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議程       English Program    

 張文豹講座         Invited Sessions        Contributed Talks        魏慶榮統計論文獎

研討會議程表 (下載議程表)

議程表  98626(星期五)

議程表  98627(星期)

Program (Download Program)

Program 2009. 6. 26 (Fri .)

Program 2009. 6. 27 (Sat .)

主持人: 陳珍信 (中央研究院統計科學研究所)
主講人: 蔡偉彥 (Department of Biostatistics, Columbia University)
    Statistical analysis for truncated data
Invited Sessions
Applied Probability
Organizer:  黃文璋 (高雄大學應用數學系)
Chair:  韋來生 (中國科學與技術大學統計與金融系)
  Arjun K.Gupta (Department of Mathematics and Statistics, Bowling Green State University)

    Estimation and model identification based on maximum product of spacings for a multivariate

skew normal family 

  胡太忠 (中國科學與技術大學統計與金融系)
    New properties of the total time on test transform order
    Asymptotic tail probability of randomly sum of dependent heavy-tailed random variables
Applied Probability
Organizer/Chair:  蘇志成 (陸軍官校管理科學系)
  蘇永在 (高雄師範大學數學系)
    MMSE recursive estimation of high phase-noise that is Wiener nonstationary
  蕭守仁 (彰化師範大學數學系)
    A dynamical approach to an optimal stopping problem
  金百鎖 (中國科學與技術大學統計與金融系)
    Testing for variance changes in autoregressive models with unknown order
Applied Statistics
Organizer/Chair:  黃郁芬 (中正大學統計科學研究所)
  陳婉淑 (逢甲大學統計與精算學研究所
    Classification groups in segmented regression problems
  鄭宗記 (政治大學統計學系)
    On robust diagnostics for the heteroscedastic regression model 
  Kwong-Ip Liu (廖廣業) (Department of Mathematics, Hong Kong Baptist University)
    Generalized Cramér--von Mises goodness-of-fit tests for multivariate distributions
  林培生 (中正大學統計科學研究所)
    A likelihood test for detection of spatial clusters
Organizer/Chair:  楊欣洲 (中央研究院統計科學研究所)
  馬瀰嘉 (成功大學統計學系)
    Linear structure relation model for analysis of exon arrays 
  劉維中 (中央研究院統計科學研究所)

    Topological and connectivity structure of house keeping and tissue-specific genes in human

