Guang Cheng (Updated on 11/12/2007)
Postdoctoral
Fellow
Phone: (608)347-5572
Statistical and
Applied Mathematical Sciences Institute (SAMSI)
E-mail: chengg@samsi.info
Research
Triangle Park, NC 27709-4006
Education
09/03-07/06
Ph.D. in Statistics (Completed in
2 years and 10 months)
Minor in Mathematics and Computer
Science
Department
of Statistics, University of Wisconsin-Madison
Advisor: Michael
R.Kosorok
Dissertation: Higher Order Semiparametric Frequentist Inference and
the Profile Sampler
09/98-07/02
B.A. in Economics
School of Economics and
Management, Tsinghua University,
Experience
Postdoctoral
Fellow
08/2007-
Statistical and Applied Mathematical Sciences
Institute (SAMSI)
Participating
Program: Risk
Analysis, Extreme Events and Decision Theory
Working
groups: Multivariate
Extremes - Methodology led by Prof. Richard Smith,
UNC-Chapel Hill
Multivariate
Extremes - Applications led by Prof. Wenbin Lu, NC State
Visiting
Assistant Professor
08/2006-07/2007 Department of Statistical Science, Duke
Courses
Taught: Ph.D. Special Topic Course: Asymptotic Statistics and Empirical Processes
Undergraduate Course (95 students): Data Analysis and
Statistical Inference
Research
Interest
Asymptotic
Statistics
Extreme Value
Theory
Applied
Probability, Empirical Processes [A.1-3, B.2]
Semiparametric
Model: Bayesian Asymptotics [A.1-3], Variable Selection [A.5, B.3], K-step MLE
[A.6]
Statistical
Inference under Shape Constraints [A.4, B.1, B.4]
The
Applications of Markov Chain Model [A.7]
Identification
and Estimation of Multiple Components [B.5]
Publications
A. Refereed Papers/Papers
under Review
1.
Guang Cheng and Michael
Kosorok (2007), Higher Order Semiparametric
Frequentist Inference with the Profile Sampler
Annals
of Statistics, In
press (34 pages)
2.
Guang Cheng and Michael
Kosorok (2007), General Frequentist Properties
of the Posterior Profile Distribution
Annals
of Statistics, In
press (37 pages)
3.
Guang Cheng and Michael
Kosorok (2007), The Penalized Profile Sampler
Journal
of Multivariate Analysis,
Invited revision submitted
4.
Guang Cheng (2007), Semiparametric Additive
Isotonic Regression
Journal of Statistical
Planning and Inference,
Under review
5. Guang Cheng and Helen Zhang (2007), Efficient
Estimation and Consistent Variable Selection for Partial Spline Models
Journal of American
Statistical Association,
Under review
6.
Guang Cheng (2007), Convergence Rate of K-Step Maximum Likelihood Estimate
in Semiparametric Models
Statistics
and Probability Letters, Under
review
7.
Chao Liang, Guang Cheng, Teri Balser
(2006), Evaluating
the Microbial Role in Soil Carbon Dynamics Using Markov Chain Analysis
18th World Congress of Soil Science
B. Working
Papers
1.
Monotone Median Regression for Partially Linear Models
2.
Entropy Calculations for High Dimensional Monotone Functions over Noncompact
Support
3.
Linear or Nonlinear? Automatic Selection for Partial Linear Models
with Helen Zhang at NC-State
4.
Variable Selection in Partial Linear Models under Monotonicity Constrains
with
Moulinath
Banerjee at University of
5.
Multi-Dimensional Biomolecular NMR Studies: Signal Enhancement and
Identification
with Nicoleta Serban at Georgia
Tech
Presentations
A.
"Semiparametric Additive Isotonic Regression"
2007
Nonparametric Conference: Current and Future Trends in Nonparametrics,
10th New Researchers
Conference,
B.
"Higher Order Semiparametric Frequentist Inference Based on the Profile
Sampler"
Department of Mathematics,
Department of Statistics,
Department of Statistics,
Department of Statistics and Actuarial
Science,
SAMSI,
Department of Statistics,
Department of Statistics and Applied
Probability, National
2006 Joint Statistical Meetings,
Teaching
Interest
Undergraduate
Level:
Introduction
to Probability; Mathematical Statistics; Statistical Inference and Data
Analysis;
Graduate
Level:
Theory of
Probability, Stochastic Processes, Mathematical Statistics; Statistical Large
Sample Theory; Empirical Processes and Semiparametric Inference; Survival
Analysis; Bayesian Inference and Decision Theory
