Education

2013.09-2018.06，Ph.D. in Economics, majoring in Statistics, School of Statistics, Renmin University of China

2009.09-2013.06，Bachelor of Science in Mathematics and Applied Mathematics, School of Information, Renmin University of China

Work Experience 

2023.08-prensent, School of Statistics, Renmin University of China, Associate Professor

2020.09-2023.08, School of Statistics, Renmin University of China, Assistant Professor

2019.08-2020.07, Department of Biostatistics, University of Michigan, Postdoctoral Fellow

2018.08-2019.07, Department of Biostatistics and Bioinformatics, Emory University, Postdoctoral Fellow

Visiting Scholar Experience

2017.09-2018.07, Department of Biostatistics and Bioinformatics, Emory University, Visiting Scholar

Research Interests

Bayesian Statistics, Independent Component Analysis, Neuroimaging Data Analysis, High-frequency Financial Data Analysis

Honors and Awards

1. Outstanding Advisor Award for Excellent Undergraduate Thesis of Beijing Universities (First Recipient), Beijing Municipal Education Commission, 2023

Funding

1. Principal Investigator, Youth Program, National Natural Science Foundation of China (NSFC), “Bayesian Independent Component Analysis Model and its Applications in Neuroimaging (In Chinese)”, Project No. 12201628, 2023-2025

2. Principal Investigator, New Faculty Start-up Grant, Renmin University of China, “Modeling High-Dimensional Mixed-Frequency Financial Time Series (In Chinese)”, Project No. 21XNLG08, 2021–2023

3. Participant, General Program, National Natural Science Foundation of China (NSFC), “Network Data Modeling and Application of Financial Information Service for Small, Medium and Micro Enterprises (In Chinese)”, Project No. 72271232, 2023–2026

Educational Reform Grants

1. Principal Investigator, Undergraduate Teaching Reform Project, Renmin University of China, “Teaching Reform in Statistics Based on Large Language Models: Promoting Self-Directed Learning and Classroom Interaction (In Chinese)”, Project No. JYXM2024041, 2024–2025

Publications

1. Gao W, Wu B*, Zhang B* (2024) High-frequency volatility estimation and forecasting with a novel Bayesian LGI model. Electronic Journal of Statistics. 18(2):3497-3534.

2. Wu B, Guo Y, Kang J* (2024) Bayesian spatial blind source separation via the thresholded Gaussian process. Journal of the American Statistical Association (T&M). 119(545):422-433.

3. Liang W, Wu B*, Zhang B* (2024) Modeling volatility for high-frequency data with rounding error: a nonparametric Bayesian approach. Statistics and Computing. 34(1):23.

4. Liang W, Wu B, Fan X, Jing B, Zhang B* (2023) High-dimensional volatility matrix estimation with cross-sectional dependent and heavy-tailed microstructural noise. Journal of Systems Science and Complexity. 36(5):2125-2154.

5. Zhao Y* , Wu B, Kang J (2023) Bayesian interaction selection model for multi-modal neuroimaging data analysis. Biometrics. 79(2):655-668.

6. Wu B, Pal S, Kang J, Guo Y* (2022) Distributional independent component analysis for diverse neuroimaging modalities (with discussion). Biometrics. 78(3):1092-1105.

7. Wu B, Pal S, Kang J, Guo Y* (2022) Rejoinder to Discussions of "Distributional independent component analysis for diverse neuroimaging modalities." Biometrics. 78(3):1122-1126.

8. Chen H, Liu Z, Hu X, Wu B*, Gu Y* (2021) Comparison of mandibular cross-sectional morphology between Class I and Class II subjects with different vertical patterns: based on CBCT images and statistical shape analysis. BMC oral health, 21(1):1-16.

9. Wu B, Kang J (2021) Discussion of "Statistical disease mapping for heterogeneous neuroimaging studies." Canadian Journal of Statistics. 49(1):35-38.

10. Zhou Z, Wu B*, Gu Y* (2024) Developing a cervical vertebral staging model using convolutional neural network deep learning (In Chinese). Chinese Journal of Orthodontics, 4:181–187.

11. Gao W, Wu B, Zhang B (2023) Nonstationary time series prediction and structural break points diagnosis for inflation: a case study of China, USA and other countries (In Chinese). China Journal of Econometrics, 1:108–127.

12. Gao W, Wu B*, Zhang B* (2022) High-dimensional volatility matrix estimation with high-frequency financial data: The GARCH-Ito grouped factor model (In Chinese). Science China: Mathematics, 11:1333–1360.

13. Wu B, Zhang B, Zhao L (2019) Modeling volatility of irregular spaced time series: Union of high-frequency and low-frequency data (In Chinese). Systems Engineering—Theory & Practice, 1:36–48.

14. Wu B, Zhang B (2017) Trading data, jump detection, and estimation of integrated volatility (In Chinese). Statistical Research, 8:109–119.

15. Wu B, Zhang B (2015) Branching ratio estimation for the Hawkes process: An improved nonparametric method (In Chinese). Statistical Research, 3:92–99.

Software

1. BSPBSS, First Inventor, 2022, https://CRAN.R-project.org/package=BSPBSS

2. DICA, First Inventor, 2021, https://github.com/benwu233/DICA

Teaching

1. Undergraduate Courses: Data Science Practice, Statistics

2. Graduate Courses: Advanced Stochastic Processes, Advanced Statistical Computing