个人信息与联系方式(Personal Information):
严晓东(Xiaodong Yan)
山东大学经济学院副研究员(副高)
硕士生导师,未来学者
(Associate Professor at School of Economics, Shandong University)
Email:yanxiaodong@sdu.edu.cn
通讯地址:山东省济南市山大南路27号,山东大学经济学院,邮编250100
(Mailing Address: No. 27 Shanda Nanlu, School of Economics, Shandong University,
Jinan City, Shandong Province, P.R. China. Post Code: 250100)
my personal website:
http://www.econ.sdu.edu.cn/info/1261/32376.htm or http://faculty.sdu.edu.cn/yanxiaodong/zh_CN/index/22047/list/index.htm
研究方向(Research Interests):
机器学习(Machine Learning)
应用统计(Applied Statistics)
大数据技术(Big Data Technology)
金融科技(Fintech)
教育背景(Education):
Dec., 2017- Apr., 2018 Post-doc of Hong Kong Polytechnic University, Hong Kong
Oct., 2014-Dec., 2014 Research Assistant of the Chinese University of Hong Kong
Sep., 2013- Dec. 2017 Joint PhD of the Hong Kong Polytechnic University and
Yunnan University
Sep., 2011-Jul., 2013 M.A. in Applied Statistics, Yunnan University, Yunnan,
Sep., 2006 – Jul., 2010 B.Sc. in Information and Computing Science, Shandong Economic University, Shandong
发表论文(Publications):
1. Niansheng Tang, Xiaodong Yan and Xingqiu Zhao, 2020. Penalized generalized empirical likelihood with a diverging number of general estimating equations for censored data. Annals of Statistics,48,60-67
2. Jihan Xie, Yuanyuan Lin, Xiaodong Yan and Niansheng Tang, 2019.Categorical-adaptive variable screening for ultra-high dimensional heterogeneous categorical data. Journal of the American Statistical Association,,00,1-14
3. Niansheng Tang, Xiaodong Yan and Puying Zhao,2018. Exponentially tilted likelihood inference for growing dimensional unconditional moment models,2018,Journal of Econometrics, 202, 57-74.
4. Xiaodong Yan, Guosheng Yin and Xingqiu Zhao, 2019.Subgroup analysis in censored linear regression, Statistica Sinica, forthcoming.
DOI:10.5705/ss.202018.0319
5. Jinhan Xie, Xiaodong Yan and Niansheng Tang,2019. A model-averaging method for high-dimensional regression with missing responses at random . Statistica Sinica, forthcoming. DOI:
10.5705/ss.202018.0297
6. Xinfeng Yang, Xiaodong Yan and Jian Huang, 2019. High-dimensional integrative analysis with homogeneity and sparsity recovery. Journal of Multivariate Analysis, 174,104529
7. Xiaoxia Li, Niansheng Tang, Jinhan Xie and Xiaodong Yan,2019.A nonparametric feature screening method for ultrahigh-dimensional missing data, Computational Statistics and Data Analysis . forthcoming.
8. Niansheng Tang, Linli Xia, Xiaodong Yan, 2019. Feature screening in ultrahigh-dimensional partially linear models with missing responses at random. Computational Statistics & Data Analysis, 133 ,208–227
9. Xiaodong Yan, Jinhan Xie, Xianwen Ding, Zhiqiang Wang, 2017. Fused mean variance filter for ultra-high dimensional data, 2017 ,Computational Statistics & Data Analysis, 122, 18-32.
10. Yangming Ou, Xiaodong Yan,Ji Chen, Niansheng Tang and Xinyuan Song,2017. Bayesian local influence of structural equation models,Computational Statistics & Data Analysis, 111, 102-115.
