Download CV

Qiongxia Song
E-mail: song@utdallas.edu, Phone: 972-883-6596
Department of Mathematical Sciences
The University of Texas at Dallas
Richardson, TX, 75080
• Education
– Ph.D in Statistics, Michigan State University, 2010
Advisor: Prof. Lijian Yang
Thesis: Application of simultaneous confidence bands in statistical inference of heteroscedastic, high dimensional and functional data
– Ph.D. in Mathematics with concentration in Probability, Wuhan University, China, 2006
Advisor: Prof. Liming Wu
Thesis: The problems on Glauber dynamics and large deviation principle
– B.S. in Mathematics, Wuhan University, China, 2001
• Professional Experience
– Assistant Professor, The University of Texas at Dallas, 2010– Teaching Assistant, Michigan State University, 2006-2007, 2008-2009
– Research Assistant, Michigan State University, 2007-2008
• Honors and Awards
– Elected Member, International Statistical Institute, November 2011
– Dissertation Completion Fellowship, Michigan State University, Spring, 2010
– IMS Travel Award, IMS-1st Asian Pacific Rim Meeting, Seoul, Korea, June, 2009
– IMS Laha Award, Institute of Mathematical Statistics, Washington DC, August, 2009
– NSF Travel Award, Second Midwest Statistics Research Colloquium, Chicago, March,
2009
– Summer Research Fellowship, Michigan State University, Summer, 2008
– Scholarships for Academic Excellence, Wuhan University, 1998-2001
Research Experience
• Research Interests
– Non- and semiparametric method: polynomial splines and local polynomial smoothing;
Computational statistics
1
– Simultaneous confidence bands for heteroscedastic, high dimensional and functional
data/longitudinal data analysis
– Nonlinear time series analysis, additive model, GARCH model
– Large deviation principles and their applications
• Publications and Working Papers
– Published Papers
· Song, Q. (2013) Nonparametric derivative estimation with simultaneous confidence
bands: a spline method., Communications in Statistics: Theory and Methods, accepted DOI: 10.1080/03610926.2013.830749.
· Song, Q., Liu, R., Shao, Q. and Yang, L. (2013) Simultaneous confidence bands for
functional regression curve. Communications in Statistics: Theory and Methods,
accepted DOI:10.1080/03610926.2012.729643.
· Yang, Y., Xu, S. and Song, Q.* (2013) A simulation study for a linear regression
model with an interval-censored continuous covariate. Communications in Statistics:
Simulation and Computation, accepted DOI:10.1080/03610918.2012.756909.
· Yang, Y. and Song, Q. (2014) Jump detection in nonparametric time series regression models: a spline approach, Annals of Institute of Statistical Mathematics, 66,
325–344.
· Ma, S., Song, Q. and Wang, L. (2013) Simultaneous variable selection and estimation
in semiparametric modeling of longitudinal/clustered Data, Bernoulli, 19, 252–274.
· Yang, Y., Xu, Y. and Song, Q.* (2012) Spline confidence bands for variance
functions in nonparametric time series regressive models, Journal of nonparametric
statistics, 24, 699–714.
· Wang, L., Feng, C., Song, Q. and Yang, L. (2012) Efficient semiparametric GARCH
modelling of financial volatility, Statistica Sinica, 22, 249-270.
· Song, Q. and Yang, L. (2010) Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band, Journal of Multivariate Analysis 101, 2008-2025.
· Song, Q. and Yang, L. (2009) Spline confidence bands for variance function via
oracle efficient estimation, Journal of Nonparametric Statistics 21, 589–609.
· Song, Q. (2008) Large deviations for Glauber Dynamics of continuous Gas, Sci.
China Ser. A 51, No.5, 973-986.
· Ma, Y., Song, Q. and Wu, L. (2007) Large deviation principles with respect to the
τ -topology for exchangeable sequences: a necessary and sufficient condition, Statist.
Probab. Lett. 77, No. 3, 239–246.
· Ma, Y. and Song, Q. (2007) Moderate deviations for Lipschitzian additive functionals
of Markov processes, Acta. Math. Sinica. 50, No. 1, 33–42.
– Submitted Papers
2
· Chen, M., Song, Q. Forecast Financial Volatility: an Exogenous Log-GARCH model,
submitted.
· Chen, M., Song, Q. Simultaneous inference for the mean of functional time series,
submitted.
