JINYUAN CHANG
Email: [email protected]
Homepage: https://sites.google.com/site/bryanchangjinyuan
Last updated: April 26, 2017
EDUCATION
• PhD of Statistics
2009.09 – 2013.07
Major: Statistics and Econometrics
Department of Business Statistics and Econometrics, Guanghua School of Management, Peking University, China.
– Thesis: Inference on diffusion processes and application of empirical likelihood in high dimensional setting
– Supervisor: Dr. Song Xi Chen
• Bachelor’s Degree of Science
Major: Statistics
Department of Statistics, School of Mathematical Sciences, Beijing Normal University, China.
2005.09 – 2009.07
EMPLOYMENT
• 2017.03 – Present: Associate Professor
School of Statistics, Southwestern University of Finance and Economics, China.
• 2017.01 – Present: Executive Director
Joint Lab of Data Science and Business Intelligence, Southwestern University of Finance and Economics, China.
• 2015.01 – 2017.02: Young Visiting Expert
School of Statistics, Southwestern University of Finance and Economics, China.
• 2013.09 – 2017.02: Research Fellow
School of Mathematics and Statistics, The University of Melbourne, Australia.
RESEARCH INTERESTS
High dimensional data analysis, Empirical likelihood and its applications, Financial econometrics, Functional data analysis
PROFESSIONAL MEMBERSHIPS
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The Econometric Society
International Chinese Statistical Association
American Statistical Association
Institute of Mathematical Statistics
2017
2016
2013
2010
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Present
Present
Present
Present
PROFESSIONAL SERVICES
• Reviewer for Annals of the Institute of Statistical Mathematics (1 paper), Australian & New Zealand Journal of Statistics (2
papers), Bernoulli (1 paper), Biometrics (1 paper), Communications in Statistics - Theory and Methods (2 papers), Computational
Statistics & Data Analysis (1 paper), Journal of Business & Economic Statistics (2 papers), Journal of Multivariate Analysis
(1 paper), Journal of Statistical Planning and Inference (1 paper), Journal of the American Statistical Association (3 papers),
Journal of the Royal Statistical Society, Series B (4 papers), Science China Mathematics (2 papers), Statistica Sinica (4 papers),
Statistics & Probability Letters (1 paper), The Annals of Applied Statistics (1 paper), The Annals of Statistics (4 papers).
• Organizer of the invited session “Recent Development of High Dimensional Inference” in 2015 IMS-China International Conference
on Statistics and Probability (Kunming, China).
• Organizer of the invited session “Recent Advancements in Statistical Machine Learning” in 2015 ICSA/Graybill Joint Conference
(Fort Collins, U.S.A.).
Jinyuan Chang
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FELLOWSHIPS AND HONORS
2015.04
2014.04
2013.10
2013.07
2013.06
2013.06
2013.05
2012.12
2012.12
2012.12
2012.07
2011.12
2011.12
2010.12
2009.06
2009.05
2008.12
2008.12
2008.11
2008.10
2008.03
2007.12
2007.12
2007.10
2006.12
2004.12
IMS Travel Award, Institute of Mathematical Statistics.
IMS Travel Award, Institute of Mathematical Statistics.
Zhong Jia Qing Award, Chinese Mathematical Society.
Outstanding PhD Thesis of Peking University, Peking University.
Outstanding Graduates in Beijing Region, Beijing Municipal Commission of Education.
Outstanding Graduates of Peking University, Peking University.
Procter Gamble Award, Chinese Association of Probability and Statistics.
National Scholarship, Ministry of Education of the People’s Republic of China.
Leo Koguan Scholarship, Peking University.
Academic Innovation Award of Peking University, Peking University.
Laha Award, Institute of Mathematical Statistics.
Merit Student of Guanghua School of Management, Guanghua School of Management, Peking University.
ICBC Scholarship, Peking University.
Leo Koguan Scholarship, Peking University.
Outstanding Graduates in Beijing Region, Beijing Municipal Commission of Education.
