师资

邵启满
讲席教授
统计与数据科学系系主任
0755-88015669
shaoqm@sustech.edu.cn

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 杭州大学数学学士

1986.7 杭州大学概率统计硕士

1989.5 中国科技大学概率统计博士

 

工作经历

1988.9-1990.7  杭州大学数学系副教授

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、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世界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

 

学术任职

2013-至今  Bernoulli副主编

2013-至今  中国科学数学副主编

2003-2012  The Annals of Statistics 副主编

2006-2012  The Annals of Applied Probability 副主编

2007-2009, 2011 数理统计学会会士选拔委员会委员、主席

2019.8-2022.7 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: 

[1] 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. Xu)

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

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

[4] 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)

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

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

[7] 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) .

[8] 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)

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

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

[11] 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)

[12] 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)

[13] 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)

[14] Cram ́er-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)

[15] 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)

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

[17] Normal approximation for nonlinear statistics using a concentration inequality approach Bernoulli 13. (2007), 581-599 (with L.H.Y. Chen)

[18] On discriminating between long-range dependence and changes in mean. Ann. Stat. 34 (2006), 1140-1165 (with I. Berkes, L. Horv ́ath and P. Kokoszka)

[19] 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)

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

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

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

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

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

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

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

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

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

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

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

[31] 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)

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

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

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

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

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

[37] 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).

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

[39] 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. Horv ́ath).

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

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

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

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

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

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

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

[47] An Erd ̋os and R ́ev ́esz type law of the iterated logarithm for stationary Gaussian processes. Probab. Theory Related Fields 94 (1992), 119-133 .

[48] On a problem of Cs ̈org ̋o and R ́ev ́esz. Ann. Probab. 17 (1989), 809–812 .

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