


 
Seminars

[ALL]
[2023]
[2022]
[2021]
[2020]
[2019]
[2018]
[2017]
[2016]
[2015]
# Refreshments will be served 15 minutes before the seminar.
* Refreshments will be served 30 minutes before the seminar.
Date/Time 
Venue 
Title 
Speaker 
2023 
DEC 5, 10:30 a.m. 
RR301 
Qwen: Towards a generalist model 
Mr. Junyang LIN 
NOV 29, 2:30 p.m. 
RR301 
Semiparametric posterior corrections 
Dr. Andrew YIU 
NOV 8, 2:30 p.m. 
RR301 
Seminar presented by the Royal Statistical Society Professional accreditation: What does it mean for you? 
Ricky McGowan & Professor Rachel Hilliam 
OCT 26, 4:30 p.m. 
KK202 
Joint Seminar Organised by HKU Business School and Department of Statistics & Actuarial Science Structural Deep Learning in Financial Asset Pricing 
Professor Jianqing FAN 
OCT 25, 10:30 a.m. 
RR301 
Foundation models in medicine, generalist vs specialist 
Dr. Shaoting ZHANG 
OCT 11, 2:30 p.m. 
RR101 
RankSEG: A consistent rankingbased framework for segmentation 
Dr. Ben DAI 
OCT 10, 3:30 p.m. 
RR301 
Distributional model uncertainty with loss functions 
Dr. Fangda LIU 
SEP 14, 2:00 p.m. 
RR301 
Pushing the boundaries of photorealistic 3D reconstruction 
Mr. Stanislaw Szymanowicz 
SEP 5, 10:00 a.m. 
RR301 
Statistics research in the data science ERA 
Prof. Xuming HE 
AUG 29, 10:30 a.m. 
RR301 
Functionals, neural nets, and beyond: on multimodal graph learning and implicit neural representations 
Dr. Angelica Aviles Rivero 
AUG 28, 2:30 p.m. 
RR301 
Vision foundation model and its application on autonomous driving 
Prof. Li ZHANG 
AUG 18, 2:00 p.m. 
RR301 
The distribution of Ridgeless least squares interpolators 
Dr. Qiyang HAN 
AUG 16, 3:00 p.m. 
RR301 
Risk functionals with convex level sets 
Dr. Yunran WEI 
JUL 26, 10:30 a.m. 
RR301 
Tail meanvariance portfolio selection with estimation risk 
Dr. Pengyu WEI 
JUL 24, 4:45 p.m. 
RR301 
Treeregularized bayesian latent class analysis: Improving weakly separated dietary pattern subtyping in smallsized subpopulations 
Dr. Zhenke WU 
JUN 30, 10:30 a.m. 
RR301 
Finite time analysis of vector autoregressive models under linear restrictions 
Dr. Yao ZHENG 
JUN 28, 2:00 p.m. 
RR301 
[RESCHEDULED] Lessons from the COVID19 on pandemic preparedness & response in Hong Kong 
Dr. Kathy LEUNG 
JUN 19 & 21, 11:00 a.m. 
RR301 
Short Course on Decentralized risksharing rules: Definitions, properties and axiomatic characterizations 
Prof. Jan DHAENE 
JUN 16, 4:00 p.m. 
RR301 
Joint Seminar by Dept of Statistics & Actuarial Sci, Faculty of Sci &
Area of Innovation & Information Management, Faculty of Business & Economic Doubly highdimensional contextual bandits:
An interpretable model with applications to assortment/ pricing 
Prof. Linda ZHAO 
JUN 14, 11:00 a.m. 
RR301 
Can a regulatory risk measure induce profitmaximizing risk capital allocations? The case of conditional tail expectation 
Dr. Jianxi SU 
MAY 31, 11:00 a.m. 
RR301 
A study on asset price bubble dynamics: Explosive trend or quadratic variation? 
Dr. Simon KWOK 
MAY 18, 2:30 p.m. 
RR301 
Reinsurance games with two reinsurers 
Dr. Bin ZOU 
MAY 15, 3:00 p.m. 
RR301 
Optimal statistical estimation under nonstatistical constraints 
Prof. T. Tony CAI 
MAY 15, 11:00 a.m. 
RR301 
Computational nonlinear filtering: A deep learning approach 
Prof. G. George YIN 
MAY 3, 10:30 a.m. 
RR101 
Robust mendelian randomization with a binary outcome 
Dr. Zhonghua LIU 
APR 26, 10:00 a.m. 
via Zoom 
Clinical natural language processing & deep learning in assisting medical image analysis 
Dr. Yifan PENG 
APR 19, 4:30 p.m. 
KK315 
Joint Seminar by Dept of Statistics & Actuarial Sci, Faculty of Sci &
Area of Innovation & Information Management, Faculty of Business & Economic The outperformance of MMVaR in riskreturn tradeoff and portfolio selection with comparisons to other risk measures 
Prof. Zhengjun ZHANG 
MAR 29, 2:30 p.m. 
RR301 
The synthetic instrument 
Dr. Linbo WANG 
MAR 28, 4:30 p.m. 
KK202 
Joint Seminar by Dept of Statistics & Actuarial Sci, Faculty of Sci &
Area of Innovation & Information Management, Faculty of Business & Economic Superquantile or expected shortfall? 
Prof. Xuming HE 
MAR 27, 10:30 a.m. 