protein-protein interaction networks

  梁佑任 (臺灣大學生醫電子與資訊學研究所)
    Gene-based association test
Organizer/Chair:  謝叔蓉 (中央研究院統計科學研究所)
  李隆安 (中央研究院統計科學研究所)
    Flow cytometric data analysis
  Michael Kwok-Po Ng (吳國寶) (Department of Mathematics, Hong Kong Baptist University)
    Data mining and bioinformatics
  黃冠華 (交通大學統計學研究所)
    Comparison of five commonly used gene-gene interaction detecting methods in schizophrenia
  高承福 (中央研究院細胞與個體生物所)
    Genome-wide functional analysis of a histone modification
Organizer/Chair:  黃怡婷 (臺北大學統計學系)
  楊照崑 (Department of Statistics, University of Florida and 中興大學應用數學系)
    Application of pooling strategy in genetic experiments 
  曾議寬 (中央大學統計研究所)
    Semi-parametric inference for an extended hazard model with time-dependent covariates
  謝進見 (中正大學數學系)
    Regression analysis based on recurrent event data under dependent censoring
Organizer/Chair:  黃文瀚 (中興大學應用數學系)
  吳宏達 (中興大學統計學研究所)
    A general two-sample test for treatment effect
  黃逸輝 (淡江大學數學學系)
    Data augmentation for a kind of differential measurement error
  沈宗荏 (中興大學應用數學系)
    Small sample estimation of species richness applied to forest communities
  鄒宗山 (中央大學統計研究所)
    Robust likelihood inference for the mean-variance relationship in generalized linear models
Computational Finance
Organizer/Chair:  郭美惠 (中山大學應用數學系)
  W. K. Haerdle (Center for Statistics and Econometrics, Humboldt-Universitat zu Berlin)
    Modelling and forecasting liquidity supply using semiparametric factor dynamics
  Ying Chen (Department of Statistics and Applied Probability, National University of Singapore)
    Localized realized volatility modelling
  Weining Wang (Center for Statistics and Econometrics, Humboldt-Universitat zu Berlin)
    Uniform confidence band for empirical pricing kernels
Computer Experiments
Organizer/Chair:  陳瑞彬 (高雄大學統計學研究所)
  林共進 (Department of Statistics, Pennsylvania State University)
    Orthogonal Latin hypercube designs for computer experiments
  洪英超 (中央大學統計研究所)
    Uniform design over convex input domains with applications to computer experiments
  彭健育 (清華大學統計學研究所)
    Regularized kriging
Data Mining
Organizer:  謝邦昌 (輔仁大學統計資訊學系)
Chair:  趙民德 (中央研究院統計科學研究所)
  謝邦昌 (輔仁大學統計資訊學系)
  鄭宇庭 (政治大學統計學系)
Economical Statistics
Organizer/Chair:  林金龍 (東華大學經濟系)
  R. Gerlach (Discipline of Operations Management and Econometrics, University of Sydney)
    Bayesian time-varying quantile forecasting for Value-at-Risk in financial markets
  林金龍 (東華大學經濟系)
    How useful is sample entropy in detecting stock price manipulation in Taiwan?
  韓傳祥 (清華大學計量財務金融系)
    Estimating joint default probabilities by efficient importance sampling
Experimental Design
Organizer/Chair:  張福春 (中山大學應用數學系)
  蔡風順 (中央研究院統計科學研究所)
    High efficient cross-over designs for bioassays  
  廖振鐸 (臺灣大學農藝系)
    Selection of partial replication on two-level orthogonal arrays
  張福春 (中山大學應用數學系)
    An arcsin limit theorem of D-optimal designs for weighted polynomial regression
Experimental Design
Organizer:  羅夢娜 (中山大學應用數學系)
Chair:  丁兆平 (政治大學統計學系)
  鄧利源 (Department of Statistics, Memphis State University)
    Parallel random number generators based on large order multiple recursive generators
  王丕承 (長庚大學工商管理系)
    A simple method to obtain minimum aberration designs
  蔡碧紋 (臺灣師範大學數學系)
    Multi-stratum fractional factorial experiments: experiments with multiple processing stages
Financial Statistics
Organizer/Chair:  俞淑惠 (高雄大學統計學研究所)
  繆柏其 (中國科學與技術大學統計與金融系)
    A note on regime-switching lognormal models
  林宗儀 (中興大學應用數學系暨統計研究所)
    Bayesian analysis of time series regressions with multivariate t autoregressive errors
  賴怡洵 (暨南國際大學財務金融學系)

    Equity-based compensation, corporate governance and loss reserve management of property and

liability insurers  

  顏汝芳 (臺灣大學財務金融學系)
    Pricing discrete path-dependent options under jump-diffusion models 
Genetic Statistics
Organizer/Chair:  鄭光甫 (中國醫藥大學生物統計研究所暨生物統計中心)
  蔡政安 (中國醫藥大學生物統計研究所暨生物統計中心)
    Multivariate analysis of variance test for gene set analysis 
  陳錦華 (中國醫藥大學生物統計研究所暨生物統計中心)
    A TDT-type association test robust to parental informative missingness 
  王亮懿 (臺灣大學流行病學研究所)
Industrial Statistics
Organizer:  曾勝滄 (清華大學統計學研究所)
Chair:  黃榮臣 (清華大學統計學研究所)
  楊素芬 (政治大學統計學系)
    Adaptive control scheme for dependent process steps
  李水彬 (清雲科技大學工業工程與管理系)
    Health monitoring of batch processes (with application to semiconductor manufacturing)
  顏家鈴 (交通大學統計學研究所)
    New  control charts for dispersion monitoring of multivariate processes
Machine Learning
Organizer/Chair:  曹振海 (東華大學應用數學系)
  李育杰 (臺灣科技大學資訊工程系
    Anomaly detection via over-sampling principal component analysis
  陳瑞彬 (高雄大學統計學研究所)
    A surrogate-assisted method using adaptive multi-accurate function evaluations
  林維暘 (中正大學資訊工程學系)
    An enhanced biometric score fusion scheme based on the AdaBoost algorithm
Mathematical Statistics
Organizer/Chair:      (臺灣大學數學系)
  黃俊宗 (Department of Mathematics,Cornell University)

