Research themes
- Change point analysis
- High-dimensional statistics
- Robust statistics
- Differential privacy
Research activity
Mengchu's research so far has been at the intersection of three areas: change point analysis, robust statistics and differential privacy, and he has mainly focused on developing statistical theories and methodologies. Mengchu studies problems under the minimax framework, which involves deriving information-theoretic lower bounds to understand the fundamental difficulty of the problems and developing specific algorithms that attain minimax optimality. In particular, his research unveils the fundamental costs of data contamination and privacy constraints in a variety of statistical problems, with a special focus on change point analysis.