Chung Eun Lee

Assc Professor

Zicklin School of Business

Department: Paul Chook Dept InfoSys & Stat

Areas of expertise:

Email Address: chungeun.lee@baruch.cuny.edu

> View CV

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

SemesterCourse PrefixCourse NumberCourse Name
Fall 2023STA9750Basic Software Tools
Fall 2023OPR9750Softwr Tools Data An
Fall 2023STA9750Basic Software Tools
Fall 2023OPR9750Softwr Tools Data An
Spring 2023STA9750Basic Software Tools
Spring 2023OPR9750Softwr Tools Data An
Spring 2023STA9719Fndtns Stat Inferenc
Spring 2022STA9750Basic Software Tools
Spring 2022STA3000Statistical Computing
Spring 2022OPR9750Softwr Tools Data An
Fall 2021STA9750Basic Software Tools
Fall 2021OPR9750Softwr Tools Data An

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, December 21). Dimension Reduction for Tensor Response Regression Models. CMStatistics. Germany

Lee, C. (2024, August 21). Dimension Reduction for Tensor Response Regression Models. Texas A&M University. Texas: Texas A&M University.

Lee, C. (2024, August 21). Dimension Reduction for Tensor Response Regression Models. EcoSta. Japan

Lee, C. (2024, March 21). 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, August 21). Quantile Martingale Difference Divergence for Dimension Reduction. New Researcher Conference. Fairfax, VA

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

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

TitleFunding Agency SponsorStart DateEnd DateAwarded DateTotal FundingStatus
New York City Taxi Transportation Analysis: Predictive Modeling for Tensor Time Series DataEugene Lang Fellowship06/01/202306/30/202404/28/20238620Funded - In Progress
Block Conditional Mean Component Analysis of Multivariate Time SeriesPSC-CUNY 5407/01/202306/30/202404/18/20233500Funded - In Progress

College

Committee NamePosition RoleStart DateEnd Date
STA 9750, STA 3000 RevisionCommittee MemberPresent
Online Course Development for STA 9750Committee MemberPresent
Time Series Workshop at Pitney Bowes Data ChallengeSpeaker9/13/2024
Statistics Tenure-Track Faculty Search CommitteeCommittee Member2/29/2024
Statistics Tenure-Track Faculty Search CommitteeCommittee Member3/31/2023
Undergraduate Majors/Minors FairFaculty 11/3/2022
Graduate CurriculumCommittee Member6/30/2022

Professional

OrganizationPosition RoleOrganization StateOrganization CountryStart DateEnd DateAudience
Journal of the Korean Statistical SocietyReviewer, Journal Article1/1/2021Present
Institute of Electrical and Electronics EngineersReviewer, Journal Article1/1/2020Present
Statistica SinicaReviewer, Journal Article1/1/2020Present
Computational Statistics & Data AnalysisReviewer, Journal Article11/21/2023PresentInternational
TEST (Journal of the Spanish Society of Statistics and Operations Research)Reviewer, Journal Article1/1/2018Present
Journal of Multivariate AnalysisReviewer, Journal Article1/1/2017Present
Journal of Nonparametric StatisticsReviewer, Journal Article1/1/2018Present