    What can the Empirical Bayes approach do for you? Review examples applicable to

modern statistics problems including microarray data analysis

  呂恆輝 (東海大學統計學系)
    Dimension reduction in survival regressions with censored data via an imputed spline approach
  張偉平 (中國科學與技術大學統計與金融系)
    Semiparametric mean-covariance regression analysis for longitudinal data
Mathematical Statistics
Organizer:  吳鐵肩 (成功大學統計學系)
Chair:  陳平雲 (Department of Mathematics, Syracuse University)
  韋來生 (中國科學與技術大學統計與金融系)
    The superiority of minimum Bayes risk linear unbiased estimator in the growth curve model
  任眉眉 (成功大學統計學系)
    A note on the empirical rule
  林培生 (中正大學統計科學研究所)
    Model selection for spatially correlated data by generalized deviance functions
    Assessment of DIF for cognitive abilities screening instrument
Medical Statistics
Organizer/Chair:  黃錦輝 (高雄大學統計學研究所)
  許健威 (高雄榮民總醫院胸腔內科)
    The impact of disease severity on gastric residual volume in medical critically III patients
  孫淑芬 (高雄榮民總醫院復健科)



  何金滿 (高雄榮民總醫院教研部)

    Defect in regulation of hormones-induced Ca2+ movement in platelets from breast cancer patients

before and after

Probability Theory
Organizer/Chair:  陳冠宇 (交通大學應用數學系)
  吳慶堂 (交通大學應用數學系)
    Müntz linear transforms of Brownian motion
  施信宏 (高雄大學應用數學系)
    An application of the Segal-Bargmann transform to characterization of Lévy white noise measures
  胡豐榮 (臺中教育大學數學教育系)
    On asymptotic behaviors of the rate process in foreign exchange rate model
Social Statistics
Organizer/Chair:  黃景祥 (中央研究院統計科學研究所)
  陳俊宏 (中央研究院統計科學研究所)
  倪惠芬 (中央研究院統計科學研究所)
    Logistic regression models with missing covariates for binary network data
  劉維中 (中央研究院統計科學研究所)
    On the origin of social capital from a theoretical perspective
Statistical Methods for Image Processing
Organizer/Chair:  盧鴻興 (交通大學統計學研究所  )
  陳定立 (中央研究院統計科學研究所)
    Image denoising by Markov random field
  吳漢銘 (淡江大學數學學系)
    Image segmenation based on weighted fuzzy C-means and soft sufficient dimension reduction
  陳泰賓 (義守大學醫學院 醫學影像暨放射科學系)
    MicroPET reconstruction with random coincidence correction via a joint Poisson model
Statistical Methods in Clinical Trials
Organizer:  嵇允嬋 (成功大學統計學系)
Chair:  黎進三 (中山大學應用數學系)
  劉仁沛 (臺灣大學農藝學系)

    Evaluation of the linearity of quantitative measurements procedures with respect to in vitro

diagnostic devices

  歐士田 (臺北大學統計學系)
    Statistical simulation for the efficiency of the content uniformity test
  陳嘉民 (嘉南療養院)

