Statistical Analysis and Computation Methods and Stochastic Models

Department of Mathematics




Statistical Analysis and Computation Methods and Stochastic Models


Research - Groups


Statistical Analysis and Computation Methods and Stochastic Models

M.L. Huang, X. Xu and W. K. Yuen have expertise in optimal methods for statistical inference, designs of experiments,computing and simulation methods with application to stochastic models, efficiency of Markov chain Monte Carlo algorithms.

Representative publications

  1. M.L. Huang (with P. H. Brill), “A Level Crossing Distribution Estimation Method”, Journal of Statistical Planning and Inference, Volume 124, Number 1, pp.45-62, 2004.
  2. M. L. Huang, “On a Distribution-Free Quantile Estimator”, Computational Statistics & Data Analysis, Volume 37, Number 4, pp.477-486, 2001.
  3. M.L. Huang (with P. H. Brill), “A Nonparametric Regression Method”, Nonlinear Analysis, Theory, Methods and Applications, Volume 47, Number 3, pp.1467-1475, 2001.
  4. W. K. Yuen (with S. F. Jarner), “Conductance bounds on the L2 convergence rate of Metropolis algorithms on unbounded state spaces”, Advances in Applied Probability 37 (1): 243-266, 2004.
  5. W. K. Yuen, “Generalization of discrete-time geometric bounds to the convergence rate of Markov processes on Rn”, Communication in Statistics: Stochastic Models, 18 (2), 301-331, 2002.
  6. W. K. Yuen, “Applications of geometric bounds to the convergence rate of Markov chains on Rn”, Stochastic Processes and their Applications 87: 1-23, 2000.
  7. X. Xu, "Robust Prediction and Extrapolation Designs for Censored Data", Journal of Statistical Planning and Inference, 139 (2), 486-502, 2009.
  8. X. Xu (with D.P. Wiens), "Robust Prediction and Extrapolation Designs for Misspecified Generalized Linear Regression Models", Journal of Statistical Planning and Inference, 138 (1), 30-46, 2008.
  9. X. Xu (with D.P. Wiens), "Robust Designs for One-point Extrapolation", Journal of Statistical Planning and Inference, 138 (5), 1339-1357, 2008.