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中国科学技术大学管理学院导师教师师资介绍简介-金百锁

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金百锁
教授
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jbs(at)ustc.edu.cn(at)换成@
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2001年6月于中国科学技术大学本科毕业,毕业后留校任教。在承担教学工作的同时于2006年取得理学博士学位,导师缪柏其教授。博士毕业后在台湾中山大学从事为期一年的博士后研究。先后访问新加坡国立大学,新加坡南洋理工大学,香港浸会大学和加拿大约克大学。研究兴趣:大维随机矩阵,实验设计,模型选择,变点,空间统计。
  
  学习简历:
  1997年9月-2001年7月中国科学技术大学获得理学学士学位
  2001年9月-2006年7月中国科学技术大学获得理学博士学位
   
  发表论文(*为通讯作者)如下:
BaisuoJin, Yuehua Wu and Xiaoping Shi, Consistent two-stage multiple change-pointdetection in linear models, Canadian Journal of Statistics,2016, DOI:10.1002/cjs.11282
Chen Wang, BaisuoJin, Zhidong Bai*, Krishnan K. Nair, Matthew Harding, Strong Limit of TheExtreme Eigenvalues of a Symmetrized Auto-Cross Covariance Matrix, Annals ofApplied Probability, 2015, 25(6), 3624-3683.
E.Chan*,D.Chan, M.Ishizawa,F.Vogel, J.Brioude, A.Delcloo, Y.Wu, and B.Jin, Investigationof error sources in regional inverse estimates of greenhouse gas emissions in Canada, Atmos. Chem. Phys. Discuss.,2015,15, 22715-22779.
YuehuaWu*, Baisuo Jin and Elton Chan,Detection of Changes in Ground-Level Ozone Concentrations via Entropy, Entropy, 2015,17, 2749-2763.
BaisuoJin,CuilingDong,Changchun Tan*, and Baiqi Miao, Estimator of achange point in single index models, Science in China Series A-Mathematics,2014,57(8),1701-1712.doi:10.1007/s11425-014-4820-4.
BaisuoJin, Chen Wang, Z. D. Bai*, K. Krishnan Nair, and MatthewHarding, Limiting spectral distribution of a symmetrized auto-cross covariancematrix , Annals of Applied Probability , 2014, 24(3),1199-1225.
BaisuoJin, Yuehua Wu*, BaiqiMiao, Xiaolan L.Wang, and Pengfei Guo, Bayesian spatiotemporal modeling for blending in situobservations with satellite precipitation estimates, Journal of Geophysical Research: Atmospheres,2014,119,DOI:10.1002/2013JD019648.
Baiqi Miao,Qian Tong,Yuehua Wu & Baisuo Jin*, Selecting and adaptive sequence for computing recursive M-estimators in multivariate linear regression models,Journal of Systems Scinece and Complexity,2013,26(4):583-594.
Miao-Kuan Huang,Mong-Na Huang Lo & Baisuo Jin*, Exact D-optimal designs for a linear log contrast model with mixture experiment for three and four ingredients, Journal of Statistical Planning and Inference, 2013,143:1221-1232.
Baisuo Jin*, Xiaoping Shi & Yuehua Wu, A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models,Statistics and Computing, 2013, 23:221-231.
Biasuo Jin, Yuehua Wu* & Baiqi Miao, Entropy-Based network design using hierarchical Bayesian kriging, Chapter 5 in "Spatio-Temporal Design: Advances in efficient data acquisition" Editors Jorge Mateu & Werner G. Muller, John Wiley & Sons, Ltd. 2013,103-131.
Biasuo Jin, Yuehua Wu* & Elton Chan,Hierarchical Bayesian spatio-temporal modeling of regional ozone concentrations and respective network design,Journal of Environmental Statistics, 2012,3:1-31,.
Baisuo Jin & Mong-Na Lo Huang*, Construction of Phi_p-optimal designs with minimum experimental run size for a linear log contrast model in mixture experiments, Biometrika, 2011, 98:741-747.
Cheng Wang*, Baisuo Jin & Baiqi Miao, On limiting spectral distribution of large sample covariance matrices by VARMA(p,q), Journal of Time Series Analysis,2011, 32(5) :539-546.
Baisuo Jin ,Mong-Na Lo Huang* & Baiqi Miao, Testing for Variance Changes in Autoregressive Models with Unknown Order, Journal of Applied Statistic,2011, 38(5), 927-936.
Baisuo Jin*, Cheng Wang, Baiqi Miao & Mong-Na Lo Huang, Limiting spectral distribution of large dimensional sample covariance matrices generated by VARMA, Journal of Multivariate Analysis 2009, 100(9), 2112-2125.
Z. D. Bai*, Baiqi Miao & Baisuo Jin, On limit theorem for the eigenvalues of product of two random matrices. J. of Multivariate Analysis 2007, 98(1), 76-101.
Baisuo Jin*, Baiqi Miao, Wuyi Ye & Z.X.,Wu, Application of spectral distribution of product of large dimensional random matrices in factor analysis. Science in China Series A-Mathematics, 2007,50(9): 1303-1315.
G. M. Pan*, Baiqi Miao & Baisuo Jin, Central limit theorem of random quadratics forms involving random matrices. Statistics and Probability Letters, 2008, 78 (6), 804-809.
G. M. Pan*, Baiqi Miao & Baisuo Jin, Some limiting theorems of some random quadratic forms. Satistics & Probability Letters, 2005, 75(3), 151-157.
魏东伟*,金百锁,缪柏其,叶五一,基于DRJMCMC方法处理多元正态混合模型,中国科技大学学报,2011, 9:764-772.
戴静*,缪柏其,金百锁单指标模型参数估计的递归算法的大样本性质,中国科学技术大学学报,2009,Vol. 39,No. 3, 261-264.
季敩民*,金百锁,缪柏其, ES自回归方法在商业银行流动性风险衡量中的应用,中国科学技术大学学报,2009,Vol. 39,No. 3, 271-277.
葉五一*,繆柏其,金百鎖,條件VaR的非參數估計及實證分析,管理科學與統計決策(台湾管理核心期刊),2006年11月,1-10.
田应福*,金百锁,缪柏其,宋卫国,日本林火的广义线性模型,统计与决策,2006.7,总218期,50-52.
潘光明*, 缪柏其, 金百锁, Further results about large system performance of linear multistage parallel interference cancellation. 中国科学技术大学学报. 2005 35(3) 339-345.
金百锁*, 缪柏其, 潘光明, A note on the convergence rate of the spectral distributions of large sample covariance matrices, 中国科学技术大学学报, 2005 35(60),796-804.
金百锁*, 李丽, 缪柏其, Box-Cox变换在教学评估中的应用, 应用概率统计 2005,21(1),97-100.




  书籍
  季敩民, 金百锁, 李建伦, 《流动性风险度量方法》. 2008, ISBN 978-7-5095-0585-4/F.0478.

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