RR301 
Sparse covariance function estimation
in high dimensions 
Dr. Xinghao QIAO 
MAR 23, 10:30 a.m. 
RR301 
[UPDATED] Kronecker product approximation for
matrix approximation, denoising & completion 
Prof. Rong CHEN 
FEB 22, 2:30 p.m. 
RR301 
Learning dynamic 3D objects in the wild 
Dr. Shangzhe WU 
FEB 3, 2:30 p.m. 
RR301 
Cyber attack estimation with spatial clustering analysis 
Prof. Zhuo JIN 
FEB 3, 10:30 a.m. 
RR301 
Robust and efficient estimation under nonignorable missing response 
Prof. Yanyuan MA 
JAN 18, 2:30 p.m. 
RR301 
Optimal insurance of multiple policyholders with application to flood risk 
Dr. Alfred CHONG 
JAN 11, 2:30 p.m. 
RR301 
Bivariate Laguerre series approach to insurance risk models: Joint ruin probability & finitetime ruin probability 
Dr. Eric C.K. CHEUNG 
JAN 3, 2:30 p.m. 
RR301 
A novel approach to rating transition modelling via machine learning & SDEs on lie groups 
Ms. Michelle MUNIZ 
2022 
DEC 30, 10:00 a.m. 
RR301 
Love & Sex in the time of Robots: The ethical impact of AI robots on human relationships 
Mr. Allister LEE 
DEC 21, 2:30 p.m. 
RR301 
A class of nonelliptical probability distributions & its applications in stochastic loss reserving 
Dr. Boris CHOY 
DEC 8, 2:00 p.m. 
RR301 
Geometric deep learning – Examples on brain surfaces 
Prof. Hervé LOMBAERT 
DEC 5, 4:00 p.m. 
via Zoom 
Martingale posterior distributions 
Dr. Edwin FONG 
NOV 30, 3:30 p.m. 
RR301 
Semiparametric efficient Gestimation with invalid instrumental variables 
Dr. Zhonghua LIU 
NOV 16, 2:00 p.m. 
RR301 
A consistent & robust test for autocorrelated jump occurrences 
Dr. Simon KWOK 
NOV 2, 9:00 a.m. 
via Zoom 
Random matrix theory aids statistical inference in high dimensions 
Prof. Alexander AUE 
OCT 11, 9:00 a.m. 
via Zoom 
Clinical trials for AI and AI for clinical trials 
Dr. James ZOU 
OCT 5, 2:00 p.m. 
RR301 
Towards largescale continual learning 
Dr. Jiajun SHEN 
AUG 10, 9:00 a.m. 
via Zoom 
Summary statistics knockoff inference empowers identification of putative causal variants in genomewide association studies 
Dr. Zihuai HE 
AUG 8, 10:00 a.m. 
RR301 
Reinforcement Learning in possibly nonstationary environment 
Dr. Chengchun SHI 
JUL 15, 4:00 p.m. 
via Zoom 
Sparse models for sparse networks 
Professor Chenlei LENG 
JUL 7, 4:00 p.m. 
via Zoom 
Multiple conditional randomization tests 
Dr. Qingyuan ZHAO 
MAY 18, 1:00 p.m. 
via Zoom 
Waning immunity of the BNT162b2 vaccine and the Israeli decision on a booster campaign 
Prof. Yair GOLDBERG 
MAY 11, 10:00 a.m. 
via Zoom 
No star is good news: A unified look at rerandomization based on pvalues from covariate balance tests 
Dr. ZHAO Anqi 
APR 20, 10:00 a.m. 
via Zoom 
A powerrobust test for global hypotheses in
generalized linear models 
Prof. Yaowu LIU 
APR 13, 9:30 a.m. 
via Zoom 
Interpreting pvalues & confidence intervals using wellcalibrated null preference priors 
Dr. Michael Patrick FAY 
JAN 26, 4:30 p.m. 
via Zoom 
Statistics meets machine learning
in biomedical image analysis 
Prof. Lena MAIERHEIN 
JAN 19, 2:30 p.m. 
RR301 
[For SAAS members only] The Blockchain. A discussion of mechanics, use cases, & opportunities for data analysis 
Dr. Noah SILVERMAN 
2021 
DEC 15, 10:30 a.m. 
RR301 
Fallacies of selection: Challenges in postselection inference 
Prof. Ian McKeague 
DEC 10, 2:30 p.m. 
RR301 
Generative neural networks as
dependent quasirandom number generators 
Dr. Marius HOFERT 
NOV 3, 2:00 p.m. 
RR301 
[For SAAS members only] The wild world of cryptocurrency.
