I am a Postdoc in the Department of Statistics, University of Warwick, working with Dr Yi YuLink opens in a new window, under her DMS-EPSRC grantLink opens in a new window - Change Point Detection and Localization in High-Dimensions: Theory and Methods.
I am interested in learning and using techniques from change point analysis, high-dimensional statistics, robust statistics, minimax theory and differential privacy analysis. I am currently working on robust change point detection and private transfer learning problems.
Previously, I was a PhD student in the Warwick Maths and Stats CDT programme. I submitted my thesis 'Contributions to robustness, local differential privacy and change point analysis' in February 2023, curently waiting for my viva. I obtained my master's degree in Mathematical Statistics from the Univeristy of Cambridge in 2019, and bachelor's degree in Mathematics and Economics from Durham University in 2018.
Publication and preprints
- Li, M., Berrett, T. B. and Yu,Y. On robustness and local differential privacy (2023+).Link opens in a new window Annals of Statistics, to appear.
- Li, M., Berrett, T. B. and Yu,Y. Network change point localisation under local differential privacy (2022).Link opens in a new window Thirty-Sixth Annual Conference on Neural Information Processing Systems (NeurIPS 2022).
- Li, M. and Yu,Y. Adversarially robust change point detection (2021)Link opens in a new window. Thirty-fifth Conference on Neural Information Processing Systems (NeurIPS 2021).
- Singh, A., Uwimpuhwe, G., Li, M., Einbeck, J., Higgins, S. and Kasim, A. Multisite educational trials: estimating the effect size and its confidence intervals (2021).Link opens in a new window International Journal of Research & Method in Education, pp.1-21.
I have led tutorials/labs for the following modules:
ST220 Introduction to Mathematical Statistics, ST221 Linear Statistical Modelling, ST104 Statistical Laboratory.
I contributed to the R package changepoints.
It has been a pleasure to attend the following:
NeurIPS 2022 (with Scholar award), ICORS 2022, IMS Annual Meeting 2022, ISNPS 2022, Structural Breaks and Shape Constraints workshop 2022, NeurIPS 2021, StatScale workshop 2021
I have reviewed for Biometrika and Journal of the American Statistical Association.