Personal Information
Chii-Ruey Hwang
National Taiwan University, 1968-1972, B.S. in Mathematics, Taiwan
Ph.D. Brown University, 1974-1978, Ph.D. in Applied Mathematics, USA
Office : Institute of Mathematics, Academia Sinica, 6F, Astronomy-Mathematics Building
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Research Field
• Statistics
• Probability
Research Field Summary
Education
• National Taiwan University, 1968-1972, B.S. in Mathematics, Taiwan
• Brown University, 1974-1978, Ph.D. in Applied Mathematics, USA
Courses
• Probability
• Stochastic Calculus
Honors
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Experience
Research Associate, Division of Applied Mathematics, Brown University, 1978-1979. Associate Research Fellow, Institute of Mathematics, Academia Sinica, 1979-1982. Research Fellow, Institute of Mathematics, Academia Sinica, 1982-now. Deputy Director, Institute of Mathematics, Academia Sinica, 1987-1993. Director, Institute of Mathematics, Academia Sinica, 1993-1996.
Conference Paper
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Journal Paper
  1. CHII-RUEY HWANG,Sheng-Jhih Wu , Moody T. Chu, December 2014, Attaining the Optimal Gaussian Diffusion Acceleration, Journal of Statistical Physics, 571 - 590, DOI 10.1007/s10955-014-0963-5..
  2. CHII-RUEY HWANG,Hsieh Fushing, Shu-Chun Chen, September 2014, Single Stock Dynamics on High-Frequency Data: From a Compressed Coding Perspective, PLOS ONE, DOI: 10.1371/journal.pone.0085018..
  3. CHII-RUEY HWANG,Fushing Hsieh, Shu-Chen Chen, October 2013, focal regions of slightly-aggregated sparse signals, Computational Statistics, 2295 - 2308, http://link.springer.com/article/10.1007%2Fs00180-013-0407-8# DOI 10.1007/s00180-013-0407-8.
  4. CHII-RUEY HWANG,Lo-Bin Chang, Alok Goswami, Fushing Hsi, September 2013, An invariance for the large-sample empirical distribution of waiting time between successive extremes, Bulletin of the Institute of Mathematics Academia Sinica, 31 - 48.
  5. CHII-RUEY HWANG,CHII-RUEY HWANG, August 2013, Accelerating Brownian motion on N-torus, Statistics and Probability Letters, 1443 - 1447.
  6. CHII-RUEY HWANG,Lo-Bin Chang, Zhidong Bai, Su-Yun Huang, July 2013, Asymptotic error bounds for kernel-based Nystr\"om low-rank approximation matrices, Journal of Multivariate Analysis, 102 - 119.
  7. CHII-RUEY HWANG,Ting-Li Chen, June 2013, Accelerating reversible Markov chains, Statistics and Probability Letters, 1956 - 1962.
  8. CHII-RUEY HWANG,Lo-Bin Chang, Stuart Geman, Fushing Hsieh, June 2013, Invariance in the recurrence of large returns and the validation of models of price dynamics, Physical Review E, DOI: 10.1103/PhysRevE.88.022116..
  9. CHII-RUEY HWANG,Fushing Hsieh, Shu-Chun Chen, December 2012, Discovering stock dynamics through its multidimensional volatility-phases, Quantitative Finance, 213 - 230.
  10. CHII-RUEY HWANG,Ting-Li Chen, Wei-Kuo Chen, Hui-Ming Pai, October 2012, On the optimal transition matrix for MCMC sampling, SIAM Journal on Control and Optimization, 2743 - 2762.
  11. CHII-RUEY HWANG,Brice Franke, Hui-Ming Pai, Shuenn-Jyi Sheu, December 2010, The behavior of the spectral gap under growing drift, Transactions of AMS, 1325 - 1350.
  12. CHII-RUEY HWANG,K. B. Athreya, November 2010, Gibbs measures asymptotics, Sankhya, 191 - 207.
  13. CHII-RUEY HWANG,Fushing Hsieh, Shu-Chun Chen, October 2010, Non-parametric decoding on discrete time series and its applications in bioinformatics, Statistics in Biosciences, 18 - 40.
Book
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Book Paper
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Technical Report
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Other
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