A conceptual overview, discussion of technology, & ideas for future research 
Dr. Noah SILVERMAN 
OCT 20, 2:30 p.m. 
via Zoom 
Learning overparametrized neural networks & statistical models 
Dr. Pengkun YANG 
JUL 07, 2:30 p.m. 
via Zoom 
Multiple conditional randomization tests 
Mr. Yao ZHANG 
JUL 06, 3:30 p.m. 
via Zoom 
Learning and using causal representations 
Professor Kun ZHANG 
JUN 09, 2:30 p.m. 
via Zoom 
Statistical inference in reinforcement learning 
Dr. Chengchun SHI 
JUN 01, 2:30 p.m. 
via Zoom 
Big Data in Astronomy 
Dr. Saz PARKINSON 
MAY 26, 4:00 p.m. 
via Zoom 
Computational foundations of morphogenomics 
Dr. Bianca DUMITRASCU 
MAY 12, 10:00 a.m. 
via Zoom 
Optimal Bayesian estimation of Gaussian mixtures with growing number of components 
Prof. Lizhen LIN 
MAY 5, 10:00 a.m. 
via Zoom 
Instrumental variable approaches to individualized treatment regimes under a counterfactual world 
Dr. Yifan CUI 
APR 14, 10:00 a.m. 
via Zoom 
Randomization inference beyond the sharp null: Bounded null hypotheses & quantiles of individual treatment effects 
Dr. Xinran LI 
APR 7, 10:00 a.m. 
via Zoom 
Doubly Debiased Lasso: Highdimensional inference under hidden confounding 
Dr. Zijian GUO 
MAR 31, 10:00 a.m. 
via Zoom 
Detecting multiple replicating signals using adaptive filtering procedures 
Dr. Jingshu WANG 
MAR 25, 10:00 a.m. 
via Zoom 
Debiased inversevariance weighted estimator in twosample summarydata mendelian randomization 
Dr. Ting YE 
MAR 24, 11:00 a.m. 
via Zoom 
Multiply robust estimation of causal effects under principal ignorability 
Dr. Peng DING 
MAR 24, 10:00 a.m. 
via Zoom 
On proximal causal inference with synthetic controls 
Dr. Xu SHI 
MAR 17, 9:30 a.m. 
via Zoom 
Efficient integration of EHR and other healthcare datasets 
Dr. Rui DUAN 
MAR 12, 10:00 a.m. 
via Zoom 
Consistent sparse deep learning: Theory and computation 
Professor Faming LIANG 
MAR 10, 2:30 p.m. 
via Zoom 
Robust estimation of highdimensional vector autoregressive models 
Dr. Di WANG 
2019 
DEC 18, 2:30 p.m.# 
RR301 
[CANCELLED] A mixedmodel approach for powerful testing of genetic associations with cancer risk incorporating tumor characteristics 
Dr. Haoyu ZHANG 
DEC 18, 11:30 a.m.# 
RR301 
[For HKU members only] Singleindex thresholding in quantile regression 
Dr. Yingying ZHANG 
DEC 16, 2:30 p.m.# 
RR301 
[For HKU members only] Challenges in analyzing twosided market & its application on ridesourcing platform 
Dr. Hongtu ZHU 
NOV 29, 2:00 p.m.# 
RR301 
[CANCELLED] Deep learning for largescale computational pathology 
Dr. Hao CHEN 
NOV 27, 2:30 p.m.# 
RR301 
[CANCELLED] Bayesian analysis — A powerful tool for datadriven market analysis 
Professor Duncan K.H. FONG 
NOV 13, 2:30 p.m.# 
RR301 
[CANCELLED] The fundamental theorem of quantitative risk management 
Professor Paul EMBRECHTS 
NOV 5, 11:00 a.m.# 
RR301 
A mixture of experts regression model for ratemaking & reserving in general insurance 
Professor X. Sheldon LIN 
OCT 8, 4:30 p.m.# 
RR301 
Interval data: Modeling and visualization 
Professor Dennis K.J. LIN 
OCT 2, 2:30 p.m.# 
RR301 
Stability selection with information criteria 
Dr. Zhen PANG 
SEP 25, 2:30 p.m.# 
RR301 
Short and longterm hazard ratio modelling in survival analysis 
Professor Anthony Y.C. KUK 
SEP 9, 2:00 p.m.# 
RR301 
Fused lasso in graph estimation problems 
Professor Oscar MADRIDPADILLA 
AUG 29, 11:00 a.m.# 
RR301 
The uniform asymptotics for the tail of poisson shot noise process with dependent & heavytailed shocks 
Dr. Kaiyong WANG 
AUG 26, 11:00 a.m.# 
RR301 
Homogeneity pursuit of coefficients in highdimensional regression models with clustered failure time data 
Dr. Xifen HUANG 
AUG 23, 11:00 a.m.# 
RR301 
Identification of the number of factors for factor modeling in high dimensional time series 
Dr. Qinwen WANG 
AUG 22, 11:00 a.m.# 
RR301 
Classifying nextgeneration sequencing data using a zeroinflated poisson model 
Dr. Yan ZHOU 
AUG 19, 11:00 a.m.# 
RR301 
On eigenvalues of a highdimensional spatialsign covariance matrix 
Dr. Weiming LI 
AUG 16, 11:00 a.m.# 
RR301 
