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Percy S. Zhai

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I am a Ph.D. candidate in Econometrics and Statistics at the University of Chicago Booth School of Business. I received an M.S. in Statistics from the University of Chicago and a B.S. in Physics from the Special Class for the Gifted Young at the University of Science and Technology of China.

Research Interests

  • Time series: long-range dependence, simultaneous inference for covariance and precision matrices

  • Bayesian inference: Horseshoe priors, minimax predictive inference

  • Graphical models: high-dimensional Gaussian graphical model testing, functional graphical models

  • Simulation-based inference: generative amortized posterior samplers, conditional flow matching, summary statistics

Academic Service

  • Reviewer for The Annals of Statistics (3 papers)

  • Reviewer for Journal of the American Statistical Association, Theory and Methods (1 paper)

  • Reviewer for Journal of the Royal Statistical Society, Series B (1 paper)

  • Reviewer for major AI conferences (NeurIPS, ICML, ICLR, AISTATS, UAI)

Teaching

  • Statistics (Executive MBA, London and Hong Kong), 2023, TA
    Outstanding Teaching Assistant Award (May 2024), received from two Chicago Booth Executive MBA cohorts, AXP-23 (Hong Kong) and EXP-29 (London). Each graduating Executive MBA cohort votes to select a single Outstanding Teaching Assistant.

  • Contemporary Bayesian Inference (Ph.D.), 2026, TA

  • Business Statistics (MBA), 2022–2026, TA

  • Bayes, AI, and Deep Learning (MBA), 2022–2024 and 2026, TA

  • Data Intelligence (MBA), 2025, TA

  • Big Data (MBA), 2025, TA

  • Statistical Insight into Entrepreneurial Quantitative Consulting (MBA), 2023–2024, TA

  • Statistical Insight into Marketing, Consulting, and Entrepreneurship (MBA), 2021–2022, TA

  • Machine Learning (MBA), 2021, TA

Contact

  • Email: percysjzhai at uchicago dot edu

  • Address: The University of Chicago Booth School of Business, 5807 S Woodlawn Avenue, Chicago, IL 60637

Outside Research

My Flighty flight map 

Outside research, I enjoy civil aviation and global traveling. The map shows the flights I have logged with Flighty. I post about flying on Instagram at @flyingstatistician. I also write a Chinese-language blog about flying on WeChat, under the Official Account 飞行的统计学家 (Flying Statistician). A representative post, Introduction to Flight Booking: How to Fly First and Business Class at a Low Cost, has over 20,000 reads.