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

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