Random weighting on multivariate portmanteau tests for vector autoregressive models with uncorrelated but nonindependent errors 
Dr. Muyi LI 
AUG 15, 11:00 a.m.# 
RR301 
Designs for orderofaddition experiments 
Dr. Yuna ZHAO 
AUG 14, 11:00 a.m.# 
RR301 
Openloop and closedloop solvabilities for stochastic linear quadratic optimal control problems of markovian regimeswitching system 
Dr. Xin ZHANG 
AUG 12, 2:30 p.m.# 
RR301 
Causal inference & stable learning 
Dr. Kun KUANG 
AUG 9, 4:00 p.m.# 
RR301 
Universally marketable insurance in a multivariate mixture market 
Dr. Ambrose LO 
AUG 8, 2:30 p.m.# 
RR301 
Holistic aggregation & allocation principle 
Dr. Wing Fung CHONG 
JUL 29, 2:30 p.m.# 
RR301 
Reproducible learning in largescale graphical models 
Dr. Zemin ZHENG 
JUL 25, 11:00 a.m.# 
RR301 
Quantile double autoregression 
Dr. Qianqian ZHU 
JUL 24, 11:00 a.m.# 
RR301 
On the efficiency of Logistic Regression Estimators in estimating the casual effect 
Dr. Jinzhu JIA 
JUL 23, 11:00 a.m.# 
RR301 
Covariateadjusted superpopulation model inference for nonprobability samples 
Dr. Zhan LIU 
JUL 19, 11:00 a.m.# 
RR301 
Part I  Using digital resources to enhance students’ learning at UNSW
Part II  Optimal relativities in a modified bonusmalus system with long memory transition rules & frequencyseverity dependence 
Dr. Eric C.K. CHEUNG 
JUL 18, 2:30 p.m.# 
RR301 
Optimal insurance strategies: A hybrid deep learning Markov chain approximation approach 
Dr. Zhuo JIN 
JUL 15, 10:00 a.m.# 
RR301 
Identification, estimation, & semiparametric efficiency of nonignorable missing data 
Dr. WANG Miao 
JUL 9, 2:30 p.m.# 
RR301 
A new martingale limit theorem with applications 
Prof. Qiying WANG 
JUL 9, 11:00 a.m.# 
RR301 
Big data, Google, & infectious disease prediction: A statistical perspective 
Dr. Shihao YANG 
JUN 28, 4:00 p.m.# 
RR301 
A general framework for quantile estimation with incomplete data 
Dr. Linglong KONG 
JUN 18, 2:30 p.m.# 
RR301 
Treatment effects assessment in multiregional clinical trials (MRCTs) using Bayesian methods 
Professor Robert MAKUCH 
JUN 13, 2:00 p.m.# 
RR301 
Approximate inference using simplification of gaussian mixture models 
Dr. Lei YU 
JUN 5, 2:30 p.m.# 
RR301 
Median confidence regions 
Professor Edsel A. PENA 
MAY 6, 11:00 a.m.# 
RR301 
Highdimensional statistical inferences with overidentification 
Professor Chengyong TANG 
APR 10, 11:00 a.m.# 
RR301 
Bilateral risk sharing with heterogeneous beliefs & exposure constraints 
Dr. Mario GHOSSOUB 
MAR 22, 2:30 p.m.# 
RR301 
Bayesian population finding with biomarkers in a randomized clinical trial 
Professor Satoshi MORITA 
MAR 19, 10:30 a.m.# 
RR301 
Statistical inference for heteroscedastic time series 
Professor Lajos HORVÁTH 
MAR 13, 2:30 p.m.# 
RR301 
Shapeconstrained inference: monotonicity of densities 
Dr. Phillip YAM 
MAR 7, 2:30 p.m.# 
RR301 
Low rank tensor methods in high dimensional data analysis 
Professor Ming YUAN 
MAR 1, 10:30 a.m.# 
RR301 
Spline smoothing with large data 
Professor Yuedong WANG 
FEB 27, 10:30 a.m.# 
RR301 
Eigen portfolio selection: a robust approach to sharpe ratio maximization 
Dr. Chengguo WENG 
FEB 25, 11:00 a.m.# 
RR301 
Are there any community structures in a hypergraph? 
Professor Yang FENG 
JAN 30, 11:15 a.m.# 
RR301 
Estimation of complex effectsize distributions using summarylevel statistics from GWAS 
Dr. Dora Yan ZHANG 
JAN 30, 9:30 a.m.# 
RR301 
Binary classification under different risk paradigms 
Dr. Lucy Lu XIA 
JAN 29, 2:30 p.m.# 
RR301 
Nonstandard problems in statistical inference: Bartlett identity, boundary, identifiability issues 
Dr. Yong CHEN 
JAN 24, 11:00 a.m.# 
RR301 
Total variation regularized Fréchet regression & its application to changepoint modeling for metricspace valued data 
Dr. Zhenhua LIN 
JAN 24, 9:30 a.m.# 
RR301 
General graphical model via projected distance covariance 
Dr. Lucy Lu XIA 
JAN 10, 11:00 a.m.# 
RR301 
Statistical learning with highdimensional structurally dependent data 
Professor Tapabrata MAITI 
JAN 7, 11:15 a.m.# 
RR301 
