makchen

CHEN, Kani
陳卡你

(PhD Columbia)

Phone: (852) 2358 7425
Email: makchen@ust.hk
Office: Room 3426
Home Page

Professor / Director of MSc in Financial Mathematics



Research Interests

Survival analysis; sequential analysis; boot-strapping; empirical process; stochastic modeling; missing data and EM algorithm

Teaching

  • MATH3425  Stochastic Modeling
  • MATH6912S  Reading Course: Topics on AI Applications in Web3

Awards & Honors

  • Professor Kani CHEN and Professor Yang WANG, along with their students Haowei YANG and Xiaolong WANG, won the Gold Medal at the 50th Geneva International Exhibition of Inventions, which was held by the International Federation of Inventors' Associations   (2025)

Selected Publications

  Article

  1. NFTracer: Tracing NFT Impact Dynamics in Transaction-flow Substitutive Systems with Visual Analytics
    • Author(s): Cao, Yifan; Shi, Qing; Shen, Lue; Chen, Kani; Wang, Yang; Zeng, Wei; Qu, Huamin
    • Source: IEEE Transactions on Visualization and Computer Graphics, May 2024, article number 10534787, p. 1-18
    • Year: 2024

  2. Linearized maximum rank correlation estimation
    • Author(s): Shen, Guohao; Chen, Kani; Huang, Jian; Lin, Yuanyuan
    • Source: Biometrika, v. 110, (1), March 2023, p. 187-203
    • Year: 2023

  3. A General Pairwise Comparison Model for Extremely Sparse Networks
    • Author(s): Han, Ruijian; Xu, Yiming; Chen, Kani
    • Source: Journal of the American Statistical Association, 15 April 2022
    • Year: 2022

  4. Metric learning via cross-validation
    • Author(s): Dai, Linlin; Chen, Kani; Li, Gang; Lin, Yuanyuan
    • Source: Statistica Sinica, v. 32, (3), July 2022, p. 1701-1721
    • Year: 2022

  5. Broken adaptive ridge regression for right-censored survival data
    • Author(s): Sun, Zhihua; Liu, Yi; Chen, Kani; Li, Gang
    • Source: Annals of the Institute of Statistical Mathematics, v. 74, (1), February 2022, p. 69-91
    • Year: 2022

  6. Surprise sampling: Improving and extending the local case-control sampling
    • Author(s): Shen, Xinwei; Chen, Kani; Yu, Wen
    • Source: Electronic Journal of Statistics, v. 15, (1), May 2021, p. 2454-2482
    • Year: 2021

  7. Curiosity-Driven Recommendation Strategy for Adaptive Learning via Deep Reinforcement Learning
    • Author(s): Han, Ruijian; Chen, Kani; Tan, Chunxi
    • Source: British Journal of Mathematical and Statistical Psychology, v. 73, (3), 21 February 2020, p. 522-540
    • Year: 2020

  8. Bivariate gamma model
    • Author(s): Han, Ruijian; Chen, Kani; Tan, Chunxi
    • Source: Journal of Multivariate Analysis, v. 180, November 2020, article number 104666
    • Year: 2020

  9. The broken adaptive ridge procedure and its applications
    • Author(s): Dai, Linlin; Chen, Kani; Li, Gang
    • Source: Statistica Sinica, v. 30, (2), April 2020, p. 1069-1094
    • Year: 2020

  10. Asymptotic theory of sparse Bradley–Terry model
    • Author(s): Han, Ruijian; Ye, Rougang; Tan, Chunxi; Chen, Kani
    • Source: Annals of Applied Probability, v. 30, (5), October 2020, p. 2491-2515
    • Year: 2020

  11. In vivo single-cell lineage tracing in zebrafish using high-resolution infrared laser-mediated gene induction microscopy
    • Author(s): He, Sicong; Tian, Ye; Feng, Shachuan; Wu, Yi; Shen, Xinwei; Chen, Kani; He, Yingzhu; Sun, Qiqi; Li, Xuesong; Xu, Jin; Wen, Zilong; Qu, Jianan
    • Source: eLife, v. 9, January 2020, article number e52024
    • Year: 2020

