Research Interests

Asymptotic theory in probability and statistics; Self-normalized limit theory; Stein’s method for normal and non-normal approximation; High-dimensional and large scale statistical analysis

Education Background

5/1989: Ph. D. (Statist. & xingkong星空中国官网.), Univ. of Science & Technology of China

7/1986: M. S. (Statist. & xingkong星空中国官网.), Hangzhou University

7/1983: B. S. (Mathematics), Hangzhou University

Positions Held 

3/2019 – Present Chair Professor, Southern University of Science and Technology

4/2019 – Present Chairman, Department of Statistics and Data Science, SUSTech

8/2015 – 2/2019 Choh-Ming xingkong星空中国官网 Professor of Statistics, The Chinese University of Hong Kong

1/2013 – 7/2018 Chairman, Department of Statistics, The Chinese University of Hong Kong

9/2012 – 7/2015 Professor, The Chinese University of Hong Kong

7/2010 – 8/2012 Chair Professor, Hong Kong University of Science and Technology

6/2005 – 6/2010 Professor, Hong Kong University of Science and Technology

9/2005 – 6/2008 Professor, University of Oregon

9/2000 – 9/2005 Associate Professor, University of Oregon

9/1996 – 8/2000 Assistant Professor, University of Oregon

7/1995 – 8/1996 Senior Lecturer, National University of Singapore

9/1992 – 6/1995 Lecturer, National University of Singapore

9/1991 – 8/1992 Taft Postdoctoral Fellow, University of Cincinnati

7/1990 – 9/1991 Visiting Research Fellow, Carleton University

5/1989 – 7/1990 Associate Professor, Hangzhou University

9/1988 – 9/1988 Associate Professor, Hangzhou University

11/1987 – 8/1988 Lecturer, Hangzhou University

8/1986 – 11/1987 Assistant Teacher, Hangzhou University

Professional Service

• Co-Editors, Annals of Applied Probability (2022 - 2024)

• Associate Editor, Bernoulli (2013 - 2021)

• Associate Editor-in-Chief, Science China: Mathematics (2013 - 2027)

• Associate Editor, The Annals of Statistics (2003 - 2012 )

• Associate Editor, The Annals of Applied Probability (2006 - 2012 )

• IMS Committee on Fellows (2007-2009, 2011, Chair for 2009), Institute of Mathematical Statistics

• IMS Committee on Nominations (2011, 2016, 2017), Institute of Mathematical Statistics

• Chairman, Local Oraginizing Committee, the 4th Institute Of Mathematical Statistics Asian Pacific Rim Meeting, 2016

• Co-chair, Scientific Program Committee, the 5th Institute Of Mathematical Statistics Asian Pacific Rim Meeting, 2018

• The Scientific Program Committee, The World Congress in Probability and Statistics, 2008, 2020

• Council Member, Institute Of Mathematical Statistics

Honors and Awards

• Invited speaker (45 min), International Congress of Mathematicians, 2010;

• IMS Medallion Lecturer, Keynote Speaker at the 2011 Joint Statistical Meetings;

• The State Natural Science Award (the 2nd class prize), 2015 (SHAO Q.M. and Jing B.Y.);

• The State Natural Science Award (the 3rd class prize), 1997 (Lin Z.Y., Lu C.R. and SHAO Q.M.);

• Plenary speaker, 36th Conference on Stochastic Processes and Their Applications, 2013;

• Plenary speaker, IMS-China International Conference on Statistics and Probability, 2013;

• Elected Fellow, Institute of Mathematical Statistics, 2001

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. xingkong星空中国官网. 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. xingkong星空中国官网. 47 (2019), 61-108 (with Z.S. Zhang)

[3] Are discoveries spurious? Distributions of maximum spurious correlations and their applications. xingkong星空中国官网. 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. xingkong星空中国官网. Statist. 44 (2016), 1931 - 1956. (with J. Chang and W.X. Zhou)

[5] Self-normalized Cram ́er-type moderate deviations under dependence. xingkong星空中国官网. 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. xingkong星空中国官网. 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. xingkong星空中国官网. 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. xingkong星空中国官网. Stat. 41 (2013), 296-322 (with W.D. Liu).

[10] From Stein identities to moderate deviations. Ann. xingkong星空中国官网. 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. xingkong星空中国官网. 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. xingkong星空中国官网. 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. xingkong星空中国官网. 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. xingkong星空中国官网. 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. xingkong星空中国官网. 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. xingkong星空中国官网. 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. xingkong星空中国官网. 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. xingkong星空中国官网. 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. xingkong星空中国官网. 32 (2004), 1985-2028 (with L.H.Y. Chen)

[23] Lower tail probabilities of Gaussian processes. Ann. xingkong星空中国官网. 32 (2004), 216-242 (with W. Li).

[24] Self-normalized Cram ́er type large deviations for independent random variables. Ann. xingkong星空中国官网. 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. xingkong星空中国官网. Theory Related Fields 122 (2002), 494-508 (with W.Li)

[27] Bootstrapping the Student t-statistic. Ann. xingkong星空中国官网. 29 (2001), 1435-1450 (with D. Mason)

[28] Capture time of Brownian pursuits. xingkong星空中国官网. Theory Relat. Fields 121 (2001), 30-48 (with W.V. Li)

[29] A non-uniform Berry-Esseen bound via Stein’s method. xingkong星空中国官网. 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. xingkong星空中国官网. 13 (2000), 343-356.

[31] A new skewed link model for dichotomous quantal response data. J. Amer. xingkong星空中国官网. 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. xingkong星空中国官网. 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. xingkong星空中国官网. 25 (1997), 285-328.

[36] On Monte Carlo methods for estimating ratios of normalizing constants. xingkong星空中国官网. 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. xingkong星空中国官网. Statist. 24 (1996), 2608-2630 (with X. He).

[38] Limit theorem for maximum of standardized U-statistics with an application. xingkong星空中国官网. 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. xingkong星空中国官网. 24 (1996), 1368-1387 (with L. Horv ́ath).

[40] Weak convergence for weighted empirical processes of dependent sequences. Ann. xingkong星空中国官网. 24 (1996), 2098-2127 (with H. Yu)

[41] Maximal inequality for partial sums of ρ-mixing sequences. Ann. xingkong星空中国官网. 23 (1995), 948-965.

[42] Small ball probabilities of Gaussian fields. xingkong星空中国官网. Theory Relat. Fields 102 (1995), 511–517 (with D. Wang) .

[43] On almost sure limit inferior for B-valued stochastic processes and applications. xingkong星空中国官网. 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. xingkong星空中国官网. 21 (1993), 1958–1990 (with M. Cs ̈orgo ̋) .

[45] A note on small ball probability of Gaussian processes with stationary increments. J. Theoret. xingkong星空中国官网. 6 (1993), 595-602. .

[46] Bootstrapping the sample means for stationary mixing sequences. Stochastic Process. xingkong星空中国官网. 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. xingkong星空中国官网. Theory Related Fields 94 (1992), 119-133 .

[48] On a problem of Cs ̈org ̋o and R ́ev ́esz. Ann. xingkong星空中国官网. 17 (1989), 809–812 .