Areas of Interest
Statistics, sequential analysis.
Research
Mathematical statistics and specifically the problem of sequential (quickest) change-point detection, currently focusing on the case of composite hypotheses.
Office Hours
Courses
Fall 2026
| Course |
Section |
Title |
Schedule |
Room |
| Math 346 |
01 |
Introduction to Financial Mathematics |
MWF 1:30–2:30
|
OH-G102
|
| Math 447 |
02 |
Probability Theory |
MWF 9:45–10:45
|
OH-G102
|
Ph.D. Students
-
Zhongyuan Zhao,
Fall, 2026
— On the Characteristics of the Generalized Shiryaev--Roberts Procedure for Quickest Change-Point Detection Under Exponential Data
-
Kexuan Li,
Spring, 2021
— On the Characteristics of the Generalized Shiryaev-Roberts Procedure for Quickest Change-Point Detection in Continuous Time
-
Wenyu Du,
Spring, 2015
— Accurate and efficient numerical performance evaluation of the Generalized Shiryaev-Roberts procedure for quickest change-point detection.
Edit this profile