11. Xinfeng Yang and Xiaodong Yan, 2020. Mechanism and a new algorithm for nonconvex clustering, Journal of Statistical Computation and Simulation, 90(4),719-746
工作论文(Working Papers):
1. Bi-integrative analysis for panel data model.
2. K-regression method for Integrative analysis.
项目(Project):
1. 国家自然科学青年基金项目,高维异质性回归模型的融合分析和统计推断。项目号:11901352。 2020.1-2022.12,第一,25万
2. 省自然科学基金项目,不完全超高维数据的降维方法探究与应用,项目号:ZR2019BA017,2019.07-2022.06,第一,10万
3. 省社科规划基金项目,大数据背景下加强山东金融与风险预测及化解机制研究,项目号:19DTJJ03, 2019.04-2021.12,第一,2万
4. 山东大学未来学者计划经费,异质性建模的统计方法研究,项目号:11020088964008, 2018.03-2021.03,在研,第一,20万+
5. 国家自然科学基金面上项目,大数据背景下隐私监管对平台型企业竞争策略的影响研究 71973082, 2019.12-2021.12,第四,47万
6. 地区科学基金项目,11561074,纵向数据与生存数据的半参数联合模型,2016.01-2019.12,在研,参加。
7. 地区科学基金项目,11561075,复杂数据下众数回归模型的变量选择及统计诊断研究,2016.01-2019.12,在研,参加。
获奖及荣誉 (Awards and Honors)
Excellent Graduate Award, 2010
Excellent Exchange Student Award of Shandong University, 2008
First-class Scholarship of Shandong Economic University, 2007
Wu Daguang Award, 2016
Young Scholars Program of Shandong University,2018
最近学术活动(Latest Academic Activities)
2017
Conference Participation: 2017.11.12-2017.11.14. 全国青年统计博士论坛,广州大学,“A nonparametric feature screening for ultrahigh-dimensional censored data”
2018
Invited Talk: 2018/1/25, Shandong University of Finance and Economics, “An overview of Spearman filter for feature screening”
Invited Talk: 2018/5/7, Qufu Normal University, “Fused Mean-variance Filter for Feature Screening”
Invited Talk: 2018/6/13, Nankai University, “Simultaneous estimation and homogeneity recovery for censored regression data”
Invited Talk: 2018/6/20, Chengdu Medical College, “Feature screening for ultrahigh-dimensional data (a case study of Spearman filter)”
Conference Participation:2018/10/12-10/14, 第二届江苏师范大学全国概率统计青年学者会议,“Spearman rank correlation screening for high dimensional censored data”
Conference Participation:2018/10/26-10/28, 第十一届概率统计年, 西南财经大学,“Fused mean variance filter for feature screening”
Invited Talk: 2018/11/1, Shandong University, 2018年秋季学期第六期青联学术午餐会, “大数据时代下的大数据分析”
Invited Talk: 2018/11/14, Shandong University , Weihai, “The issue of risk prediction in the age of big data”
Conference Participation: 2018/11/30-12/2, Nanjing Audit University , Nanjing, 全国工业统计学教学研究会第九届全国会员代表大会暨2018年学术年会,“High-dimensional integrative analysis with homogeneity and sparsity recovery.”
Conference Participation: 2018/12/07-12/09, East China Normal University , Shanghai, 中国现场统计研究会大数据统计分会.
Invited Talk: 2018/12/21, Shandong University of Finance and Economics, “Integrative analysis in linear regression model”
2019
Conference Participation: 2019/1/11-1/14, Xishuangbanna,Yunnan。 International Conference Data Science. Talk Title: “Covariate-specified subgroup analysis”
Conference Participation: 2019/04/19-04/21, Zhejiang Gongshang University , Hangzhou, 中国现场统计研究会高维数据统计分会第五届学术研讨会. “Heterogeneous feature screening for ultrahigh-dimensional categorical data”
Conference Participation: 2019/05/09-05/11, Shanxi Normal University , Linfen, 中国现场统计研究会生存分析分会第十三次生存分析和应用统计研讨会. “Subgroup analysis in censored linear regression”
Conference Participation: 2019/05/22,山东大学计量与统计workshop第一期
“Integrating striated model”
Conference Participation: 2019/06/12山东大学计量与统计workshop第二期“Integrative analysis for panel data model with block structure”
