FANG, Xiao 方笑
| Position | Associate Professor |
| xfang [at] cuhk.edu.hk | |
| ORCiD | 0000-0002-4853-7419 |
| Phone Number | 3943 5254 |
| Fax Number | 2603 5188 |
| Address | LSB 108 |
| Homepage | https://www.sta.cuhk.edu.hk/xfang |
Academic Background
BSc (Peking University)
PhD (National University of Singapore)
Research Interest
Asymptotic theory in probability and statisticsChange-Point AnalysisStein’s Method for Probability Approximations
Selected Publications
(See the full list of publications in my homepage)
- High-dimensional central limit theorems by Stein’s method in the degenerate case. (with Yuta Koike, Song-Hao Liu and Yi-Kun Zhao) Preprint (2023).
- From p-Wasserstein bounds to moderate deviations. (with Yuta Koike) Electronic Journal of Probability 28 (2023), 1-52.
- High order steady-state diffusion approximations. (with Anton Braverman and J. G. Dai) To appear in Operations Research.
- Cramér-type moderate deviation for quadratic forms with a fast rate. (with Song-Hao Liu and Qi-Man Shao) Bernoulli 29 (2023), 2466-2491.
- Large-dimensional central limit theorem with fourth-moment error bounds on convex sets and balls. (with Yuta Koike) To appear in Annals of Applied Probability.
- Normal approximation and fourth moment theorems for monochromatic triangles. (with Bhaswar B. Bhattacharya and Han Yan) Random Structures & Algorithms 60 (2022), 25-53.
- High-dimensional central limit theorems by Stein’s method. (with Yuta Koike) Annals of Applied Probability 31 (2021), 1660-1686.
- Segmentation and estimation of change-point models: false positive control and confidence regions. (with Jian Li and David Siegmund) Annals of Statistics 48 (2020), 1615-1647.
- Multivariate normal approximation by Stein’s method: the concentration inequality approach. (with Louis H. Y. Chen) Preprint (2015).
Research Grants
- 2024.1-2026.12, Hong Kong RGC GRF 14303423: Stein’s method, information functionals, and the central limit theorem
- 2023.1-2025.12, Hong Kong RGC GRF 14304822: High-dimensional central limit theorems by Stein’s Method
- 2021.9-2024.8, Hong Kong RGC GRF 14305821: Asymptotic Expansions of Expectations by Stein’s Method
- 2019.1-2021.12, Hong Kong RGC GRF 14302418: Cramér-Type Moderate Deviations by Stein’s Method
- 2018.1-2020.12, Hong Kong RGC ECS 24301617: Kolmogorov Bounds for Normal and Non-normal Approximations
Professional Services
- Invited reviewer for Mathematical Reviews
- Referee for Ann. Appl. Probab., Ann. Probab., Ann. Statist., Bernoulli, J. R. Stat. Soc. Ser. B, etc.
Honours and Awards
- 2010, LAHA Travel Award from the Institute of Mathematical Statistics