Associate Professor Feng Chen

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

SEO tags

Expanding Knowledge in the Mathematical Sciences

Market-Based Mechanisms

Biography

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...view more

ABOUT ME

Biography

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

big data analytics

survival anal

computational strategy

asymptotics

stochastic process

financial models comparison

bayesian estimation

variational approximation

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

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