Lujia Bai

Dr. Lujia Bai is a Researcher in the Department of Mathematics at Ruhr University Bochum, affiliated with Holger Dette's research group. She holds a PhD from Tsinghua University (2024) and a B.Sc. from Shanghai University of Finance and Economics (2020). Her research focuses on non-stationary time series, time-varying networks, and functional time series analysis, with expertise in long-range dependence and complex data structures.

Education:

• Ph.D., Statistics and Data Science, Tsinghua University (2024)
• B.Sc., Statistics and Management, Shanghai University of Finance and Economics (2020)

Research Interests:

• Non-stationary time series analysis
• Time-varying correlation networks
• Functional time series modeling
• Long-range dependence detection

Key Awards:

• 2025 Danish Data Science Academy Visit Grant
• 2024 Young Researcher Scholarship (Bernoulli-IMS World Congress)
• 2024 ICSA Junior Researcher Award

Teaching Experience:

• Mathematical Foundations of Data Science (Ruhr University Bochum, 2024)
• Elementary Probability Theory (Tsinghua University, 2020)
• Financial Statistics (Tsinghua University, 2021–2024)

Academic Contributions:

• Project leader in TRR391 (German Collaborative Research Center)
• Peer reviewer for journals like Stat, Journal of the Royal Statistical Society Series B, and NeurIPS