Optimal dynamic reinsurance policies under MeanCVaR  A generalized Denneberg’s absolute deviation principle 
Dr. Pengyu WEI 
JAN 7, 9:30 a.m.# 
RR301 
A temporal approach to ruin problems in Levy insurance risk model 
Mr. Jeff T.Y. WONG 
JAN 3, 2:30 p.m.# 
RR301 
A joint modeling approach for baseline matrixvalued imaging data & treatment outcome 
Dr. Bei JIANG 
JAN 2, 2:30 p.m.# 
RR301 
A hierarchical model of nonhomogeneous Poisson processes for Twitter retweets 
Dr. Clement LEE 
2018 
DEC 28, 11:00 a.m.# 
RR301 
Beyond the actuaryinthebox 
Professor Mario WÜTHRICH 
DEC 13, 11:00 a.m.# 
RR301 
On estimation of general index model for survival data 
Professor Yanyuan MA 
NOV 29, 11:00 a.m.# 
RR301 
Myth of regression analysis 
Professor L.J. WEI 
NOV 28, 2:30 p.m.# 
RR301 
Jackknife approach to the estimation of mutual information 
Professor Howell TONG 
OCT 31, 2:30 p.m.# 
RR301 
Semiparametric generalized linear models for timeseries data 
Dr. Thomas FUNG 
OCT 31, 11:00 a.m.# 
RR301 
Deep learning in biology 
Professor S. Joshua Swamidass 
OCT 24, 2:30 p.m.# 
RR301 
On randomized reinsurance contracts 
Professor Hansjörg ALBRECHER 
OCT 11, 3:30 p.m.# 
RR301 
Modelling dispersed count with meanparametrized ConwayMaxwellPoisson (MPCMP) 
Dr. Thomas FUNG 
OCT 4, 2:30 p.m.# 
RR301 
From language understanding to language generation & beyond 
Dr. Xiaodong HE 
SEP 19, 2:30 p.m.# 
RR301 
AI powered FINTECH at WeBank 
Dr. Vincent W. ZHENG 
AUG 10, 11:00 a.m.# 
RR301 
Reducedrank spectral classification with highdimensional timeseries data 
Professor KungSik CHAN 
AUG 1, 10:30 a.m.# 
RR301 
Online bootstrap for averaged implicit SGD estimators 
Professor Yixin FANG 
JUL 27, 3:30 p.m.# 
RR301 
Dealing with nonignorable missing data 
Professor Donald B. RUBIN 
JUL 23, 11:00 a.m.# 
RR301 
Martingale difference divergence and its applications to contemporary statistics 
Professor Xiaofeng SHAO 
JUN 22, 11:00 a.m.# 
RR301 
Estimation of semiparametric copula models under missing data 
Dr. Kaiji MOTEGI 
JUN 21, 12:30 a.m.# 
RR301 
Nonlinear principal component analysis & its applications 
Professor Yuichi MORI 
JUN 20, 2:30 p.m.# 
RR301 
A deep learning perspective of recursive partitioning based methods 
Professor Heping ZHANG 
MAY 30, 2:30 p.m.# 
RR301 
The GUIDE approach to missing data 
Professor WeiYin LOH 
MAY 21, 5:00 p.m.# 
RR301 
Financial applications of machine learning at Man AHL 
Dr. Anthony LEDFORD 
MAY 10, 2:00 p.m.# 
RR301 
Bandits defending borders 
Professor David LESLIE 
MAY 8, 11:00 a.m.# 
RR301 
Joint Seminar by Big Data Research Cluster, Department of Physics and Department of Statistics & Actuarial Science Big Data & Artificial Intelligence applications around us 
Professor WaiMo SUEN 
MAR 8, 5:30 p.m.# 
RR301 
Alternative asymptotics for cointegration tests in large VARs 
Dr. Chen WANG 
MAR 8, 4:00 p.m.# 
RR301 
Change point analysis in nonstationary processes  A mass excess approach 
Dr. Weichi WU 
MAR 8, 2:30 p.m.# 
RR301 
Theoretical approaches to privacy & security issues in data analytics & networked systems 
Dr. Jun ZHAO 
MAR 8, 10:30 a.m.# 
RR301 
A unified matrix model: The largest eigenvalue & its applications 
Dr. Xiao HAN 
MAR 5, 5:30 p.m.# 
RR301 
Statistical methods for PheWAS using GWAS summary statistics & largescale signal detection for mediation effect in EWAS 
Dr. Zhonghua LIU 
MAR 5, 2:30 p.m.# 
RR301 
Statistical methods for highthroughput genomic data 
Dr. Zhixiang LIN 
MAR 5, 12:00 noon# 
RR301 
Simulationbased Bayesian inference for models with intractable likelihood 
Dr. Wentao LI 
MAR 5, 10:30 a.m.# 
RR301 
Multiple testing meets isotonic regression for high dimensional integrative analysis 
Dr. Hongyuan CAO 
FEB 1, 9:30 a.m.# 
RR301 
50th Anniversary Seminar Series Computationally efficient tensor completion with statistical optimality 
Dr. Dong XI 
JAN 23, 10:30 a.m.# 
RR301 
50th Anniversary Seminar Series Principal component analysis for functional data on Riemannian manifolds & spheres 
Mr. Xiongtao DAI 
JAN 22, 10:30 a.m.# 
RR301 
50th Anniversary Seminar Series Network vector autoregression 