Outstanding Graduates of Beijing Normal University, Beijing Normal University.
The First-class Scholarship of Beijing Normal University, Beijing Normal University.
Merit Student of Beijing Normal University, Beijing Normal University.
National Scholarship, Ministry of Education of the People’s Republic of China.
The Second Prize of National Mathematical Modeling Contest in Beijing Region, Beijing Municipal Commission of Education.
Meritorious Winner of Mathematical Contest in Modeling, The Consortium for Mathematics and Its Applications, U.S.A.
The First-class Scholarship of Beijing Normal University, Beijing Normal University.
Merit Student of Beijing Normal University, Beijing Normal University.
The Second Prize of National Mathematical Modeling Contest in Beijing Region, Beijing Municipal Commission of Education.
The Third-class Scholarship of Beijing Normal University, Beijing Normal University.
The First Prize of National High School Mathematics Contest, Chinese Mathematical Society.
RESEARCH GRANTS
• 2017.01 – 2017.12: “Theory of ultra high-dimensional empirical likelihood and its applications” (CNY30,000). The Fundamental
Research Funds for the Central Universities, CI, Grant No. JBK170161.
• 2016.01 – 2018.12: “Dimension reduction and modeling for high dimensional time series” (CNY180,000). National Natural
Science Foundation of China, CI, Grant No. 11501462.
• 2016.01 – 2016.12: “Testing for ultra high-dimensional white noise” (CNY50,000). The Fundamental Research Funds for
the Central Universities, CI, Grant No. JBK160159.
PUBLICATIONS
Peer-Reviewed
10. Chang, J., Zheng, C., Zhou, W.-X. and Zhou, W. (2017). Simulation-based hypothesis testing of high dimensional means
under covariance heterogeneity, Biometrics, in press.
9. Chang, J., Zhou, W., Zhou, W.-X. and Wang, L. (2017). Comparing large covariance matrices under weak conditions on
the dependence structure and its application to gene clustering, Biometrics, Vol. 73, pp. 31–41. DOI: 10.1111/biom.12552.
8. Chang, J., Yao, Q. and Zhou, W. (2017). Testing for high-dimensional white noise using maximum cross-correlations,
Biometrika, Vol. 104, pp. 111–127. DOI: 10.1093/biomet/asw066.
7. Chang, J., Shao, Q.-M. and Zhou, W.-X. (2016). Cramér-type moderate deviations for Studentized two-sample U -statistics
with applications, The Annals of Statistics, Vol. 44, pp. 1931–1956. DOI: 10.1214/15-AOS1375.
6. Chang, J., Tang, C. Y. and Wu, Y. (2016). Local independence feature screening for nonparametric and semiparametric
models by marginal empirical likelihood, The Annals of Statistics, Vol. 44, pp. 515–539. DOI: 10.1214/15-AOS1374.
5. Chang, J., Guo, B. and Yao, Q. (2015). High dimensional stochastic regression with latent factors, endogeneity and
nonlinearity, Journal of Econometrics, Vol. 189, pp. 297–312. DOI: 10.1016/j.jeconom.2015.03.024.
4. Chang, J. and Hall, P. (2015). Double-bootstrap methods that use a single double-bootstrap simulation, Biometrika, Vol.
102, pp. 203–214. DOI: 10.1093/biomet/asu060.
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3. Chang, J., Chen, S. X. and Chen, X. (2015). High dimensional generalized empirical likelihood for moment restrictions
with dependent data, Journal of Econometrics, Vol. 185, pp. 283–304. DOI: 10.1016/j.jeconom.2014.10.011.
2. Chang, J., Tang, C. Y. and Wu, Y. (2013). Marginal empirical likelihood and sure independence feature screening, The
Annals of Statistics, Vol. 41, pp. 2123–2148. DOI: 10.1214/13-AOS1139.
1. Chang, J. and Chen, S. X. (2011). On the approximate maximum likelihood estimation for diffusion processes, The Annals
of Statistics, Vol. 39, pp. 2820–2851. DOI: 10.1214/11-AOS922.
