2001年6月於中國科學技術大學本科畢業,畢業後留校任教。在承擔教學工作的同時於2006年取得理學博士學位,導師繆柏其教授。博士畢業後在台灣中山大學從事為期一年的博士後研究。先後訪問新加坡國立大學、新加坡南洋理工大學、香港浸會大學和加拿大約克大學。現為中國科學技術大學管理學院統計與金融系副教授。研究興趣:大維隨機矩陣,實驗設計,模型選擇,變點,空間統計。
基本介紹
- 中文名:金百鎖
- 國籍:中國
- 職業:副教授
- 畢業院校:中國科學技術大學
教育背景,工作經歷,基金,論文,出版書籍,
教育背景
2001年 中國科學技術大學學士學位(B.S.,Statistics, University of Science and Technology of China (USTC))
2006年 中國科學技術大學博士學位(Ph.D.Statistics, University of Science and Technology of China)
工作經歷
9/2002 - 6/2012,Assistant Professor, University of Science and Technology of China.
7/2012 -- present: Associate Professor, Department of Statistics and Finance, USTC.
基金
1.《高維數據統計分析方法及套用研究》,國家自然科學基金青年基金項目(National Natural Science Foundation for Young Scientists of China),2012.1-2014.12(Grant No.11101397)
2.《高維時空模型理論與套用研究》,國家自然科學基金面上項目(National Natural Science Foundation of China),2016.1-2019.12(Grant No.11571337)
論文
發表論文如下(*為通訊作者):
- Baisuo Jin,Guangming Pan, Qing Yang, Wang Zhou, On high-dimensional change point problem, Science China Mathematics,2016,59,2355-2378。
- Baisuo Jin,Yuehua Wu*,Xiaoping Shi,Consisitenct two-stage multiple change –point detection in linear models, Canadian Journal of Statistics,2016,44(2),161-179.
- Cuiling Dong, Changchun Tan*,Baisuo Jin,Baiqi Miao, Inference on the change point estimator of variance in measurement error models,Lithuanian Mathematical Journal,2016,56,471-491.
- Yuehua Wu*, Baisuo Jinand Elton Chan,Detection of Changes in Ground-Level Ozone Concentrations via Entropy,Entropy, 2015, 17(5), 2749-2763.
- Chen Wang, Baisuo Jin, Zhidong Bai*, Krishnan K. Nair, Matthew Harding, Strong Limit of The Extreme Eigenvalues of a Symmetrized Auto-Cross Covariance Matrix,Annals of Applied Probability, 2015, 25(6), 3624-3683.
- Baisuo Jin,Cuiling Dong,Changchun Tan*, and Baiqi Miao, Estimator of a change point in single index models,Science in China Series A-Mathematics,2014,57(8),1701-1712.doi:10.1007/s11425-014-4820-4.
- Baisuo Jin, Chen Wang, Z. D. Bai*, K. Krishnan Nair, and Matthew Harding, Limiting spectral distribution of a symmetrized auto-cross covariance matrix ,Annals of Applied Probability, 2014, 24(3),1199-1225, DOI:10.1214/13-AAP945.
- Baisuo Jin, Yuehua Wu*, BaiqiMiao, Xiaolan L.Wang, and Pengfei Guo, Bayesian spatiotemporal modeling for blending in situ observations with satellite precipitation estimates, Journal of Geophysical Research: Atmospheres,2014,119,DOI:10.1002/2013JD019648.
- Baiqi Miao,Qian Tong,Yuehua Wu & Baisuo Jin*, Selecting and adaptive sequence for computing recursive M-estimators in multivariate linear regression models, Journal of Systems Scinece and Complexity,2013,26(4):583-594.
- Miao-Kuan Huang,Mong-Na Huang Lo & Baisuo Jin*, Exact D-optimal designs for a linear log contrast model with mixture experiment for three and four ingredients, Journal of Statistical Planning and Inference, 2013,143:1221-1232.
- Baisuo Jin*, Xiaoping Shi & Yuehua Wu, A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models,Statistics and Computing,2013, 23:221-231.