Dr. Xuening ZHU 
JAN 10, 4:30 p.m.# 
RR301 
50th Anniversary Seminar Series Statistical & computational limits for submatrix localization & sparse matrix detection 
Professor Tony CAI 
JAN 3, 2:00 p.m.# 
RR301 
50th Anniversary Seminar Series Clustering time series by dependency 
Professor Daniel PEÑA 
2017 
DEC 27, 2:30 p.m.# 
RR301 
50th Anniversary Seminar Series Testing bilinear hypothesis in the growth curve model 
Professor Dietrich von ROSEN 
DEC 8, 11:00 a.m.# 
RR301 
50th Anniversary Seminar Series Financialization and society 
Professor Charles S. TAPIERO 
DEC 7, 11:00 a.m.# 
RR301 
50th Anniversary Seminar Series Statistical & relative randomness:
The fractional brownian bridge & strictly stable distributions 
Professor Charles S. TAPIERO & Professor Pierre VALLOIS 
DEC 5, 2:30 p.m.# 
RR301 
50th Anniversary Seminar Series General aggregation of misspecified asset pricing models 
Professor Esfandiar MAASOUMI 
DEC 4, 11:00 a.m.# 
RR301 
50th Anniversary Seminar Series Ghost data 
Professor Dennis K.J. LIN 
NOV 29, 2:30 p.m.# 
RR301 
50th Anniversary Seminar Series On model selection from a finite family of possibly misspecified time series models 
Professor Howell TONG 
NOV 23, 11:00 a.m.# 
RR301 
50th Anniversary Seminar Series Model risk, solvency and risk aggregation 
Professor Dr. Paul EMBRECHTS 
NOV 22, 2:30 p.m.# 
RR301 
50th Anniversary Seminar Series Nonparametric recursive estimation of the derivative of the regression function with application to sea shores water quality 
Professor Bernard BERCU 
AUG 22, 3:00 p.m.# 
RR301 
50th Anniversary Seminar Series Some aspects of data analysis under confidentiality protection 
Professor Bimal SINHA 
AUG 7, 11:00 a.m.# 
RR301 
50th Anniversary Seminar Series Bayesian ideas for premium strategies 
Professor Søren ASMUSSEN 
JUL 21, 11:00 a.m.# 
RR301 
50th Anniversary Seminar Series Deep learning for medical imaging prediction 
Dr. Zhili WU 
JUL 18, 11:00 a.m.# 
RR301 
50th Anniversary Seminar Series Identifying biomarker signatures for neurodegenerative diseases from largescale biomarker measures with network structure 
Professor Yuanjia WANG 
JUN 30, 11:00 a.m.# 
RR301 
50th Anniversary Seminar Series Hypothesis testing for weak & sparse alternatives with applications to whole genome data 
Professor Xihong LIN 
JUN 28, 11:00 a.m.# 
RR301 
50th Anniversary Seminar Series Scalable sparse regression for large medical data 
Professor Gang LI 
JUN 23, 2:30 p.m.# 
RR301 
50th Anniversary Seminar Series Optimal estimation of coheritability in highdimensional linear models 
Professor Tony CAI 
JUN 21, 2:30 p.m.# 
RR301 
50th Anniversary Seminar Series Estimation of time varying covariance matrices for large datasets 
Professor Liudas GIRAITIS 
JUN 21, 11:00 a.m.# 
RR301 
50th Anniversary Seminar Series Discretetime Markov models with timevarying parameters 
Dr. Lionel TRUQUET 
JUN 16, 11:00 a.m.# 
RR301 
50th Anniversary Seminar Series The screening & ranking algorithm for changepoints detection in multiple samples 
Professor Heping ZHANG 
JUN 14, 2:30 p.m.# 
RR301 
50th Anniversary Seminar Series On distribution & quantile functions in R^{d} a measuretransportation approach 
Professor Marc HALLIN 
JUN 13, 11:00 a.m.# 
RR301 
50th Anniversary Seminar Series Testing for weak form efficiency of stock markets 
Dr. Kaiji MOTEGI 
JUN 8, 2:30 p.m.# 
RR301 
50th Anniversary Seminar Series Statistical methods for costeffectiveness analysis: A selected review 
Professor Thomas MATHEW 
JUN 2, 11:00 a.m.# 
RR301 
50th Anniversary Seminar Series Network crossvalidation by edge sampling 
Professor Ji ZHU 
JUN 1, 3:30 p.m.# 
RR301 
50th Anniversary Seminar Series Adaptive largescale testing under heterogeneity sparsity 
Professor Guang CHENG 
MAY 29, 2:30 p.m.# 
RR301 
50th Anniversary Seminar Series Statistical inference based on the bootstrap method under covariate adaptive randomization 
Dr. Masataka TAGURI 
MAY 26, 2:30 p.m. 
RR301 
Computing, Modeling, and Inference in Big Data Analysis 
Professor Chuanhai LIU 
MAY 26, 2:30 p.m. 
