Multivariate Time Series. Seoul, Republic of Korea: Department of Statistics, Seoul National University.

Lee, C. (2021, December 31). Dimension Reduction for a Stationary Multivariate Time Series. : Department of Information Systems and Statistics, Baruch College.

Lee, C. (2020, December 31). Quantile Martingale Difference Divergence for Dimension Reduction. : Data Science, University of Tennessee, Knoxville.

Lee, C. (2020, December 31). Quantile Martingale Difference Divergence for Dimension Reduction. Math Day Symposium. University of North Carolina at Charlotte

Lee, C. (2020, December 31). Quantile Martingale Difference Divergence for Dimension Reduction. Republic of Korea: Department of Statistics, Inha University.

Lee, C. (2019, December 31). Testing the Conditional Mean Independence for Functional Data. : Department of Mathematics, University of Tennessee, Knoxville.

Lee, C. (2018, December 31). Dimension Reduction for a Stationary Multivariate Time Series. EcoSta. Hong Kong

Lee, C. (2018, December 31). New Approach to Dimensional Reduction for Volatility of Stationary Multivariate Time Series. Joint Statistical Meetings. Vancouver

Lee, C. (2018, December 31). Dimension Reduction for a Stationary Multivariate Time Series. Symposium on Data Science and Statistics. Virginia

Lee, C. (2018, December 31). The Central Mean Envelope for Dimension Reduction. CMStatistics. Pisa, Italy

Lee, C. (2017, December 31). A New Approach to Dimension Reduction for Multivariate Time Series. : Department of Statistics, University of North Carolina at Charlotte.

Lee, C. (2017, December 31). A New Approach to Dimension Reduction for Multivariate Time Series. : Department of Mathematics, Illinois State University.

Lee, C. (2017, December 31). A New Approach to Dimension Reduction for Multivariate Time Series. : Mathematical Sciences, Indiana University - Purdue University.

Lee, C. (2017, December 31). Testing the Conditional Mean Independence for Functional Data. Joint Statistical Meetings. Baltimore

Lee, C. (2017, December 31). A New Approach to Dimension Reduction for Multivariate Time Series. : Mathematics and Statistics, University of Maine.

Lee, C. (2017, December 31). A New Approach to Dimension Reduction for Multivariate Time Series. : Department of Business Analytics and Statistics, University of Tennessee, Knoxville.

Lee, C. (2017, December 31). A New Approach to Dimension Reduction for Multivariate Time Series. : Department of Mathematics and Statistics, South Dakota State University.

Lee, C. (2017, December 31). A New Approach to Dimension Reduction for Multivariate Time Series. School of Community Health Sciences, University of Nevada Reno.

Lee, C. (2016, December 31). New Approach to Dimensional Reduction for Volatility of Stationary Multivariate Time Series. Joint Statistical Meetings. Chicago, IL

Lee, C. (2016, December 31). Testing the Conditional Mean Independence for Functional Data. Bohrer Workshop. Champaign, IL

Lee, C. (2016, December 31). A New Approach to Dimension Reduction for Multivariate Time Series. Arkansas: Department of Statistics and Analytics, University of Arkansas.

Lee, C. (2016, December 31). Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series. Midwest Econometrics Group. Champaign, IL

Lee, C. (2015, August 31). Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series. Joint Statistical Meetings. Seattle, WA

Lee, C. (2014, November 30). Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series. Bohrer Workshop. Champaign, IL

College

Professional