Keith, keith

CHAN, Kin Wai 陳健威

Position Assistant Professor
Email kinwaichan [at] cuhk.edu.hk
ORCiD 0000-0003-2022-547X
Phone Number 3943 7923
Fax Number 2603 5188
Address LSB 115
Homepage https://www.sta.cuhk.edu.hk/kwchan/

Academic Background

Ph.D., Statistics, Harvard University (Supervisor: Xiao-Li Meng)

A.M., Statistics, Harvard University

M.Phil., Risk Management Science, CUHK

B.Sc., Risk Management Science (First Class Honors), CUHK

Research Interest

Publication

  1. Gong, H. and Chan, K. W. (2022+) Sensitivity Analysis for Non-ignorable missing data via Generalized Estimating Equation. Under review.
  2. Ip, M. F. and Chan, K. W. (2022+) Inference of Coarsened Time Series via Generalized Method of Moments. Under review.
  3. To, H. K. and Chan, K. W. (2022+) Mean stationarity test in time series: a signal variance-based approach. Under review.
  4. Leung, M. F. and Chan, K. W. (2022+) On Nonparametric Estimation in Online Problems. Under review. [arXiv: https://arxiv.org/abs/2209.05399]
  5. 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]
  6. 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]
  7. Chan, K. W. (2022). General and Feasible Tests with Multiply-Imputed Datasets. Annals of Statistics, 50, 1376–1400. [doi:10.1214/21-AOS2132]
  8. 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]
  9. 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]
  10. 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]
  11. 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 Association112, 1076–1089. [doi:10.1080/01621459.2016.1189337]
  12. Chan, K. W. and Yau, C. Y. (2017). High Order Corrected Estimator of Asymptotic Variance with Optimal Bandwidth. Scandinavian Journal of Statistics44, 866–898. [doi:10.1080/01621459.2016.1189337]
  13. Chan, K. W. and Yau, C. Y. (2016). New Recursive Estimators of the Time-average Variance Constant. Statistics and Computing26, 609–627. [doi:10.1007/s11222-015-9548-7]

Honours and Awards

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).
  • Past graduate students
    • Hon Kiu (James) TO. MPhil in Statistics, CUHK.
    • Cheuk Wai Dominic LEUNG. MPhil in Risk Management Science, CUHK.
    • Man Fai (Billy) IP. MPhil in Risk Management Science, CUHK.
    • 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). Current job: Statistician at 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.