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Department of Mathematics and Information Technology

Dr. Zhang Junyi

Assistant Professor

Profile

Dr Zhang obtained his PhD degree in Statistics from the London School of Economics. Before joining EdUHK, he was a Research Assistant Professor in the Department of Applied Mathematics at the Hong Kong Polytechnic University and a Researcher in the Bocconi Institute for Data Science and Analytics at Bocconi University. Dr Zhang's research interests include Bayesian nonparametrics and Bayesian machine learning. He is also interested in applied probability and financial mathematics problems. 

Research Interests

  • Bayesian nonparametrics
  • Bayesian machine learning
  • Completely random measures (CRM)
  • Normalized random measure with independent increments (NRMI)

Teaching Interests

Dr Zhang is currently teaching MTH1098 Calculus and MTH4169 Introduction to Probability and Statistics. He also has teaching experience in the following courses:

  • Elementary Statistical Theory (LSE)
  • Further Statistics for Economics and Econometrics (LSE)
  • Introduction to Financial Mathematics (LSE)
  • Calculus and Linear Algebra (PolyU)
  • Simulation and Risk Analysis (PolyU)
  • Capstone Project (PolyU)
  • Gifted Education Fund: Off-school Advanced Learning Programmes (Education Bureau)

Selected Outputs

Journal Publications

  • Junyi Zhang, Angelos Dassios, Chong Zhong and Qiufei Yao. (2025). Truncated inverse-Lévy representation of beta process. Artificial Intelligence and Statistics (AISTATS 2025).
  • Junyi Zhang and Angelos Dassios. (2025). Posterior Sampling From Truncated Ferguson-Klass Representation of Normalised Completely Random Measure Mixtures. Bayesian Analysis, 20(3), 795-825.
  • Junyi Zhang and Angelos Dassios. (2023). Truncated two‐parameter Poisson–Dirichlet approximation for Pitman–Yor process hierarchical models. Scandinavian Journal of Statistics, 51(2), 590–611.
  • Junyi Zhang and Angelos Dassios. (2023). Truncated Poisson–Dirichlet approximation for Dirichlet process hierarchical models. Statistics and Computing, 33(1), 30.
  • Angelos Dassios and Junyi Zhang. (2023). Exact simulation of Poisson-Dirichlet distribution and generalised gamma process. Methodology and Computing in Applied Probability, 25(2), 64.
  • Angelos Dassios and Junyi Zhang. (2022). First hitting time of Brownian motion on simple graph with skew semiaxes. Methodology and Computing in Applied Probability, 24(3), 1805–1831.
  • Angelos Dassios and Junyi Zhang. (2021). Exact simulation of two-parameter Poisson-Dirichlet random variables. Electronic Journal of Probability, 26.
  • Angelos Dassios and Junyi Zhang. (2020). Parisian time of reflected Brownian motion with drift on rays and its application in banking. Risks, 8(4), 127.

Research Projects

PI, Truncated Inverse-Lévy Measure Representation of Completely Random Measures: Theory, Algorithms and Applications, General Research Fund, The Research Grants Council of Hong Kong

Dr. Zhang Junyi

Dr. Zhang Junyi

Assistant Professor