RR301 
Automated Model Building and Deep Learning 
Professor Xiao WANG 
MAY 26, 10:30 a.m.# 
RR301 
50th Anniversary Seminar Series The friendship paradox and a friendship network model 
Professor Sheldon Mark ROSS 
MAY 24, 2:30 p.m.# 
RR301 
50th Anniversary Seminar Series The power of simple statistical techniques in the era of big & complex data: Some recent examples from genetic association studies 
Professor Lei SUN 
MAY 19, 11:00 a.m.# 
RR301 
50th Anniversary Seminar Series Extreme cold winters & ecological impacts on northern forests 
Professor Anthony DAVISON 
MAY 10, 11:00 a.m.# 
RR301 
50th Anniversary Seminar Series Dimensionality reduction & variable selection in multivariate varyingcoefficient models 
Dr. Heng LIAN 
MAY 8, 11:00 a.m.# 
RR301 
50th Anniversary Seminar Series Big data: It's not about big nor data, it's more about statistics (大数据: 关键不是数据大小和数据本身, 而是统计思维) 
Professor Dennis K.J. LIN 
APR 26, 2:30 p.m.# 
RR301 
50th Anniversary Seminar Series An IBNRRBNS insurance risk model with marked poisson arrivals 
Professor Andrei BADESCU 
APR 19, 2:30 p.m.# 
RR301 
50th Anniversary Seminar Series Acceleration of empirical means 
Professor Bernard DELYON 
APR 11, 10:30 a.m.# 
RR301 
50th Anniversary Seminar Series Kriging over space & time based on a latent reduced rank structure 
Professor YAO Qiwei 
APR 7, 3:00 p.m.# 
RR301 
50th Anniversary Seminar Series Asymptotics for multidimensional & fractional poisson IBNR processes 
Professor RABEHASAINA Landy 
MAR 31, 11:30 a.m.# 
RR301 
50th Anniversary Seminar Series Efficient estimation for semiparametric structural equation models with censored data 
Mr. WONG Kin Yau 
MAR 31, 9:30 a.m.# 
RR301 
50th Anniversary Seminar Series Negative control analysis & its application to air pollution studies 
Dr. MIAO Wang 
MAR 29, 2:30 p.m.# 
RR301 
50th Anniversary Seminar Series Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative timevarying smooth transition correlation garch model 
Professor Timo TERÄSVIRTA 
MAR 28, 2:30 p.m.# 
RR301 
50th Anniversary Seminar Series A statistical aspect in risk management for equitylinked insurance 
Dr. Yasutaka SHIMIZU 
MAR 8, 2:30 p.m.# 
RR301 
50th Anniversary Seminar Series Databased nonlinear distributions under robust expectations 
Professor Shige PENG 
FEB 7, 2:30 p.m.# 
RR301 
A practical vision of the application of spatial econometrics in insurance companies 
Dr. Victoria RIVAS 
JAN 18, 2:30 p.m.# 
RR301 
Generalized phasetype distribution under Markov mixtures process 
Dr. Budhi Arta SURYA 
2016 
DEC 14, 2:30 p.m.# 
RR301 
Matrixfree computations for gaussian markov random fields & related spatial processes 
Dr. Debashis MONDAL 
DEC 8, 11:30 a.m.# 
RR301 
Analysis of highfrequency spatiotemporal time series with applications 
Professor Ruey S. TSAY 
DEC 7, 2:30 p.m.# 
RR301 
Empirical balancing scores and balancing weights 
Dr. Gary Kwun Chuen CHAN 
DEC 5, 11:30 a.m.# 
RR301 
Thoughts on artificial intelligence and statistics 
Professor Dawei HUANG 
NOV 30, 2:30 p.m.# 
RR301 
Current developments in nonlinear cointegrating regression 
Professor Qiying WANG 
NOV 16, 2:30 p.m.# 
RR301 
On some properties of bivariate exponential distributions 
Professor Qi Ming HE 
NOV 2, 2:30 p.m.# 
RR301 
Policy evaluation with interactive fixed effects (joint work with Marc Chan) 
Dr. Simon KWOK 
OCT 19, 2:30 p.m.# 
RR301 
Hawkes graphs 
Professor Dr. Paul Embrechts 
OCT 12, 5:30 p.m. 
T3, Meng Wah Complex 
Pedagogical seminar The Modeling of Extremes: From Theory to Practice and Back 
Professor Dr. Paul Embrechts 
SEP 5, 3:30 p.m.# 
RR301 
Robust treatment comparison based on utilities of semicompeting risks in nonsmallcell lung cancer 
Professor Ying YUAN 
JUL 15, 11:00 a.m.# 
RR301 
Lattice approximations of reflected stochastic partial differential equations driven by spacetime white noise 
Professor Tusheng ZHANG 
JUL 6, 11:00 a.m.# 
RR301 
Time series models with time varying variance 
Professor Valentin PATILEA 
JUN 23, 4:00 p.m.# 
RR301 
Adaptive estimation of a planar convex set 
Professor Tony CAI 
JUN 8, 2:30 p.m.# 
RR301 
Estimation of extreme quantiles for functions of dependent random variables 
Professor Qiwei YAO 
MAY 31, 4:00 p.m.# 
RR301 
Approximations with error bounds in applied probability models: exponential & geometric approximations 
Professor Mark BROWN 
MAY 30, 11:30 a.m.# 
RR301 
Distanceweighted Support Vector Machine 
Dr. Lingsong ZHANG 
MAY 17, 11:30 a.m.# 
RR301 
A scalable approach to measuring the impact of nonignorable nonresponse with an application to EMA data 
Professor Hui XIE 
APR 27, 2:30 p.m.# 
RR301 
Statistical inference from panel data 
Professor Lajos Horváth 
APR 25, 10:30 a.m.# 
RR301 
Testing and modelling the unconditional variance component in multiplicative timevarying garch models 
Professor Timo TERASVIRTA 
APR 13, 2:30 p.m.# 
RR301 
Limiting spectral distribution for nonhermitian random matrices with a variance profile 
Professor Jamal NAJIM 
APR 5, 11:30 a.m.# 
RR301 
Extensions of the sufficient dimension reduction 
Dr. JIANG Fei 
MAR 31, 2:30 p.m.# 
RR301 
Hausman tests for the error distribution in conditionally heteroskedastic models 
Dr. Ke ZHU 
MAR 31, 10:30 a.m.# 
RR301 
Dualtime modeling and forecasting in quantitative risk management 
Dr. Aijun ZHANG 
FEB 19, 11:30 a.m.# 
RR301 
Key performance indicators and their optimal performance 
Professor David STANFORD 
FEB 15, 2:30 p.m.# 
RR301 
A parametric alternative to the Hill estimator for heavytailed distributions 
Dr. KIM Joseph Hyun Tae 
JAN 26, 10:30 a.m.# 
RR301 
On the predictive power of a nonlinear model 
Professor LI Gang 
JAN 25, 2:30 p.m.# 
RR301 
A practical vision of the application of copula theory to the insurance and reinsurance sector 
Dr. Victoria RIVAS 
JAN 20, 2:30 p.m.# 
RR301 
Consistent estimation for distributionuncertainty regression via crosssample method 
Professor LIN Lu 
JAN 19, 10:30 a.m.# 
RR301 
I got more data, my model is more refined, but my estimator is getting worse! Am i just dumb? 
