Dr. Junyi Zhang

Research Assistant Professor

The Hong Kong Polytechnic University

Contact details: TU814, Department of Applied Mathematics, The Hong Kong Polytechnic University, Hong Kong

Email: JunyZhang (polyu.edu.hk)

Previous Academic Email

J.Zhang100 (lse.ac.uk)


PhD London School of Economics, supervised by Prof Angelos Dassios and Prof Beatrice Acciaio

MSc The University of Edinburgh, supervised by Dr Sotirios Sabanis

BSc Shandong University

Research interests: Bayesian nonparametric statistics, Bayesian machine learning, completely random measures.



Zhang, J., & Dassios, A. (2024). Posterior Sampling From Truncated Ferguson-Klass Representation of Normalised Completely Random Measure Mixtures. Bayesian Analysis, 1(1), 1-31. Link

Zhang, J., & Dassios, A. (2023). Truncated two‐parameter Poisson–Dirichlet approximation for Pitman–Yor process hierarchical models. Scandinavian Journal of Statistics. Link

Zhang, J., & Dassios, A. (2023). Truncated Poisson–Dirichlet approximation for Dirichlet process hierarchical models. Statistics and Computing, 33(1), 30. Link

Dassios, A., & Zhang, J. (2023). Exact simulation of Poisson-Dirichlet distribution and generalised gamma process. Methodology and Computing in Applied Probability, 25(2), 64. Link

Dassios, A., & Zhang, J. (2022). First hitting time of Brownian motion on simple graph with skew semiaxes. Methodology and Computing in Applied Probability, 1-27. Link

Dassios, A., & Zhang, J. (2021). Exact simulation of two-parameter Poisson-Dirichlet random variables. Electronic Journal of Probability, 26. Link

Dassios, A., & Zhang, J. (2020). Parisian time of reflected Brownian motion with drift on rays and its application in banking. Risks, 8(4), 127. Link


Interpretable Inference via Principled BNP Approaches in Biomedical Research and Beyond, Singapore 2024

The 7th International Conference on Econometrics and Statistics, Beijing 2024

International Society for Bayesian Analysis World Meeting, Venice 2024

4th Italian Meeting on Probability and Mathematical Statistics, Rome 2024

Summer School on Bayesian filtering: fundamental theory and numerical methods, Edinburgh 2024

Bayesian Nonparametrics Networking Workshop, Melbourne 2023

10th International Congress on Industrial and Applied Mathematics, Tokyo 2023

Approximation Methods in Bayesian Analysis, Marseille 2023

SDEs/SPDEs: Theory, Numerics and their interplay with Data Science, Crete 2019

11th European Summer School in Financial Mathematics, Paris 2018

17th Winter school on Mathematical Finance, Lunteren 2018


The Hong Kong Polytechnic University Lectures:

AMA1120 Calculus and Linear Algebra

AMA4951 Capstone Project

AMA541 Simulation and Risk Analysis

LSE Tutorials:

ST102 Elementary Statistical Theory. Lecturer: Dr. James Abdey

ME117 Further Statistics for Economics and Econometrics. Lecturer: Dr. James Abdey

ME302 Introduction to Financial Mathematics. Lecturer: Prof. Johannes Ruf and Prof. Mihail Zervos 

[Last modified: April 2024 by Junyi Zhang]