• Conferences and Presentations
– Invited Conference Talks
∗ COTS 2014, Richardson, March, 2014
∗ Ordered Data Analysis, Models and Health Research Methods: An International
Conference in Honor of H.N. Nagaraja for His 60th Birthday, Richardson, March,
2014
∗ ICSA Applied Statistics Symposium, Bethesda, June, 2013
∗ ICSA Applied Statistics Symposium, Boston, June, 2012
∗ Joint Statistical Meetings, Washington DC, August, 2009
∗ IMS-1st Asian Pacific Rim Meeting, Seoul, June, 2009
∗ ICSA Applied Statistics Symposium, San Francisco, June, 2009
– Invited Colloquium Talks
∗ Texas A&M University, September 2014
∗ Oregon State University, November, 2013
∗ University of Illinois at Chicago, November, 2013
∗ University of Alabama, February, 2013
∗ Southern Methodist University, Dallas, September, 2012
∗ University of Arizona, Tucson, February, 2010
∗ University of Texas at Dallas, Richardson, February, 2010
∗ Michigan Technological University, Houghton, January, 2010
∗ Syracuse University, Syracuse, January, 2010
∗ Illinois Institute of Technology, Chicago, January, 2010
– Other Presentations
∗ Joint Statistical Meeting, San Diego, August, 2012
∗ Joint Statistical Meeting, Miami, August, 2011
∗ ICSA Applied Statistics Symposium, New York, June, 2011
∗ Second Midwest Statistics Research Colloquium, Chicago, March, 2009
∗ Winter workshop at University of Florida, Gainsville, January, 2009
∗ Joint Statistical Meetings, Denver, August, 2008
Teaching & Consulting Experience
3
• Teaching Experience
– Fall 2010, STAT3360, Statistics for Economics and Business,
– Fall 2011 STAT1342, Statistical Decision Making,
– Spring 2012, STAT1342, Statistical Decision Making, Instructor and course coordinator,
– Spring 2012, STAT6390, Topics in Statistics: Nonparametric Regression,
– Fall 2012, STAT1342, Statistical Decision Making,
– Fall 2012, STAT5351, Statistics and Probability I,
– Spring 2013, STAT1342, Statistical Decision Making,
– Spring 2013, STAT5352, Statistics and Probability II,
– Fall 2013, STAT1342, Statistical Decision Making,
– Fall 2013, STAT5351, Statistics and Probability I.
– Spring 2014, STAT6347, Applied Time Series,
– Spring 2014, STAT5352, Statistics and Probability II.
– Fall 2014, STAT6326, Sampling,
– Fall 2014, STAT5352, Statistics and Probability II.
– Spring 2015, STAT6338, Statistical Methods II
– Spring 2015, STAT5352, Statistics and Probability II.
• Computer Skills
– Language: C, Fortran
– Software: R/S-PLUS, Matlab, SAS, Xplore, Excel, SPSS and Minitab
• Selected Projects
– ”Neuropsychological effects of cognitive rehabilitation and HAART treatment of Ugandan
children with HIV” Consultant for part of the project
– ”Statistical analysis and variable selection for climate and environment related Buruli
Ulcer data” project from Center for Global Change and Earth Observations at Michigan
State University
– ”Analysis of Missing data for Latin Square Designs” (with Mike Shephard and Bilal
Yurdakul)
– ”Functional Mapping of Quantitative Trait Loci Using Multivariate t-distribution” (with
Xiaoqin Tang)
Professional Activities
4
• Graduate Student Committee
– Ming Chen, 2015 (expected)
Role: Committee chair
– Shanshan Wang, 2015 (expected)
Role: Committee member
• Sevice
– Committee member in graduate students recruiting, 2013– Graduate advisor, 2012-2013
– Online homework and library committee, 2010-2012
• Referee Service for the Following Journals (∗ review more than once)
– 2011 and before, Journal of the American Statistical Association, Computational Statistics and Data Analysis, Econometric Theory, Journal of Nonparametric Statistics*, Journal of the Royal Statistical Society Series B, Statistica Sinica,
– 2012, Probability and Statistical Letters*, Journal of Statistical Computation and Simulation*, Journal of Statistical Planning and Inference*, Sankhya, Communications in
Statistics: Theory and Methods
– 2013, Journal of Business and Economic Statistics, Biostatistical Journal, Sankhya
– 2014,Statistical International Interface, Journal of Korean Statistical Society, Communication in Statistics Biometrical Journal.
• Membership in Professional Societies
– Elected Member, International Statistical Institute, 2011– Member, International Chinese Statistical Association, 2009– Member, American Statistical Association, 2008– Member, Institute of Mathematical Statistics, 2008-
5