岳荣先(
工作单位 | 上海师范大学 |
职称/职务 | 教授 / 博士生导师 / 学院党委书记 |
所在部门 | 数理学院数学系 |
研究方向 | 试验设计与分析, Quasi-Monte Carlo方法 |
办公室 | 10号楼233 |
电话 | 021 – 64323611 (O), 13381961868 |
电子邮件 | yue2@shnu.edu.cn |
生于1958年10月,1978 - 1982年于南京气象学院(现南京信息工程大学)数学师资班学习获理学学士学位;1994 - 1990年于东南大学应用数学系学习获理学硕士学位;1994 – 1997年于香港浸会大学数学系学习获理学博士学位。
1982年以来,先后在南京气象学院数学系、华东师范大学博士后流动站(统计系)从事教学与科研工作,1999年加入上海师范大学数理学院教学与科研队伍。曾多次赴香港浸会大学数学系、美国Stanford大学统计系和Illinois理工学院应用数学系进行合作科研工作。
现任上海师范大学概率论与数理统计专业硕博学位点负责人
主要从事Quasi-Monte Carlo方法和试验设计的研究,特别是在高维数值积分的随机化Quasi-Monte Carlo方法的研究与基于统计模型的稳健试验设计等方面取得较好的研究成果,先后在《SIAM Journal of Numerical Analysis》,《Mathematics of Computation》,《Journal of Complexity》,《StatisticaSinica》,《Computational Statistics and Data Analysis》,《Journal of Statistical Planning and Inference》,《Staistics and Probability Letters》,《IEEE Trans. Ultrasonics,Ferroelectrics & Frequency Control》,《Metrika》,《应用概率统计》等学术刊物上发表研究论文50多篇。作为项目负责人,先后承担上海市教委科研基金研究项目3项,国家自然科学基金研究项目3项,教育部
发表的部分论文:
ØH. Chootrakool, J. Q. Shi and R.X. Yue (2011), Meta-analysisand sensitivity analysis for multi-arm trials with selection bias, Statisticsin Medicine, 30, 1183-1198.
ØF. Zhao, R.X. Yue, H.X.Wang(2011), A Markov Risk Model with Two Classes of Insurance Business, StochasticAnalysis and Applications, 29, 1102-1110.
ØXinLiu, R.X. Yue, F.J. Hickernell(2011), Optimality criteria for multiresponse linear models based on predictiveellipsoids, Statistica Sinica 21(1),421-432.
ØR.X.Yue, H. Qin, Chatterjee K.(2011),Optimal U-type design for Bayesian nonparametric multiresponseprediction, Journal of StatisticalPlanning and Inference 141(7), 2472–2479.
ØR.X.Yue, Jing Cheng (2011), DS-optimal designsfor first-degree regression models with heteroscedastic structures. 上海师范大学学报, 40, 111-116.
Ø程靖,岳荣先,刘欣(2011), 两变量随机截距模型的最优设计,数理统计与管理, 30(3), 504-511.
ØR.X.Yue, Xin Liu (2010), $I^r_L$ -optimal designs for a hierarchically orderedsystem of regression models, ComputationalStatistics and Data Analysis,54(12), 3458–3465.
ØR.X.Yue, Chatterjee K.(2010), Bayesian U-type design fornonparametric response surface prediction. Metrika, 72(2), 219–231.
ØR.X.Yue, X.D. Zhou (2010), Bayesian robust designs for linear models with possiblebias and correlated errors, Metrika,71(1), 1–15.
ØX.D.Zhou, R.X. Yue (2010), Robust designs for models with possible bias and correlated errors,
Ø刘欣,岳荣先(2010),两响应Haar小波回归模型最优设计,应用概率统计,26(2),151-158.
ØR.X.Yue (2009), Model-Robust Design forMultiresponse Linear Model with Possible Bias, Proceedings of Sixth International Conference on Fuzzy Systems andKnowledge Discovery, Vol.2, 572-576.
ØXinLiu, R.X. Yue (2008), P-optimal robust designs for multiresponse approximatelylinear regression, Appl. Math. J.
