研究方向

概率统计渐近理论

自正则化极限理论

高维统计分析

Stein方法：正态与非正态逼近

教育背景

1983.7 杭州大学（现浙江大学）数学学士

1986.7 杭州大学（现浙江大学）概率统计硕士

1989.5 中国科技大学概率统计博士

工作经历

1986.7-1988.8  杭州大学（现浙江大学）数学系助教、讲师、副教授

1989.5-1998.8  杭州大学（现浙江大学）数学系副教授、教授

1990.7-1991.9  加拿大卡尔顿大学访问研究员

1991.9-1992.8  美国辛辛那提大学博士后

1992.9-1996.9  新加坡国立大学数学系讲师、高级讲师

1996.9-2008.6  美国俄勒冈大学数学系助理教授、副教授、教授

2005.6-2012.8  香港科技大学数学系教授、讲座教授

2012.9-2015.7  香港中文大学统计系教授

2013.1-2018.7  香港中文大学统计系主任

2015.8-2019.2  香港中文大学统计系卓敏讲座教授

2019.3-至今      南方科技大学统计与数据科学系讲席教授、创系系主任

获奖和荣誉

1990 中国数学会钟家庆数学奖

1997 国家自然科学三等奖

2001 国际数理统计学会会士

2010 国际数学家大会邀请报告

2011 统计联合大会Medallion特邀报告

2015 国家自然科学二等奖（第一完成人）

学术任职

2022-2024  The Annals of Applied Probability 联合主编

2013-2021  Bernoulli 编委

2013-2027  中国科学数学副主编

2003-2012  The Annals of Statistics 编委

2006-2012  The Annals of Applied Probability 编委

2007-2009, 2011 数理统计学会会士选拔委员会委员、主席

2019.8-2024.12 国际数理统计学会理事会常务理事

Books 

[1] Monte Carlo Methods In Bayesian Computation. Springer Series in Statistics, Springer-Verlag, New York, 2000 (with M.H. Chen and J. G. Ibrahim)

[2] Self-normalized Processes: Limit Theory and Applications. Springer Series in Probability and its Applications, Springer-Verlag, New York, 2009 (with V. de la Pena and T.L. Lai)

[3] Normal Approximation by Stein’s Method, Springer Series in Probability and its Applications, Springer-Verlag, New York, 2011 (with L.H.Y. Chen and L. Goldstein)

Selected Publications

Mathematics:

[1] Random polynomials having few or no real zeros. J. Amer. Math. Soc. 15 (2002), 857-892 (with A. Dembo, B. Poonen and O. Zeitouni)

[2] Limit distributions of directionally reinforced random walks. Adv. Math. 134 (1998), 367-383 (with L. Horvath)

Probability:

[1] A probability approximation framework: Markov process approach. Ann. Appl. Probab. 33 (2023), no. 2, 1419–1459. (with P. Chen and L.H. Xu)

[2] Cramér-type moderate deviation theorems for nonnormal approximation. Ann. Appl. Probab. 31 (2021), no. 1, 247–283. (with M.C. Zhang and Z.S. Zhang)

[3] Correction to: Multivariate approximations in Wasserstein distance by Stein's method and Bismut's formula. Probab. Theory Related Fields 175 (2019), no. 3-4, 1177–1181. (with X. Fang and L.H. Xu)

[4] Multivariate approximations in Wasserstein distance by Stein’s method and Bismut’s formula. Probab. Theory Related Fields 174 (2019), 945-979. (with X. Fang and L.H. Xu)

[5] Berry-Esseen bounds of normal and nonnormal approximation for unbounded exchangeable pairs. Ann. Probab. 47 (2019), 61-108 (with Z.S. Zhang)

[6] Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimen- sional random matrices. Ann. Probab. 42 (2014), 623 - 648 (with W.X. Zhou)

[7] From Stein identities to moderate deviations. Ann. Probab. 41 (2013), 262-293 (with L.H.Y. Chen and X. Fang)

[8] Non-normal approximation by Stein’s method of exchangeable pairs with application to the Curie- Weiss model. Ann. Appl. Probab. 21 (2011), 464-483 (with S. Chatterjee)

[9] Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes. Ann. Probab. 39 (2011), 729-778 (with X. Chen, W. Li and J. Rosinski)

[10] The Asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization. Ann. Appl. Probab. 18 (2008), 2337-2366 (with Z.Y. Lin and W.D. Liu)

[11] Normal approximation under local dependence. Ann. Probab. 32 (2004), 1985-2028 (with L.H.Y. Chen)

[12] Lower tail probabilities of Gaussian processes. Ann. Probab. 32 (2004), 216-242 (with W. Li)

[13] Self-normalized Cramer type large deviations for independent random variables. Ann. Probab. 31 (2003), 2167-2215 (with B. Y. Jing and Q.Y. Wang)

[14] A normal comparison inequality and its applications. Probab. Theory Related Fields 122 (2002), 494-508 (with W.Li)

[15] Bootstrapping the Student t-statistic. Ann. Probab. 29 (2001), 1435-1450 (with D. Mason)

[16] Capture time of Brownian pursuits. Probab. Theory Relat. Fields 121 (2001), 30-48 (with W.V. Li)

[17] A non-uniform Berry-Esseen bound via Stein’s method. Probab. Theory Relat. Fields 120 (2001), 236-254(with L. H. Y. Chen)

[18] A comparison theorem on moment inequalities between negatively associated and independent random variables. J. Theoret. Probab. 13 (2000), 343-356.

