黄涛

发布者:严继臧发布时间:2019-04-01浏览次数:23239

姓  名:黄涛
职  称:教授
研究方向:非参半参建模、高维数据分析、纵向数据分析、临床实验
教授课程:概率论、数理统计
E - mail:huang.tao@mail.shufe.edu.cn;电话:65901206                    


研究项目


序号

项目名称

项目编号

项目来源

起止时间

项目经费

1

高维数据的变量选择及在金融和生物中的应用

13PJC048

上海市浦江人才计划

2013/09   - 2015/08


2

局部平稳面板数据的统计建模与推断

11871323

国家自然科学基金面上项目

2019/01   – 2022/12


2

非欧对称正定矩阵数据的建模、推断与应用研究


国家自然科学基金面上项目

2024/01   – 2027/12



研究领域


非参半参建模、高维数据分析、纵向数据分析、临床实验


教育经历

1999年8月-2004年5月 北卡罗莱纳大学统计系理学博士


1995年9月-1999年7月 北京大学概率统计系理学学士


工作经历

2012年12月-至今:                上海财经大学统计与管理学院教授

2011年8月-2012年11月:   上海富安达信息技术有限公司量化金融分析师

2006年8月-2011年5月:      弗吉尼亚大学统计系助理教授

2009年9月-2009年12月:   普林斯顿大学运筹与金融工程系访问学者

2004年6月-2006年7月:       耶鲁大学公共健康学院博士后


研究成果

1.Huang Tao, Pei Youquan, You Jinhong, Zhang Wenyang (2025). A Flexible and Parsimonious Modelling Strategy for Clustered Data Analysis, Annals of Applied Statistics, Vol 19, No. 2, 1362-1381.

2.唐一鸣,胡盛錩,龙宇航,黄涛*2023. 网络数据异质非参数模型的同质追踪,应用数学学(6): 963 -997 .

3.胡盛錩,黄涛* 2023. 对称正定矩阵时间序列自回归模型的统计推断,数理统计与管理,已接收。

4.Zhu Nenghui, You Jinhong, Huang Tao (2022). Two-stage local rank estimation for generalised partially linear varying-coefficient models,Journal of Nonparametric Statistics, 34707-733.

5.Long Yuhang, Huang Tao* (2022). Statistical inference on group Rasch mixture network model, Stat, 11:e436.

6.王守霞,尤进红, 黄涛*2022)存在趋势和周期特征的非平稳时间序列的建模及其应用,中国科学数学中文版52卷,2期,177-208.

7.Long Yuhang, Huang Tao* (2022). A note on a dynamic network model with homogeneous structure, Statistics and Probability Letters, 184, 109363.

8.唐一鸣龙宇航黄涛 (2021). 带隐示性变量的线性测量误差模型的统计推断, 应用数学学报44(6), 807-827.

9.Pei Youquan, Huang Tao, Peng Heng and You Jinhong (2021). Network-based Clustering for Varying Coefficient Panel Data Models, Journal of Business & Economic Statistics , accepted.

10.Wang Shouxia, Huang Tao, You Jinhong, Cheng Ming-Yen (2021). Robust Inference for Nonstationary Time Series with Possibly Multiple Changing Periodic Structures, Journal of Business & Economic Statistics , accepted.

11.Hu Lixia, Huang Tao* and You Jinhong (2021). Robust Inference in Varying-coecient Additive Models for Longitudinal/Functional Data, Statistica Sinica, 31 (2021), 773-796.

12.Tang Yiming, Bai Yang, Huang Tao* (2021) Network vector autoregression with individual effects, Metrika, 84(6), 875-893.

13.Pei Youquan*, Tang Yiming and Huang Tao (2020). Multivariate longitudinal model with irregular time autoregressive error process, Science China-Mathematics, 63(10), 2117–2136.

14.Hu Lixia, Huang Tao* and You Jinhong (2019). Estimation and Model Identification of Locally Stationary Varying-Coefficient Additive Models, Journal of the American Statistical Association, 114, 1191-1204.

15.Hu Lixia, Huang Tao* and You Jinhong (2019). Two-step Estimation of Time-varying Additive Model for Locally Stationary Time Series, Computational Statistics and Data Analysis, 130, 94-110.

16.Bai Fangfang Bai, Chen Xuerong, Chen Yan and Huang Tao* (2019). A general quantile residual life model for right-censored length-biased data, Scandinavian Journal of Statistics, 461191-1205.

17.Xu, P., Peng H. and Huang, Tao* (2018). Unsupervised learning of mixture regression models for longitudinal data, Computational Statistics and Data Analysis, 125, 44-56.

18.Zhao, L, Peng H. and Huang, Tao* (2018). Variance Estimation for Semiparametric Regression Models by Local Averaging, Test, 27(2):453-476

19.Huang, Tao. and Li, Jialiang (2018). Semiparametric Model Average Prediction in Panel Data Analysis, Journal of Nonparametric Statistics,  30(1):1-20

20.M. Cheng, T. Huang, P. Liu, and H. Peng (2018). Bias Reduction for Nonparametric and Semiparametric Regression Models, Statistica Sinica, 28, 2749-2770.

21.Pei Youquan, Huang Tao* and You Jinhong* (2018). Nonparametric model for panel data with fixed effects and locally stationary regressors, Journal of Econometrics, 202(2), 286-305.

22.Liu Zhongqiang, Ban Tao, Huang Tao* (2017). General Covariate-Adaptive Randomization Targeting Unequal Allocation Ratio, Journal of Statistical Planning and Inference, 191, 68-80.

23.Huang Tao, Peng Heng and Zhang Kun (2017). Model selection for finite Gaussian mixture models, Statistica Sinica, 27, 147-169

24.Huang TaoLiu Zhongqiang and Hu Feifang (2013). Longitudinal covariate-adjusted response-adaptive randomization designs.  Journal of Statistical Planning and Inference, 143, 1816-1827.


Book Chapters:

a)Zhu Hongjian, Huang Tao and Hyun Seung Won (2015). Adaptive randomization designs for personalized medicine, Modern Adaptive Randomized Clinical Trials: Statistical, Operational, and Regulatory Aspects, Chapter 14, CRC Press.

b)Huang Tao, Zhu Hongjian (2015). Longitudinal covariate-adjusted response-adaptive randomization: impact of delayed responses and missing data, Modern Adaptive Randomized Clinical Trials: Statistical, Operational, and Regulatory Aspects, Chapter 15, CRC Press.



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