Researcher

My Expertise

Time to event data analysis; count data analysis; regression analysis; or data analysis in a broad sense.

Fields of Research (FoR)

Applied Statistics, Statistical Theory, Econometric and Statistical Methods

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Biography

ABOUT ME

 

Biography

I am a Senior Lecturer in Statistics at the School of Mathematics and Statistics. My research interest is in the broad area of developing statistical methods to model real-life phenomena and make inferences. I have taught courses on statistics, probability and stochastic processes from the introductory level to the postgraduate level, as well as applied statistics courses.  

Education

  • PhD in Statistics, the University of...view more

ABOUT ME

 

Biography

I am a Senior Lecturer in Statistics at the School of Mathematics and Statistics. My research interest is in the broad area of developing statistical methods to model real-life phenomena and make inferences. I have taught courses on statistics, probability and stochastic processes from the introductory level to the postgraduate level, as well as applied statistics courses.  

Education

  • PhD in Statistics, the University of Hong Kong, 2008
  • MSc in Applied Probability & Statistics, Lanzhou University, 2004
  • BSc in Mathematics, Lanzhou University, 2001

RESEARCH

 

Research interests

  • Nonparametric and semiparametric statistics
  • Point processes and their statistical inference
  • Statistical computing
  • Financial Data Modelling

 

TEACHING & OUTREACH

 

Courses taught

  • MATH2099 - Mathematics 2B -- Statistics Stream
  • MATH2859 - Probability, Statistics and Information
  • MATH3821 - Statistical Modelling and Computing
  • MATH3831 - Statistical Methods for Social and Market Research (current)
  • MATH3851 - Experimental Design and Categorical Data 
  • MATH5835 - Advanced Stochastic Processes (current)

Professional affiliations and service positions

  • Associated Editor for Journal of Statistical Planning and Inference (2019 --)
  • Statistics Honours Coordinator, School of Mathematics and Statistics, UNSW (2013-2018)
  • Member, Statistical Society of Australia
  • Member, American Statistical Association
  • Councilor, Statistical Society of Australia NSW Branch (2012-2013)
  • Assistant Secretary & Coordinator of SSAI AGR seminars, Statistical Society of Australia NSW Branch (2013)

My Research Supervision


Supervision keywords


Areas of supervision

  • Computational Statistics;
  • Event sequence data analysis;
  • Hidden Markov Models and State-Space Models and their inference and applications;
  • Financial data analysis and modelling;
  • Point processes and their inference and applications;
  • Semi- and non-parametric inference.

Currently supervising

  • Jeffrey Kwan (PhD, 2018 S2 --): Statistical Inference for some extended Hawkes processes
  • Zhe Han (MRes, 2020 --, with Tom Stindl): Point process models for earthquake modelling
  • Hanwen Xuan (Honours, 2021 --, with Clara Grazian): Black-Litterman model
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Location

School of Mathematics and Statistics
University of New South Wales
Sydney NSW 2052
The Red Centre
Room 1031


Map reference (Google map)

Contact

+61-2-9385 7026
+61-2-9385 7123