[19] Limit theorems for quadratic forms with applications to Whittle’s estimate. Ann. Appl. Probab. 9 (1999), 146-187 (with L. Horvath)

[20] Self-normalized large deviations. Ann. Probab. 25 (1997), 285-328.

[21] Large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation. Ann. Probab. 24 (1996), 1368-1387 (with L. Horvath)

[22] Weak convergence for weighted empirical processes of dependent sequences. Ann. Probab. 24 (1996), 2098-2127 (with H. Yu)

[23] Maximal inequality for partial sums of ρ-mixing sequences. Ann. Probab. 23 (1995), 948-965.

[24] Small ball probabilities of Gaussian fields. Probab. Theory Relat. Fields 102 (1995), 511–517 (with D. Wang) 

[25] On almost sure limit inferior for B-valued stochastic processes and applications. Probab. Theory Related Fields 99 (1994), 29-54 (with M. Csorgo) 

[26] Strong limit theorems for large and small increments of lp-valued Gaussian processes . Ann. Probab. 21 (1993), 1958–1990 (with M. Csorgo ̋) 

[27] A note on small ball probability of Gaussian processes with stationary increments. J. Theoret. Probab. 6 (1993), 595-602. 

[28] Bootstrapping the sample means for stationary mixing sequences. Stochastic Process. Appl. 48 (1993), 175-190 (with H. Yu) 

[29] An Erdos and Revesz type law of the iterated logarithm for stationary Gaussian processes. Probab. Theory Related Fields 94 (1992), 119-133 .

[30] On a problem of Csorgo and Revesz. Ann. Probab. 17 (1989), 809–812.

Statistics:

[1] Self-normalized Cramér type moderate deviation theorem for Gaussian approximation. Ann. Statist. 53 (2025), no. 3, 1319–1346. (with J.K. Qiu and S.X. Chen)

[2] Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean. Ann. Statist. 50 (2022), no. 2, 673–697. (with L. Gao and J.S. Shi)

[3] Asymptotic distributions of high-dimensional distance correlation inference. Ann. Statist. 49 (2021), no. 4, 1999–2020. (with L. Gao and Y.Y Lv.)

[4] Are discoveries spurious? Distributions of maximum spurious correlations and their applications. Ann. Statist. 46 (2018), 989 - 1017. (with J. Fan and W.X. Zhou)

[5] Cram ́er-type moderate deviations for Studentized two-sample U - statistics with applications. Ann. Statist. 44 (2016), 1931 - 1956. (with J. Chang and W.X. Zhou)

[6] Self-normalized Cram ́er-type moderate deviations under dependence. Ann. Statist. 44 (2016), 1593- 1617. (with X. Chen, W.B. Wu and L. Xu)

[7] Cram er type moderate deviation theorems for self-normalized processes. Bernoulli 22 (2016), 2029- 2079 (with W.X. Zhou)

[8] Phase transition and regularized bootstrap in large-scale t-tests with false discovery rate control. Ann. Statist. 42 (2014), 2003- 2025 (with W.D. Liu) 

[9] A Cramer type moderate deviation theorem for Hotelling’s T2-statistic with applications to global tests. Ann. Statist. 41 (2013), 296-322 (with W.D. Liu)

[10] Nonparametric estimate of spectral density functions of sample covariance matrices: A first step. Ann. Statisit. 38 (2010), 3724-3750 (with B.Y. Jing, G.M. Pan and W. Zhou)

[11] Cramer-type moderate deviation for the maximum of the periodogram with application to simultane- ous tests in gene expression time series. Ann. Statist. 38 (2010), 1913-1935. (with W.D. Liu)

[12] Towards a universal self-normalized moderate deviation. Trans. Amer. Math. Soc. 360 (2008), 4263–4285 (with B.Y. Jing and W. Zhou)

[13] Normal approximation for nonlinear statistics using a concentration inequality approach Bernoulli On discriminating between long-range dependence and changes in mean. Ann. Statist. 34 (2006), 1140-1165 (with I. Berkes, L. Horv ́ath and P. Kokoszka)

[14] Posterior propriety and computation for the Cox regression model with applications to missing co- variates. Biometrika 93 (2006), 791–807 (with M.H. Chen and J.G. Ibrahim)

[15] Saddlepoint approximation for Student’s t-statistic with no moment conditions. Ann. Statist. 32 (2004), 2679-2711 (with B.Y. Jing and W. Zhou)

[16] On propriety of the posterior distribution and existence of the maximum likelihood estimator for regression models with covariates missing at random. J. Amer. Statist. Assoc. 99 (2004), 421-438 (with M.H. Chen and J. G. Ibrahim)

[17] A new skewed link model for dichotomous quantal response data. J. Amer. Statist. Assoc. 94 (1999), 1172-1186. (with M.H. Chen and D.K. Dey)

[18] Monte Carlo methods for Bayesian analysis of Constrained parameter problems. Biometrika 85 (1998), 73-87 (with M.H. Chen)

[19] On Monte Carlo methods for estimating ratios of normalizing constants. Ann. Statist. 25 (1997), 1563-1594 (with M.H. Chen)

[20] A general Bahadur representation of M-estimators and its application to linear regression with non-stochastic designs. Ann. Statist. 24 (1996), 2608-2630 (with X. He)

[21] Limit theorem for maximum of standardized U-statistics with an application. Ann. Statist. 24 (1996), 2266-2279 (with L. Horvath)