Review Papers & Invited Discussion
1. Chang, J., Guo, J. and Tang, C. Y. (2017). Peter Hall’s contribution to empirical likelihood, Statistica Sinica, in press.
Preprints
1. Chang, J., Guo, B. and Yao, Q. (2014). Principal component analysis for second-order stationary vector time series,
Submitted.
2. Chang, J., Qiu, Y., Yao, Q. and Zou, T. (2016). On the statistical inference for large precision matrices with dependent
data, Submitted.
3. Chang, J., Delaigle, A., Hall, P. and Tang, C. Y. (2016). A frequency domain analysis of high-frequency financial data,
Submitted.
4. Chang, J., Tang, C. Y. and Wu, T. T. (2016). A new scope of penalized empirical likelihood with high-dimensional
estimating equations, Submitted.
VISITING AND PRESENTATIONS
Long Term Visiting
• Visiting Scholar, collaboration with Dr. Song Xi Chen
Department of Statistics, Iowa State University, U.S.A.
• Visiting Scholar, collaboration with Dr. Peter Hall
Department of Mathematics and Statistics, The University of Melbourne, Australia.
• Visiting Scholar, collaboration with Dr. Cheng Yong Tang
Department of Statistics and Applied Probability, National University of Singapore, Singapore.
• Visiting Scholar, collaboration with Dr. Song Xi Chen
Department of Statistics, Iowa State University, U.S.A.
• Visiting Scholar, collaboration with Dr. Song Xi Chen
Department of Statistics, Iowa State University, U.S.A.
2013.01 – 2013.02
2012.10 – 2012.12
2012.04 – 2012.07
2011.08 – 2012.02
2010.08 – 2011.02
Presentations
• A frequency domain analysis of high-frequency financial data
2017.03
2017.03
2017.03
2016.11
(Invited
(Invited
(Invited
(Invited
China.
talk)
talk)
talk)
talk)
Departmental Seminar of Wuhan University, Wuhan, China.
Departmental Seminar of Capital Normal University, Beijing, China.
Departmental Seminar of Renmin University of China, Beijing, China.
2nd Young Statistical Researchers Workshop, Shanghai University of Finance and Economics, Shanghai,
• On the statistical inference for large precision matrices with dependent data
2016.11 (Invited talk) 2016 Nankai Forum of Young Statistical Researchers, Tianjin, China.
• A new scope of penalized empirical likelihood with high-dimensional estimating equations
2017.04 (Invited talk) Departmental Seminar of London School of Economics and Political Science, London, U.K.
2016.06 (Invited talk) Workshop of Empirical Likelihood Based Methods in Statistics, Singapore.
• Testing for vector white noise using maximum cross correlations
2017.04
2016.11
2016.11
2016.10
2016.08
2016.05
(Invited
(Invited
(Invited
(Invited
(Invited
(Invited
talk)
talk)
talk)
talk)
talk)
talk)
Young Statistical Researchers Workshop, Zhongnan University of Economics and Law, Wuhan, China.
Departmental Seminar of Zhejiang University, Hangzhou, China.
Departmental Seminar of Zhejiang Gongshang University, Hangzhou, China.
Departmental Seminar of Australian National University, Canberra, Australia.
2016 Joint Statistical Meetings, Chicago, U.S.A.
Workshop of High-dimensional Data Modeling and Analysis in the Age of Big Data, Beijing, China.
• Principal component analysis for second-order stationary vector time series
Original title: Segmenting multiple time series by contemporaneous linear transformation: PCA for time series
2017.03 (Invited talk) Departmental Seminar of Beijing Normal University, Beijing, China.
2015.12 (Invited talk) 2015 Tsinghua-Sanya International Workshop on Time Series Econometrics, Sanya, China.
Jinyuan Chang
2015.08
2015.07
2015.06
2015.06
2014.07
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(Invited talk) 2015 Joint Statistical Meetings, Seattle, U.S.A.