- Biasuo Jin, Yuehua Wu* & Baiqi Miao, Entropy-Based network design using hierarchical Bayesian kriging, Chapter 5 in "Spatio-Temporal Design: Advances in efficient data acquisition" Editors Jorge Mateu & Werner G. Muller, John Wiley & Sons, Ltd. 2013,103-131.
- Biasuo Jin, Yuehua Wu* & Elton Chan, Hierarchical Bayesian spatio-temporal modeling of regional ozone concentrations and respective network design, Journal of Environmental Statistics, 2012,3:1-31,.
- Baisuo Jin& Mong-Na Lo Huang*, Construction of Phi_p-optimal designs with minimum experimental run size for a linear log contrast model in mixture experiments, Biometrika,2011, 98:741-747.
- Cheng Wang*, Baisuo Jin & Baiqi Miao, On limiting spectral distribution of large sample covariance matrices by VARMA(p,q), Journal of Time Series Analysis,2011,32(5):539-546.
- Baisuo Jin,Mong-Na Lo Huang* & Baiqi Miao, Testing for Variance Changes in Autoregressive Models with Unknown Order, Journal of Applied Statistic,2011,38(5), 927-936.
- Baisuo Jin*, Cheng Wang, Baiqi Miao & Mong-Na Lo Huang, Limiting spectral distribution of large dimensional sample covariance matrices generated by VARMA, Journal of Multivariate Analysis, 2009, 100(9), 2112-2125.
- Zhidong Bai*, Baiqi Miao & Baisuo Jin, On limit theorem for the eigenvalues of product of two random matrices. J. of Multivariate Analysis, 2007, 98(1), 76-101.
- Baisuo Jin*, Baiqi Miao, Wuyi Ye & Zhenxiang.,Wu, Application of spectral distribution of product of large dimensional random matrices in factor analysis.Science in China Series A-Mathematics, 2007,50(9): 1303-1315.
- Guangming Pan*, Baiqi Miao & Baisuo Jin, Central limit theorem of random quadratics forms involving random matrices. Statistics and Probability Letters, 2008,78 (6), 804-809.
- Guangming Pan*, Baiqi Miao &Baisuo Jin, Some limiting theorems of some random quadratic forms. Satistics & Probability Letters, 2005, 75(3), 151-157.
中文期刊
22.關文韜,金百鎖*,繆柏其,原油價格與黃金價格的變點分析,中國科學技術大學學報,2014,Vol.44,No.6,502-507.
23.魏東偉*,金百鎖,繆柏其,葉五一,基於DRJMCMC方法處理多元正態混合模型,中國科學技術大學學報,2011,9:764-772.
24.戴靜*,繆柏其,金百鎖,單指標模型參數估計的遞歸算法的大樣本性質,中國科學技術大學學報,2009,Vol.39,No. 3, 261-264.
25.季斆民*,金百鎖,繆柏其, ES自回歸方法在商業銀行流動性風險衡量中的套用,中國科學技術大學學報,2009,Vol.39,No. 3,271-277.
26.葉五一*,繆柏其,金百鎖,條件VaR的非參數估計及實證分析,管理科學與統計決策(台灣管理核心期刊),2006年11月,1-10.
27.田應福*,金百鎖,繆柏其,宋衛國,日本林火的廣義線性模型,統計與決策,2006.7,總218期,50-52.
28.潘光明,* 繆柏其, 金百鎖,Further results about large system performance of linear multistage parallel interference cancellation. 中國科學技術大學學報. 2005 35(3) 339-345.
29.金百鎖*, 繆柏其, 潘光明, A note on the convergence rate of the spectral distributions of large sample covariance matrices, 中國科學技術大學學報, 2005 35(60),796-804.
30.金百鎖,* 李麗, 繆柏其, Box-Cox變換在教學評估中的套用,套用機率統計, 2005,21(1),97-100.
出版書籍
季斆民, 金百鎖, 李建倫, 《商業銀行流動性風險度量方法》. 2008, ISBN 978-7-5095-0585-4/F.0478.