教育背景
南开大学概率统计博士
中国科学院、加拿大ALBERTA大学、CALGARY大学、香港中文大学、香港浸会大学以及澳大利亚Melbourne大学6个博士后,德国HUMBOLDT大学应用统计与经济中心SFBFELLOW。
研究方向
总体方向:
数理统计
曾涉及的方向:
Adaptivesmoothing;Bayesianstatisticalinfernce;Computerintensivemethods;Dataanalysis;Extremesandheavytails;Functionaldataanalysis;Financialeconometricsandriskmanagement;Hierarchicalmodels;Hierarchical-quantileregressionmodeling;Highdimensionreduction;Inverseproblems;Largesampletheory;Modelselections;Nonparametricandsemiparametricmodeling;Orderstatistics;Quantileregression;Quantitativefinance;Robuststatistics;Saddlepointapproximationswithapplications;Statisticaldiagnostics;Statisticalmodethodsinepidemiologicalrisk;Stochasticsimulations;Timeseriesmodeling;Volatilitymodelling.
目前正在合作研究的方向:
TheProject1(withProf.Dr.WolfgangHaerdleandVladimirSpokoiny,Humboldtuniversity):
Locallyadaptivemethodsforthemodernquantileregression.
TheProject2(withProf.Dr.PeterHall,UniversityofMelbourne):
Background:Theprojectsareallinnonparametricstatistics,andincludetopicsinfunctionaldataanalysis,inverseproblems,andclassification,variableselectionandhypothesistestingforveryhighdimensionaldata.Combinationsoftheseareas,forexampleclassificationmethodsforfunctionaldata,orvariableselectioninthepresenceoferrorsinvariables,arealsoincluded.
Objectives:
(a)Developmentofnewstatisticalmethodologyinthefieldsdescribedabove;
(b)Applicationofthemethodologytorealdata;
(c)Developmentoftheoreticaltoolsappropriatetodescribingtheperformanceofthemethodologyin(a),anddevelopmentofappropriateoptimalitytheory;
(d)Explorationofnumericalperformanceofthemethodology,throughsimulationstudies.
科研情况:
近十年,本人一直与国内外一些著名统计学家保持学术上的紧密联系与实质性合作。空中飞行距离累计达上百万里路,迄今为止已与国内外14名导师合作过,他们分布于亚洲、欧洲、美洲以及大洋洲。先后在国际国内的学术刊物上发表30多篇文章,著书一部(合著)。
项目情况:
教学情况:
获奖情况:
联系方式:
Email:
mztian@ruc.edu.cn
mztian@263.net