  12. Estimation of dynamic mixed double factors model in high-dimensional panel data
    • Author(s): Fang, Guobin; Zhang, Bo; Chen, Kani
    • Source: Soft Computing, v. 24, (4), February 2020, p. 2527-2541
    • Year: 2020

  13. Efficient Estimation and Computation of Parameters and Nonparametric Functions in Generalized Semi/non-parametric Regression Models
    • Author(s): Zhou, Ling; Lin, Huazhen; Chen, Kani; Liang, Hua
    • Source: Journal of Econometrics, v. 213, (2), December 2019, p. 593-507
    • Year: 2019

  14. Maximum Likelihood Estimation in Transformed Linear Regression With Nonnormal Errors
    • Author(s): Tong, Xingwei; Gao, Fuqing; Chen, Kani; Cai, Dingjiao; Sun, Jianguo
    • Source: Annals of Statistics, v. 47, (4), August 2019, p. 1864-1892
    • Year: 2019

  15. Adaptive Learning Recommendation Strategy Based on Deep Q-learning
    • Author(s): Tan, Chunxi; Han, Ruijian; Ye, Rougang; Chen, Kani
    • Source: Applied Psychological Measurement, July 2019, article number UNSP 0146621619858674
    • Year: 2019

  16. Broken adaptive ridge regression and its asymptotic properties
    • Author(s): Dai, Linlin; Chen, Kani; Sun, Zhihua; Liu, Zhenqiu; Li, Gang
    • Source: Journal of Multivariate Analysis, v. 168, November 2018, p. 334-351
    • Year: 2018

  17. Robust rank estimation for transformation models with random effects
    • Author(s): Lin, Y.y.; Luo, Y.; Xie, S.y.; Chen, Kani
    • Source: Biometrika, v. 104, (4), December 2017, p. 971-986
    • Year: 2017

  18. Binary Switch Portfolio
    • Author(s): Li, Tengfei; Chen, Kani; Feng, Yang; Ying, Zhiliang
    • Source: Quantitative Finance, v. 17, (5), May 2017, p. 763-780
    • Year: 2017

  19. Regression Analysis with Response-selective Sampling
    • Author(s): Chen, Kani; Lin, Yuanyuan; Yao, Yuan; Zhou, Chaoxu
    • Source: Statistica Sinica, v. 27, (4), October 2017, p. 1699-1714
    • Year: 2017

  20. End-point Sampling
    • Author(s): Yao, Yuan; Yu, Wen; Chen, Kani
    • Source: Statistica Sinica, v. 27, (1), January 2017, p. 415-435
    • Year: 2017

  21. Least product relative error estimation
    • Author(s): Chen, Kani; Lin, Yuanyuan; Wang, Zhanfeng; Ying, Zhiliang
    • Source: Journal of Multivariate Analysis, v. 144, February 2016, p. 91-98
    • Year: 2016

  22. Semiparametric transformation models for causal inference in time-to-event studies with all-or-nothing compliance
    • Author(s): Yu, Wen; Chen, Kani; Sobel, Michael E.; Ying, Zhiliang
    • Source: Journal of the Royal Statistical Society. Series B: Statistical Methodology, v. 77, (2), March 2015, p. 397-415
    • Year: 2015

  23. Semiparametric Estimation of a Self-exciting Regression Model with an Application in Recurrent Event Data Analysis
    • Author(s): Bai, Fangfang; Chen, Feng; Chen, Kani
    • Source: Statistica Sinica, v. 25, (4), October 2015, p. 1503-1526
    • Year: 2015

  24. Functional and Parametric Estimation in a Semi-and Nonparametric Model with Application to Mass-Spectrometry Data
    • Author(s): Ma, Weiping; Feng, Yang; Chen, Kani; Ying, Zhiliang
    • Source: International Journal of Biostatistics, v. 11, (2), November 2015, p. 285-303
    • Year: 2015