Professor XiaoLi MENG 
JAN 13, 27, 2:30 p.m.#, JAN 16, 9:30 a.m.# & 1:30 p.m.# 
RR301 
Workshop Statistical methods for timetoevent data 
Professor LI Gang 
2015 
DEC 10, 4:00 p.m.# 
RR301 
Scientific Lecture Some recent results on DNA sequence analysis 
Professor ZhiMing MA 
DEC 9, 11:00 a.m.# 
RR301 
From Fibonacci to NeSS 
Professor Howell TONG 
DEC 2, 2:30 p.m.# 
RR301 
Critical k Nearest Neighbor Forest for Classification 
Professor HUANG Dawei 
NOV 25, 2:30 p.m.# 
RR301 
Asymptotics for ruin probabilities in a discretetime risk model with dependent financial & insurance risks 
Professor Dimitrios G. KONSTANTINIDES 
NOV 11, 11:00 a.m.# 
RR301 
Optimal reinsurance, expectiles and pareto optimal risk exchanges 
Professor Hans U. GERBER 
NOV 4, 4:00 p.m.# 
RR301 
The SuDoKu family of puzzles: A combinatorial marvel 
Professor Bikas K. SINHA 
NOV 4, 2:30 p.m.# 
RR301 
An overview of data analysis under
confidentiality protection  Analysis of noise multiplied & synthetic data 
Professor Bimal K. SINHA 
OCT 30, NOV 3, 10, 17, 24, 10:30 a.m.# 
RR301 
Series of Lectures on Data Analytics Response surface methodology and big data 
Professor Dennis K.J. LIN 
OCT 28, 2:15 p.m.# 
RR301 
High order expansions for renewal functions, and applications to risk theory 
Dr. Landy RABEHASAINA 
OCT 27, 11:30 a.m.# 
RR301 
Robust subgroup analysis with
semiparametric model for precision medicine 
Professor Ming T. TAN 
OCT 15, 11:30 a.m.# 
RR301 
Variable selection with prior information for generalized linear models via the prior lasso method 
Professor Heping ZHANG 
JUL 24, 2:30 p.m.# 
RR301 
Model averaging in linear measurement error models 
Dr. Xinyu ZHANG 
JUN 19, 11:00 a.m.# 
RR301 
Robust detection and recovery of structured signals 
Professor Tony CAI 
APR 22, 2:30 p.m.# 
RR301 
Handling heterogeneity in big data 
Professor J.S. MARRON 
APR 17, 2:30 p.m.# 
RR301 
Absorbing & ergodic properties of the general Kolmogorov processes 
Professor Anyue CHEN 
MAR 31, 9:30 a.m.# 
RR301 
Constructing predictive microbial signatures at multiple taxonomic levels 
Dr. WANG Tao 
MAR 30, 3:30 p.m.# 
RR301 
Empirical likelihoodbased tests for stochastic dominance of any prespecified order 
Dr. XU Jinfeng 
MAR 25, 2:30 p.m.# 
RR301 
A new measure of concentration 
Professor Nozer D. SINGPURWALLA 
MAR 24, 5:45 p.m. 
RR301 
Robust Covariance Matrix estimation & applications to signal processing 
Professor Frédéric PASCAL 
MAR 24, 5:15 p.m.# 
RR301 
Asymptotics for linear predictors of longmemory processes 
Dr. Pascal BONDON 
MAR 19, 4:30 p.m.# 
RR301 
Efficient greek calculation of variable annuity portfolios for dynamic hedging: A twolevel metamodeling approach 
Dr. Guojun GAN 
MAR 13, 11:00 a.m.# 
RR301 
Modelling & classifying financial time series as BUY & SELL sequence 
Professor HUANG Dawei 
MAR 3, 3:30 p.m.# 
RR301 
Functional graphical models 
Mr. QIAO Xinghao 
FEB 4, 2:30 p.m.# 
RR301 
Regression analysis of mixed recurrent event data 
Professor Xingwei TONG 
JAN 28, 2:30 p.m.# 
RR301 
Large covariance/correlation matrix estimation for temporal data 
Professor Bin NAN 
JAN 21, 4:30 p.m.* 
RR301 
Estimating large covariance matrices with covariates 
Professor FAN Jianqing 
JAN 14, 4:15 p.m.* 
RR301 
Fraud & forensic practice in EY (Ernst & Young) 
Mr. Samuel Lung & Dr. Kam Lau 
JAN 14, 11:00 a.m.* 
RR301 
Efficient estimation for Markowitz's portfolio optimization by using random matrix theory 
Professor Zhidong BAI 
JAN 7, 4:30 p.m.* 
RR301 
Optimal estimation of nonsmooth functionals 
Professor Tony CAI 
 