Conference Participation: 2019/6/14-6/16,Xiamen University. 2019 Asian Meeting of the Econometric Society. Talk Title: “K-regression method for integrative analysis”
Conference Participation: 2019/07/09:Shandong University,weihai山东大学经济研究院和商学院, 2019年山东大学计量经济学国际研讨会.“block structure recovery for panel data model with two-dimensional heterogeneity”
Conference Participation: 2019/07/15-07/17:Lanzhou,中国现场统计研究会资源与环境统计分会“K-regression method for Integrative analysis”
Invited Talk: 2019/9/25, Shandong University, 经济学院2019年秋季学期第2期(总第36期)青联学术午餐会,“K linear regression and its application”
Invited Talk: 2019/10/25, Shandong University , Weihai, 商学院“数据科学技术在金融科技中的应用”
Conference Participation: 2019/10/26, Shandong University , weihai, 数学与统计学院, “K-Stratified model with group and sparsity recovery”
Conference Participation: 2019/11/9, Shandong University 第13届山东大学保险经济与统计精算论坛(http://www.view.sdu.edu.cn/info/1021/125999.htm)
Conference Participation: 2019/11/28, Shandong University of Finance and Economics, 医疗大数据统计建模创新团队第1期工作坊系列讲座。Talk:“Simultaneous estimation and group pattern recovery for censored regression”
(http://tjxy.sdufe.edu.cn/info/1006/2558.htm)
Conference Participation: 2019/12/7, Shandong University ,山东大学人文社科青年学者沙龙暨山东大学计量与统计workshop第三期。Organizer。(http://www.econ.sdu.edu.cn/info/1712/44533.htm)
Invited Talk: 2019/12/11, Dongfang College Shandong University of Finance and Economics, 山东财经大学东方学院财税金融学院第一届科研工作会。“高校教师如何做科研”(http://www.sdor.cn/u8d22/2019/1213/c363a18867/page.htm)
Conference Participation: 2019/12/19-22, Zhejiang University 。 The11th ICSA International Conference of International Chinese StatisticsAssociation: Innovation with Statistics and DataScience。 Talk Title:“Panlized generalized empirical likelihood with a diverging number of general estimating equations for censored data”。(http://cds.zju.edu.cn/ICSA2019.aspx?k1=4&k2=79)
2020
Conference Participation: 2020/3/15,网络视频会议“科学抗疫,统计担当”
学术及社会兼职(Professional Affiliations):
山东省应用统计学会 副秘书长
中国现场统计研究会高维数据统计分会 理事
中国优选法统筹法与经济数学研究会会员
山东省大数据研究会会员
Referee for Journals: 《Communications in Mathematics and Statistics》,《Random Matrix: Theory and Application》《Chinese Journal of applied probability and statistics 》
讲授课程(Course Taught):
Undergraduate courses:
高等数学Further Mathematics
数学分析Mathematical Analysis
数据科学与大数据技术Data Science and Big Data Technology
Postgraduate courses:
保险数据科学Data Science of Insurance
经济分析中前沿计量方法Frontier Methods of Econometrics in Economics
附录
1. “Generalized empirical likelihood with a diverging number of general estimating equations for censored data”工作首次讨论了无条件矩模型在处理高维生存数据中的应用,提出删失数据下无条件矩模型,并采用惩罚广义经验似然方法估计未知参数和变量选择。 研究结果发表在统计学高水平期刊《 Annals of Statistics》。
2. “Categorical-adaptive variable screening for ultra-high dimensional heterogeneous categorical data”工作首次讨论超高维有偏分类数据的特征提取的问题,提出了独立于模型假设的筛选重要变量的自适应分类方法,解决了响应选择(Response-selective)抽样数据下的统计推断问题。研究工作发表在统计学高水平期刊《 Journal of the American Statistical Association》
3. “Exponentially tilted likelihood inference for growing dimensional unconditional moment models”论文第一次讨论了无条件矩模型在模型假定错误条件下的统计推断问题,采用了指数倾斜似然估计未知参数以及变量选择,首次从理论角度证明了模型假定错误下高维大样本性质。研究结果发表在计量经济学高水平期刊《Journal of Econometrics》
副教授 硕士生导师
性别:男
在职信息: 在职
所在单位: 中泰证券金融研究院
入职时间: 2018-03-08
学科:应用统计
统计学学科
金融
保险
联系方式: yanxiaodong@sdu.edu.cn
曾获荣誉:
2018-11-05 山东大学青年学者未来计划