  25. Case-cohort analysis of clusters of recurrent events
    • Author(s): Chen, Feng; Chen, Kani
    • Source: Lifetime Data Analysis, v. 20, (1), January 2014, p. 1-15
    • Year: 2014

  26. Modeling Event Clustering Using the m-Memory Cox-Type Self-Exciting Intensity Model
    • Author(s): Chen, Feng; Chen, Kani
    • Source: International Journal of Statistics and Probability, v. 3, (3), July 2014, p. 126-137
    • Year: 2014

  27. Efficient estimation of the censored linear regression model
    • Author(s): Lin, Yuanyuan; Chen, Kani
    • Source: Biometrika, v. 100, (2), June 2013, p. 525-530
    • Year: 2013

  28. Analysis of cohort survival data with transformation model
    • Author(s): Chen, K.; Sun, L.; Tong, X.
    • Source: Statistica Sinica, v. 22, (2), 2012, p. 489-508
    • Year: 2012

  29. Efficient estimation for the Cox model with varying coefficients
    • Author(s): Chen, Kani; Lin, Huazhen; Zhou, Yong
    • Source: Biometrika, v. 99, (2), June 2012, p. 379-392
    • Year: 2012

  30. ANALYSIS OF MULTIVARIATE FAILURE TIME DATA USING MARGINAL PROPORTIONAL HAZARDS MODEL
    • Author(s): Chen, Ying; Chen, Kani; Ying, Zhiliang
    • Source: Statistica Sinica, v. 20, (3), 2010, JUL, p. 1025-1041
    • Year: 2010

  31. Varying coefficient transformation models with censored data
    • Author(s): Chen, K.; Tong, X.
    • Source: Biometrika, v. 97, (4), 2010, p. 969-976
    • Year: 2010

  32. Global Partial Likelihood for Nonparametric Proportional Hazards Models
    • Author(s): Chen, Kani; Guo, Shaojun; Sun, Liuquan; Wang, Jane-Ling
    • Source: Journal of the American Statistical Association, v. 105, (490), 2010, JUN, p. 750-760
    • Year: 2010

  33. Least absolute relative error estimation
    • Author(s): Chen, Kani; Wang, Zhanfeng; Lin, Yuanyuan; Ying, Zhiliang
    • Source: Journal of the American Statistical Association, v. 105, (491), 2010, Sep, p. 1104-1112
    • Year: 2010

  34. Analysis of Absolute Deviation
    • Author(s): Chen, Kani; Ying, Zhiliang; Zhang, Hong; Zhao, Lincheng
    • Source: Biometrika, 95; 107-122
    • Year: 2008

  35. Analysis of least absolute deviation
    • Author(s): Chen, Kani; Ying, Zhiliang; Zhang, Hong; Zhao, Lincheng
    • Source: Biometrika, v. 95, (1), 2008, MAR, p. 107-122
    • Year: 2008

  36. Design-adaptive minimax local linear regression for longitudinal/clustered data
    • Author(s): Chen, Kani; Fan, Jianqing; Jin, Zhezhen
    • Source: Statistica Sinica, v. 18, (2), 2008, APR, p. 515-534
    • Year: 2008

  37. Partial linear regression models for clustered data
    • Author(s): Chen, K.; Jin, ZZ
    • Source: Journal of the American Statistical Association, v. 101, (473), 2006, MAR, p. 195-204
    • Year: 2006

  38. Rank estimation in partial linear model with censored data
    • Author(s): Chen, KN; Shen, J.; Ying, ZL
    • Source: Statistica Sinica, v. 15, (3), 2005, JUL, p. 767-779
    • Year: 2005

  39. Local polynomial regression analysis of clustered data
    • Author(s): Chen, KN; Jin, ZZ
    • Source: Biometrika, v. 92, (1), 2005, MAR, p. 59-74
    • Year: 2005

  40. Statistical estimation in the proportional hazards model with risk set sampling
    • Author(s): Chen, K.
    • Source: The Annals of Statistics, v. 32, (4), 2004, AUG, p. 1513-1532
    • Year: 2004

