Academic Background

Research Interest

Publication

1. To, H. K. and Chan, K. W. (2022) Mean stationarity test in time series: a signal variance-based approach. Under review.
2. Leung, M. F. and Chan, K. W. (2022) On Nonparametric Estimation in Online Problems. Under review. [arXiv: https://arxiv.org/abs/2209.05399]
3. Cheng, C. H. and Chan, K. W. (2022) A General Framework For Constructing Locally Self-Normalized Multiple-Change-Point Tests. Under review. [arXiv: https://arxiv.org/abs/2205.00304]
4. Chan, K. W. (2022) Optimal Difference-based Variance Estimators in Time Series: A General Framework. Annals of Statistics, 50, 1376–1400. [doi:10.1214/21-AOS2154]
5. Chan, K. W. (2022). General and Feasible Tests with Multiply-Imputed Datasets. Annals of Statistics, 50, 1376–1400. [doi:10.1214/21-AOS2132]
6. Yu, P., Chan, K. W., Lau, R., Wan, I., Chen, G. and Ng, C. (2021). Uniportal vs. Multiportal Video-Assisted Thoracic Surgery for Major Lung Resection: Fewer Incisions, Less Immunochemokine Disturbances. Scientific Reports, 11, 1–6. [doi:10.1038/s41598-021-89598-2]
7. Chan, K. W. & Meng, X.-L. (2022). Multiple Improvements of Multiple Imputation Likelihood Ratio Tests. Statistica Sinica, 32, 1489–1514. [doi:10.5705/ss.202019.0314]
8. Chan, K. W. (2022). Mean-structure and Autocorrelation Consistent Covariance Matrix Estimation. Journal of Business & Economic Statistics, 40, 201–215. [doi:10.1080/07350015.2020.1796397]
9. Chan, K. W. and Yau, C. Y. (2017). Automatic Optimal Batch Size Selection For Recursive Estimators of Time-average Covariance Matrix. Journal of American Statistical Association, 112, 1076–1089. [doi:10.1080/01621459.2016.1189337]
10. Chan, K. W. and Yau, C. Y. (2017). High Order Corrected Estimator of Asymptotic Variance with Optimal Bandwidth. Scandinavian Journal of Statistics, 44, 866–898. [doi:10.1080/01621459.2016.1189337]
11. Chan, K. W. and Yau, C. Y. (2016). New Recursive Estimators of the Time-average Variance Constant. Statistics and Computing, 26, 609–627. [doi:10.1007/s11222-015-9548-7]

Honours and Awards

• Faculty Exemplary Teaching Award, CUHK (2019-20, 2021-22)
• Early Career Award, Research Grants Council, Hong Kong (2019)
• Distinction in Teaching Award, Harvard University (Fall 2016, Spring 2017, Fall 2017, Spring 2018)
• Best Teaching Assistant Award, Department of Statistics, CUHK (2013-14)

Research Grants

• Grant: RGC-GRF (awarded by the Research Grants Council of HKSAR)
  Title: On stationarity tests: efficiency, optimality, interpretability and generality
  Role: Principal Investigator
  Period: 2023–2025
• Grant: RGC-GRF (awarded by the Research Grants Council of HKSAR)
  Title: General and Superoptimal Recursive Estimators of Time-average Variance
  Role: Principal Investigator
  Period: 2022–2024
• Grant: RGC-GRF (awarded by the Research Grants Council of HKSAR)
  Title: A General Framework: Difference-based Variance Estimators
  Role: Principal Investigator
  Period: 2021–2023
• Grant: RGC-ECS (awarded by the Research Grants Council of HKSAR)
  Title: Multiple Incompatibility Problems in Multiple Imputation
  Role: Principa Investigator
  Period: 2020–2022
  Remark: This grant is awarded the Early Career Award (2019).
• Grant: CUHK Direct Grants, CUHK Research Committee
  Title: Estimation of Asymptotic Covariance Matrix for Non-stationary Time Series
  Role: Principal Investigator
  Period: 2018–2019

Teaching Grants

• Grant: Funding Scheme for Virtual Teaching and Learning (awarded by CUHK)
  Title: Accumulation of e-resources and Acceleration of Latest Analysis Dissemination
  Role: Principal supervisor
  Period: August 2021–July 2022

