Fan Yang
Associate Professor
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Fan Yang
Research interests
Fan Yang’s research interests lie in the areas of quantitative risk management, actuarial science and mathematical finance.
Professors
Yingli Qin
Associate Professor
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Yingli Qin
Research interests
Professor Qin's current research effort is mainly devoted to hypothesis testing for high-dimensional data with applications to gene sets testing and estimating and testing for large dimensional covariance matrices using the random matrix theory.
Martin Lysy
Associate Professor / Director – Statistical Consulting and Survey Research Unit
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Martin Lysy
Research interests
I enjoy working on a variety of applied problems, for which statistical and computational methodologies fall under the three following themes.
Leilei Zeng
Professor / Associate Chair – Research
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Leilei Zeng
Research interests
Professor Zeng's research interest lies in the development of statistical methodologies for public health and medical research.
Mu Zhu
Professor / Associate Dean, AI Strategy / University Research Chair
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Mu Zhu
Research interests
Mu's initial research interest was dimension reduction. In the early years of his faculty career, he devoted much attention to efficient kernel machines for rare target detection and ensemble methods for variable selection. He also worked on algorithms for making personalized recommendations, and applications of machine learning to healthcare informatics.
While ensemble learning continued to captivate his curiosity, in more recent years Mu explored a hodgepodge of different topics—such as evaluation metrics, protein structures, transactional networks, and genetic epistasis. At present, he is studying various problems about dependence modeling, large covariance matrices, and generative neural networks.
Changbao Wu
Professor / Chair
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Changbao Wu
Changbao Wu's personal website
Research interests
Professor Wu has a primary research interest in the design and analysis of complex surveys. His research also covers more broad topics including semiparametric and nonparametric methods, resampling (jackknife and bootstrap) techniques, missing data and measurement error problems. He has worked extensively on empirical likelihood (EL) methods and related computational procedures, with strong interest in developing R packages for practical implementations of the EL methods.
Tony Wirjanto
Professor
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Tony Wirjanto's personal website
Research interests
Professor Wirjanto's research interests lie in the intersection between statistics and econometrics. In particular he conducts research in the field of financial time series with a focus on volatility modeling/forecasting and financial risk management, and in the field of financial mathematics with a focus on portfolio optimization in a high-dimensional setting and on global climate change risks.
Chengguo Weng
Professor
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Chengguo Weng
Chengguo Weng's personal website
Research interests
Professor Weng’s research interests span a broad spectrum of scientific disciplines from actuarial science, finance to probability, statistics and stochastic optimization. The primary objective of Professor Weng’s research is to develop innovative risk assessment methods and prioritization strategies for actuarial and financial risk management.
Stefan Steiner
Professor
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Stefan Steiner
Research interests
Professor Steiner's research interests cover the broad area of business and industrial statistics focusing on process improvement. The overall goal of his research is the development of innovative ways to use process data and statistical methods to drive process improvement and variation reduction.
Matthias Schonlau
Professor
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Matthias Schonlau
Matthias Schonlau's personal website
Research interests
Professor Schonlau's research interests include applied survey sampling and survey methodology, statistical machine learning from text data such as open-ended questions as well as software implementation.