    An alternative estimator for the response rates based on the combined data from phase I and II

clinical trials

     (Department of Mathematical Sciences, New Jersey Institute of Technology University)
    Non-parametric estimation of a lifetime distribution with incomplete censored data
Survival Analysis
Organizer/Chair:  嵇允嬋 (成功大學統計學系)
  曾議寬 (中央大學統計研究所)
    A new approach in joint modeling survival and longitudinal data
  張瑋華 (Taiwan Suicide Prevention Center)
    Case-cohort studies with non-susceptibility subject to right censoring and adjustment of entry ages 
  陳蔓樺 (淡江大學統計學系)
    Regression analysis for multivariate current status data 
Contributed Talks
Applied Probability/Probability/Mathematical Statistics (Nonparametric regression/Spatial Statistics)
  李勝明 (輔仁大學應用統計研究所)
  須上苑 (Department of Mathematics, University of Utah)
    Covering the simple connected curve in torus with squares
  劉湘川 (亞洲大學生物資訊學系)
  鄭宗琳 (彰化師範大學統計資訊研究所)
    On estimating PLSIM with incomplete data
  莊瑋瑋 (中國科學與技術大學統計與金融系)
    Conditional ordering of order statistics

黃妙冠 (虎尾科技大學通識教育中心科學應用組)
    Exact D-optimal designs for a linear log contrast model with mixture experiment for three 

and four ingredients

  陳春樹 (彰化師範大學統計資訊研究所)
    An adaptive selection criterion for spline smoothing
  陳穎頻 (中央大學統計研究所)
    Nonstationary spatial covariance estimation using penalized principal components analysis
  張志浩 (交通大學統計學研究所)
    Asymptotic theory of geostatistical model selection
    Identities for negative moments of quadratic forms in multivariate skew normal variables
  吳東隆(Department of Statistics, University of Manitoba)
    Linear and non-linear boundary crossing probabilities for Brownian motion and related processes
Applied Statistics/Government Statistics/Statistical Sampling
  李紀蓮 (國軍岡山醫院航空生理訓練中心)
  林雅雯 (輔仁大學應用統計研究所)
  林效荷 (輔仁大學應用統計研究所)
  楊子謙 (臺中教育大學教育測驗統計研究所)
  朱宜寧 (新竹市政府主計處)
  吳昭明 (行政院主計處)
  梁德馨 (輔仁大學統計資訊學系)
  馮慧菊 (輔仁大學應用統計研究所)
Bioinformatics/ Biostatistics
  許晏賓 (輔仁大學應用統計研究所)
  沈柏志 (輔仁大學應用統計研究所)

何冠儒 (成功大學統計學系)
    Selections of models with interaction effects for high dimensional data — Application to

a SNP genome-wide association study


曹鈞富 (淡江大學數學學系)
    Incorporating biological knowledge into hierarchical clustering with a rank-two ellipse seriation

in gene expression profiles

  黃進龍 (成功大學統計學系)
    Estimation of survival function for interval-censored data in the presence of informative censoring
  陳俊霖 (中山大學應用數學系)
    A statistical test of complementary palindromes: An application of searching virus origin of replication
  葉尚柏 (成功大學統計學系)
    Sample size determination for equivalence test
  葉怡君 (臺北大學統計學系)
  江錫仁 (輔仁大學應用統計研究所)
  王詮賀 (臺北大學統計學系)
  朱國豪 (輔仁大學應用統計研究所)
Data Mining
  陳韋郡 (華亞科技統計決策支援課)
    A root cause analysis reliability application in semiconductor manufacturing

林建邦 (輔仁大學商學研究所)


  宋龍華 (輔仁大學應用統計研究所)
  陳麒友 (輔仁大學應用統計研究所)
  許景婷 (輔仁大學統計資訊學系)
    Data mining technology in mutual funds evaluation
  周青燕 (輔仁大學統計資訊學系)
Education Statistics
  陳正道 (亞東技術學院行銷與流通管理系)
  朱琬仟 (臺中教育大學教育測驗統計研究所)
  楊美婷 (逢甲大學統計與精算研究所)
  任海峽 (逢甲大學統計與精算研究所)
  薛國松 (輔仁大學應用統計研究所)
  蔣仲霖 (輔仁大學應用統計研究所)
  謝勛楷 (臺中教育大學數學教育學系)
  郭毅玲 (臺中教育大學數學教育學系)
Financial Statistics/Time Series