(Invited talk) 2015 IMS-China International Conference on Statistics and Probability, Kunming, China.
(Invited talk) New Researchers Conference on High-dimensional Statistics in the Age of Big Data, Beijing, China.
(Invited talk) 2015 ICSA/Graybill Joint Conference, Fort Collins, U.S.A.
(Invited talk) Australian Statistical Conference in conjunction with the Institute of Mathematical Statistics Annual
Meeting, Sydney, Australia.
• Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood
2015.04 (Invited talk) Departmental Seminar of Capital Normal University, Beijing, China.
2015.03 (Invited talk) Departmental Seminar of Peking University, Beijing, China.
2014.07 The 3rd Institute of Mathematical Statistics Asia Pacific Rim Meeting, Taipei, Taiwan.
• Simulation-based hypothesis testing of high dimensional means under covariance heterogeneity – An alternative
road to high dimensional tests
2016.12
2015.05
2014.12
2014.03
(Invited
(Invited
(Invited
(Invited
talk)
talk)
talk)
talk)
The 10th ICSA International Conference, Shanghai, China.
Departmental Seminar of London School of Economics and Political Science, London, U.K.
Departmental Seminar of Southwestern University of Finance and Economics, Chengdu, China.
Departmental Seminar of Peking University, Beijing, China.
• Double-bootstrap methods that use a single double-bootstrap simulation
2014.09
2014.08
2014.04
2014.04
2014.03
2014.03
(Invited talk) Departmental Seminar of Southwestern University of Finance and Economics, Chengdu, China.
2014 Joint Statistical Meetings, Boston, U.S.A.
(Invited talk) Departmental Seminar of Shanghai Jiao Tong University, Shanghai, China.
(Invited talk) Shanghai Center for Mathematical Sciences, Shanghai, China.
(Invited talk) Departmental Seminar of Tsinghua University, Beijing, China.
(Invited talk) Departmental Seminar of Capital Normal University, Beijing, China.
• High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
Original title: Modeling high dimensional non-stationary time series via observed and latent factors
2014.04
2014.03
2013.07
2013.06
(Invited talk)
(Invited talk)
IMS-SWUFE
(Invited talk)
Departmental Seminar of Xiamen University, Xiamen, China.
Departmental Seminar of Chinese Academy of Sciences, Beijing, China.
International Conference on Statistics and Probability, Chengdu, China.
Departmental Seminar of Beijing Normal University, Beijing, China.
• Marginal empirical likelihood and sure independence feature screening
2013.12
2013.08
2013.05
2013.03
(Invited talk) Departmental Seminar of Southwestern University of Finance and Economics, Chengdu, China.
2013 Joint Statistical Meetings, Montréal, Canada.
The 17th Workshop of Probability and Statistics in Beijing-Tianjin Region, Beijing, China.
(Invited talk) 2013 Peking University Spring Statistical Meeting, Beijing, China.
• High dimensional generalized empirical likelihood for moment restrictions with dependent data
Original title: High dimensional empirical likelihood for general estimating equations with dependent data
2014.04
2012.07
2012.06
2012.05
2011.05
(Invited talk) Departmental Seminar of Shanghai University of Finance and Economics, Shanghai, China.
The 8th World Congress in Probability and Statistics, Istanbul, Turkey.
(Invited talk) Departmental Seminar of Capital Normal University, Beijing, China.
The 16th Workshop of Probability and Statistics in Beijing-Tianjin Region, Beijing, China.
(Invited talk) Tsinghua International Conference in Econometrics, Beijing, China.
• On the approximate maximum likelihood estimation for diffusion processes
2011.08 2011 Joint Statistical Meetings, Miami, U.S.A.
2011.07 (Invited talk) Frontiers in Financial Econometrics Workshop, Brisbane, Australia.
2010.06 International Conference on Quantitative Methods in Business Applications, Beijing, China.
LANGUAGES
• English (fluent in reading, speaking and writing)
• Mandarin (fluent in reading, speaking and writing)