  41. Linear minimax efficiency of local polynomial regression smoothers
    • Author(s): Chen, KN
    • Source: Journal of nonparametric statistics, v. 15, (3), 2003, JUN, p. 343-353
    • Year: 2003

  42. Semiparametric analysis of transformation models with censored data
    • Author(s): Chen, KN; Jin, ZZ; Ying, ZL
    • Source: Biometrika, v. 89, (3), 2002, SEP, p. 659-668
    • Year: 2002

  43. Generalized case-cohort sampling
    • Author(s): Chen, Kani
    • Source: Journal of the Royal Statistical Society. Series B: Statistical Methodology, v. 63, (4), 2001, p. 791-809
    • Year: 2001

  44. Parametric models for response-biased sampling
    • Author(s): Chen, Kani
    • Source: Journal of the Royal Statistical Society. Series B: Statistical Methodology, v. 63, (4), 2001, p. 775-789
    • Year: 2001

  45. Parametric and semiparametric models for recapture and removal studies: a likelihood approach
    • Author(s): Chen, Kani
    • Source: Journal of the Royal Statistical Society. Series B: Statistical Methodology, v. 63, (3), 2001, p. 607-619
    • Year: 2001

  46. Optimal sequential designs of case-control studies
    • Author(s): Chen, K.
    • Source: The Annals of Statistics, v. 28, (5), 2000, OCT, p. 1452-1471
    • Year: 2000

  47. A note on uniform consistency of the product-limit estimator with staggered entry
    • Author(s): Chen, K.; Ying, ZL
    • Source: Statistics & probability letters, v. 42, (3), 1999, APR 15, p. 275-281
    • Year: 1999

  48. Case-cohort and case-control analysis with Cox's model
    • Author(s): Chen, K.; Lo, SH
    • Source: Biometrika, v. 86, (4), 1999, DEC, p. 755-764
    • Year: 1999

  49. On the rate of uniform convergence of the product-limit estimator: Strong and weak laws
    • Author(s): Chen, K.; Lo, SH
    • Source: The Annals of Statistics, v. 25, (3), 1997, JUN, p. 1050-1087
    • Year: 1997

  50. A counterexample to a conjecture concerning the Hall-Wellner band
    • Author(s): Chen, K.; Ying, ZL
    • Source: The Annals of Statistics, v. 24, (2), 1996, APR, p. 641-646
    • Year: 1996

  51. On bootstrap accuracy with censored data
    • Author(s): Chen, K.; Lo, SH
    • Source: The Annals of Statistics, v. 24, (2), 1996, APR, p. 569-595
    • Year: 1996

  52. ON ASYMPTOTIC OPTIMALITY OF ESTIMATING FUNCTIONS
    • Author(s): CHEN, K.; HEYDE, CC
    • Source: Journal of statistical planning and inference, v. 48, (1), 1995, NOV 1, p. 101-112
    • Year: 1995

  Conference paper

  1. Developing a Multilingual Dataset and Evaluation Metrics for Code-Switching: A Focus on Hong Kong’s Polylingual Dynamics
    • Author(s): Xie, Peng; Chen, Kani
    • Source: International Conference on Acoustics, Speech, and Signal Processing (ICASSP) / IEEE. Piscataway, NJ : IEEE, 2025, article number 10890166
    • Year: 2025

  2. Integration of Genetic Algorithms and Trading Simulation for Enhanced Stock Price Prediction and Optimization of Quantitative Trading Strategies
    • Author(s): Sun, Lei; Diao, Shizhe; Lyu, Benmeng; Chen, Kani
    • Source: CECCT 2024 - Conference Proceedings: 2024 2nd International Conference on Electronics, Computers and Communication Technology / Association for Computing Machinery. New York, United States : Association for Computing Machinery, 2025, p. 166-171
    • Year: 2024

  3. Efficient Denoising Diffusion via Probabilistic Masking
    • Author(s): Zhang, Weizhong; Zhang, Zhiwei; Pi, Renjie; Jin, Zhongmin; Gao, Yuan; Ye, Jianping; Chen, Kani
    • Source: Proceedings of Machine Learning Research, v. 235, p. 60359-60378
    • Year: 2024