ABOUT ME
Biography
I am an Associate Professor 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
ABOUT ME
Biography
I am an Associate Professor 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 Grants
- Feng Chen, Tom Stindl, William Dunsmuir, Jiancang Zhuang. "Inference for Hawkes processes with challenging data", Australian Research Council, Discovery Project. 2024 - 2026, $463,452.
- Ying-Yeh Chen, Feng Chen, Yu-Shan Yang, Shu-Ping Lin. "Exploring the Impact of Social Media and Internet Use on Suicide Behavior on Youth: A Mixed Method Study", Taiwan Ministry of Science and Technology (MOST) grant. Aug 2022- Jul 2025, NTD $4,285,233 (~AUD$210K).
My Awards
- UNSW Science 2023 Staff Impact Award - Research Innovation.
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
- Hanwen Xuan (2021 --， with Clara Grazian and Luca Maestrini): Black-Litterman model
- Kevin Pan (2022 --, with Pavel Krivitsky): Network sampling
My Engagement
- Guest Editor for the JABES (Journal of Agricultural, Biological, and Environmental Statistics) Special issue "The Hawkes Process: Theory, Methodology, Algorithms, Extension, and Applications in Environmental Sciences"
- Associate Editor for ACM Transactions on Probabilistic Machine Learning (2023 --)
- Associate Editor for the Journal of Statistical Planning and Inference (2019--)
- Director of Research Postgraduate Studies - Future Students, School of Mathematics and Statistics, UNSW Sydney (2023 -- )
- Statistics Research Posgraduate Coordinator, UNSW School of Mathematics and Statistics (2019 -- 2022)
- Statistics Honours Coordinator, School of Mathematics and Statistics, UNSW (2013 -- 2018)
- Member of the Scientific Committee of the 3rd International Conference on Econometrics and Statistics (EcoSta 2019), and organizer and chair of Session EO075 -- Advances in Hawkes processes and their applications
https://orcid.org/0000-0002-9646-3338