ØR.X.Yue, Xin Liu (2008), Minimax Designs for Approximately Linear MultiresponseModels, Proceedings of Fifth International Conference on FuzzySystems and Knowledge Discovery , IEEE. 324-328.
ØR.X.Yue and F.J. Hickernell (2006), StrongTractability of Quasi-Monte Carlo Quadrature Using Nets for Certain BanachSpaces,SIAMJournal on Numerical Analysis, 44, 2559-2583.
ØR.X.Yue and F.J. Hickernell (2005), Strongtractability of integration using scrambled Niederreiter points, Mathematicsof Computation,74, 1871-1893.
ØR.X. Yue (2005),Asymptotic Bayesian design for nonparametric multiresponse prediction, 应用概率统计,21,113-120.
ØR.X.Yue and J.W. Wu (2004), U-typeand factorial designs for nonparametric Bayesian regression, Statistitics & Probability Letters V58, 369-379.
ØS. Heinrich, F.J. Hickernell and R.X. Yue (2004),Optimal quadrature for Haar wavelet spaces,Mathematics of Computation,73, 259-277。
ØR.X. Yue (2004), Error anaysis forscrambled quasi-Monte Carlo quadrature, Observation, Theoryand Modeling of Atmospheric Variability -- World Scientific Series onMeteorology of
ØR.X. Yue (2003), Randomized error ofscrambled net quadrature for tensor product Sobolev and Korobov spaces, 应用概率统计,19,237-244.
ØR.X. Yue (2002), Model-robust designs inmultireasponse situations, Statistitics & Probability Letters V58,369-379
ØR.X. Yue and F.J. Hickernell (2002), Designs for smoothing anova models, Metrika, 55, 161-176.
ØR.X. Yue and F.J. Hickernell (2002), The discrepancy and gain coefficients of scrambled digital nets, Journal ofComplexity,18, 135-151.
ØR.X. Yue (2002), Model-robust design for responsesurface in Rs , 应用概率统计,18, 71-80.
ØS. Heinrich, F.J. Hickernell and R.X. Yue (2001), Integration ofmultivariate Haar wavelet series, Wavelet Analysis and Its Applications,
ØR.X. Yue and F.J. Hickernell (2001), Integration andapproximation based on scrambled sampling in arbitrary dimensions, Journalof Complexity,17,881-897.
ØR.X. Yue (2001), A comparison of random and quasi-random points fornonparametric response surfacedesign, Statistics & ProbabilityLetters,53, 129-142.
ØF.J. Hickernell and R.X. Yue (2000), The mean squarediscrepancy of scrambled (t,s)-sequences, SIAM Journal of Numerical AnalysisV38,1089-1112.
ØR.X. Yue and S.S. Mao (1999), On the variance of quadrature overscrambled nets and sequences, Statistics & Probability Letters,44, 267-280.
ØR.X. Yue and F.J. Hickernell (1999), Robust designs for fitting linear modelswith misspecification, StatisticaSinica,9, 1053-1069.
ØR.X. Yue (1999), Variance of quadrature Over scrambled unions of nets, Statistica Sinica,9, 1053-1069.
ØR.X. Yue (1999),Randomized Quasi-Monte Carlo – Scrambled(t,m,s)-nets and (t,s)-sequences, 应用概率统计,V15, 213-221.
ØR.X. Yue (1998),Applications of quasi-Monte Carlo methods in model-robustresponse surface designs, Bulletin of the
ØF.J. Hickernell,R.X. Yue and F.S. Hickernell (1997), Statistical modeling for the optimal deposition of sputteredpiezoelectric films, IEEETrans. Ultrasonics, Ferroelectrics & Frequency Control,44, 615-625.
承担的主要科研项目:
[1] 国家自然科学基金:多因变量回归模型的稳健设计(2003.1-2005.12),负责人。
[2] 国家自然科学基金:高维积分的伪蒙特卡洛算法及其在巴拿赫空间上的误差分析(2007.01-2009.12),负责人。
[3] 国家自然科学基金:随机系数回归模型的最优设计与稳健设计,(2011.01-2013.12), 负责人。