Graduate Students

• Current graduate students
  • Lam Lam HUI. MPhil in Statistics, CUHK (expected 2024).
  • Ya Xuan WANG. MPhil in Statistics, CUHK (expected 2024).
  • Ting Tin MA. MPhil in Risk Management Science, CUHK (expected 2024).
  • Hui (Iris) GONG. PhD in Statistics, CUHK (expected 2022).
  • Kai Pan (Ben) CHU. MPhil in Risk Management Science, CUHK (expected 2023).
  • Xu (Lexi) LIU. MPhil in Risk Management Science, CUHK (expected 2023).
  • Cheuk Hin (Andy) CHENG. MPhil in Risk Management Science, CUHK (expected 2023).
  • Zerun WANG. MPhil in Statistics, CUHK (expected 2023).
  • Di SU. MPhil in Statistics, CUHK (expected 2023).
  • Hon Kiu (James) TO. MPhil in Statistics, CUHK (expected 2022).
  • Cheuk Wai Dominic LEUNG. MPhil in Risk Management Science, CUHK (expected 2022).
  • Man Fai (Billy) IP. MPhil in Risk Management Science, CUHK (expected 2022).
• Past graduate students
  • Man Fung (Heman) LEUNG. MPhil in Risk Management Science, CUHK (2021). Pursuing PhD in Statistics at University of Illinois Urbana-Champaign.
  • Yuhang (Tom) LIN. MPhil in Statistics, CUHK (2020). Pursuing PhD in Statistics at Iowa State University.
  • Yi Cheong (Ian) NG. MPhil in Statistics, CUHK (2020). Graduate job: Research manager in C&SD.
• Awards received by my graduate students
  • Cheuk Wai Dominic LEUNG, 2021–2022 Science Faculty Postgraduate Research Day Presentation Award, Second Runner-up.
  • Xu (Lexi) LIU, Best Teaching Assistance Award, 2021 Fall.
  • Kai Pan (Ben) CHU, Best Teaching Assistance Award, 2022 Spring.
  • Cheuk Wai Dominic LEUNG, Best Teaching Assistance Award, 2020 Fall.

Professional Service

• Referee Services in Peer-reviewed Journals: Annals of Statistics, Biometrika; Journal of the American Statistical Association; Journal of Computational and Graphical Statistics; INFORMS Journal on Computing; International Journal of Mathematics and Statistics; Quantitative Finance; Sociological Methods and Research; Statistical Papers; Statistica Sinica.
• Memberships: American Statistical Association (ASA), International Chinese Statistical Association (ICSA), Institute of Mathematical Statistics (IMS), Royal Statistical Society (RSS)

Teaching

(Full list of my teaching can be found here. The score represents the adjusted mean of satisfaction with the teacher officially announced by CUHK. * University did not conduct course evaluation)

• STAT 3005: Nonparametric Statistics (2020 Spring: 5.89/6, 2021 Fall: 5.96/6)
• STAT 4003: Statistical Inference (2019 Spring: 5.94/6, 2020 Spring 5.95/6)
• STAT 4010: Bayesian Learning (2019 Fall: NA*, 2021 Spring: 6.00/6, 2022 Spring 6.00/6)
• RMSC 1101: Elementary Concepts in Risk Management (2018 Fall 5.64/6, 2019 Fall: NA*, 2020 Fall: 6.00/6, 2021 Fall: 5.85/6)
• RMSC 3101: Special Topics in Risk Management (2019 Spring: 5.64/6)

Public Lectures and Media Coverage

• Public mini-lecture, “From Monte Carlo to Markov-chain Monte Carlo”, Programme Taster Fair, CUHK. (26 Mar 2022)
• Public lecture, “From big data to smart data”, Public Lecture Series 2022, CUHK. (25 Feb 2022)
• Short lecture, “Unexpected and expected data analytic results: from paradoxes to sport predictive modeling to algorithmic trading”, Education Bureau gifted education program, Hong Kong. (Aug 2022)
• Public lecture, “Causal Inference: Another You in a Parallel Universe”, ZOOM Into Science Online Lectures, Faculty of Science, CUHK. (27 Apr 2020)
• Article, “Multiple ‘Multiple-Imputation Methods’ for Handling Missing Data”, Bulletins (Volume 41 No. 1 (Mar, 2019)) of the Hong Kong Statistical Society.