葉五一 (中國科學與技術大學統計與金融系)
    Using copula to estimate CVaR and analyze leverage effect from high-frequency data of

china stock market

  牛維方 (鉅融資本管理股份有限公司研發部)
    How to visualize the risk structures of the financial markets?
  周朋朋 (香港中文大學統計學系)
  王志勛 (鉅融資本管理股份有限公司研發部)
    Ranking funds by extracting information from multiple performance measures

王偉弘 (政治大學金融學系)


  鄭宏文 (中央研究院統計科學研究所)
    Multiple tests for on-line VWAP without data snooping bias
  王仁和 (中央研究院統計科學研究所)
    Efficient simulation of value at risk for heavy-tailed risk factors
  賴志禮 (鉅融資本管理股份有限公司研發部)
  林良靖 (中山大學應用數學系)
  陳信榮 (中山大學應用數學系)
  黃國展 (中山大學應用數學系)
  黃景榆 (中正大學統計科學研究所)
    Hedging strategies against path-dependent and multi-assets contingent claims

劉耀群 (中正大學統計科學研究所)
    The effect of different risk-neutral measures on GARCH option valuation with

leptokurtic innovations

  徐于琇 (高雄大學統計學研究所)
  吳聲杰 (高雄大學統計學研究所)
狀態轉換跳躍模型下Supplement Expectation-Maximization演算法之變異數估計
Industrial Statistics/Quality Control/Experimental Design

黃蓓盈 (成功大學統計學系)
    Robust design planning for accelerated destructive degradation test under distribution


  朱怡潔 (華亞科技統計決策支援課)
  陳暎仁 (輔仁大學應用統計研究所)
  何郁屏 (輔仁大學應用統計研究所)

王澄祥 (中山大學應用數學系)
    Fourth-order spatial correlation-coefficient functions across the receiver's aperture in the

radiowave landmobile uplink-analytically-derived in closed form

  曾子將 (中山大學應用數學系)
    Copula models with Weibull marginal distributions: applications in fading channels

蔡佩紋 (中山大學應用數學系)
    A test for curvature in 2k designs with center points and analysis for proportional data

in response surface models


鄒馨慧 (嘉義大學應用數學研究所)
    Optimal inventory model with defective units involving controllable backorder rate and

variable lead time for mixtures of distribution

  陳柏旭 (清華大學統計學研究所)
Machine Learning/Statistical Computation
  李泰明 (輔仁大學統計資訊學系)
  金妍秀 (中央研究院統計科學研究所)
    An MCMC algorithm for variable selection
  杜裕隆 (東海大學統計學系)
    Dimension reduction in regressions with treatment comparisons

陳怡如 (高雄大學統計學研究所)
Surrogate-assisted trajectory based methodology for optimization problems in computer experiments

  簡暉展 (高雄大學統計學研究所)
    Adaptive search region method with derivative information in computer experiment
  趙曉晴 (輔仁大學應用統計研究所)
    A LDA variant for unsupervised learning
  林建平 (東華大學應用數學系)
    A note on false discovery rate
  黃永瀚 (輔仁大學應用統計研究所)
  林宸翊 (輔仁大學應用統計研究所)
應用於行為評等之Random forests二階分割變數選擇法
  鄭守利 (輔仁大學應用統計研究所)
    A new approach of building credit behavioural scoring by Glment Algorithm
Chair: 黃文璋 (中央研究院統計科學研究所)
  謝淑惠 (逢甲大學統計學系)
    Semiparametric analysis of randomized response data with missing covariates in logistic regression
  劉峰旗 (逢甲大學應用統計研究所)
    Bayesian subset selection for threshold autoregression moving-average models
  陳慎健 (崇右技術學院財務金融系)
    Approximate confidence sets for a threshold autoregressive model
  陳致綱 (政治大學國際經營與貿易學系)
    琠w與具單根AR(1)序列之Gaussian 推論:二階差分法