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張文豹講座 |
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主持人： |
陳珍信 (中央研究院統計科學研究所) |
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主講人： |
蔡偉彥 (Department of Biostatistics, Columbia University) |
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Statistical analysis for truncated data |
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Invited Sessions |
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Applied Probability |
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Organizer: |
黃文璋 (高雄大學應用數學系) |
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Chair: |
韋來生 (中國科學與技術大學統計與金融系) |
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Arjun K.Gupta (Department of Mathematics and Statistics, Bowling Green State
University) |
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Estimation and model
identification based on maximum product of spacings for a multivariate
skew normal
family |
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胡太忠 (中國科學與技術大學統計與金融系) |
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New properties of the total time on test transform order |
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陳 昱
(中國科學與技術大學統計與金融系) |
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Asymptotic tail probability of randomly sum of dependent heavy-tailed
random variables |
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Applied Probability |
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Organizer/Chair: |
蘇志成 (陸軍官校管理科學系) |
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蘇永在 (高雄師範大學數學系) |
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MMSE recursive estimation of high phase-noise that is Wiener
nonstationary |
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蕭守仁 (彰化師範大學數學系) |
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A dynamical approach to an optimal stopping problem |
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金百鎖 (中國科學與技術大學統計與金融系) |
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Testing for variance changes in autoregressive models with unknown order |
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Applied Statistics |
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Organizer/Chair: |
黃郁芬 (中正大學統計科學研究所) |
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陳婉淑 (逢甲大學統計與精算學研究所) |
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Classification groups in segmented regression problems |
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鄭宗記 (政治大學統計學系) |
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On robust diagnostics for the heteroscedastic regression model |
| |
Kwong-Ip Liu (廖廣業)
(Department of Mathematics, Hong Kong Baptist University) |
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Generalized Cramér--von Mises goodness-of-fit tests for multivariate
distributions |
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林培生 (中正大學統計科學研究所) |
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A likelihood test for detection of spatial clusters |
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Bioinformatics |
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Organizer/Chair: |
楊欣洲 (中央研究院統計科學研究所) |
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馬瀰嘉 (成功大學統計學系) |
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Linear structure relation model for analysis of exon arrays |
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劉維中 (中央研究院統計科學研究所) |
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Topological and connectivity
structure of house keeping and tissue-specific genes in human
protein-protein interaction networks |
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梁佑任 (臺灣大學生醫電子與資訊學研究所) |
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Gene-based association test |
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Bioinformatics |
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Organizer/Chair: |
謝叔蓉 (中央研究院統計科學研究所) |
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李隆安 (中央研究院統計科學研究所) |
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Flow cytometric data analysis |
| |
Michael Kwok-Po Ng (吳國寶)
(Department of Mathematics, Hong Kong Baptist University) |
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Data mining and bioinformatics |
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黃冠華 (交通大學統計學研究所) |
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Comparison of five commonly used gene-gene interaction detecting methods
in schizophrenia |
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高承福 (中央研究院細胞與個體生物所) |
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Genome-wide functional analysis of a histone modification |
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Biostatistics |
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Organizer/Chair: |
黃怡婷 (臺北大學統計學系) |
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楊照崑 (Department of Statistics, University of Florida and
中興大學應用數學系) |
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Application of pooling strategy in genetic experiments |
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曾議寬 (中央大學統計研究所) |
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Semi-parametric inference for an extended hazard model with
time-dependent covariates |
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謝進見 (中正大學數學系) |
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Regression analysis based on recurrent event data under dependent
censoring |
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Biostatistics |
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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) |
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A general two-sample test for treatment effect |
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黃逸輝 (淡江大學數學學系) |
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Data augmentation for a kind of differential measurement error |
| |
沈宗荏 (中興大學應用數學系) |
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Small sample estimation of species richness applied to forest
communities |
| |
鄒宗山 (中央大學統計研究所) |
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Robust likelihood
inference for the mean-variance relationship in generalized linear models |
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Computational Finance |
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Organizer/Chair: |
郭美惠 (中山大學應用數學系) |
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W. K. Haerdle (Center for Statistics and Econometrics, Humboldt-Universitat zu
Berlin) |
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Modelling and forecasting liquidity supply using semiparametric factor
dynamics |
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Ying Chen (Department of Statistics and Applied Probability, National
University of Singapore) |
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Localized realized volatility modelling |
| |
Weining Wang (Center for Statistics and Econometrics, Humboldt-Universitat
zu Berlin) |
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Uniform confidence band for empirical pricing kernels |
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Computer Experiments |
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Organizer/Chair: |
陳瑞彬 (高雄大學統計學研究所) |
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林共進 (Department of Statistics,
Pennsylvania State University) |
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Orthogonal Latin hypercube designs for computer experiments |
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洪英超 (中央大學統計研究所) |
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Uniform design over convex input domains with applications to computer
experiments |
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彭健育 (清華大學統計學研究所) |
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Regularized kriging |
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Data Mining |
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Organizer: |
謝邦昌 (輔仁大學統計資訊學系) |
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Chair: |
趙民德 (中央研究院統計科學研究所) |
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謝邦昌 (輔仁大學統計資訊學系) |
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中小企業融資服務平台營運貸後風險預警管理之研究 |
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鄭宇庭 (政治大學統計學系) |
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中小企業信用風險評等模型 |
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Economical Statistics |
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Organizer/Chair: |
林金龍 (東華大學經濟系) |
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R. Gerlach (Discipline of Operations Management and Econometrics, University
of Sydney) |
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Bayesian time-varying quantile forecasting for Value-at-Risk in
financial markets |
| |
林金龍 (東華大學經濟系) |
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How useful is
sample entropy in detecting stock price manipulation in Taiwan? |
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韓傳祥 (清華大學計量財務金融系) |
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Estimating joint default
probabilities by efficient importance sampling |
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Experimental Design |
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Organizer/Chair: |
張福春 (中山大學應用數學系) |
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蔡風順 (中央研究院統計科學研究所) |
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High efficient cross-over designs for bioassays |
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廖振鐸 (臺灣大學農藝系) |
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Selection of partial replication on two-level orthogonal arrays |
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張福春 (中山大學應用數學系) |
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An arcsin limit theorem of
D-optimal
designs for weighted polynomial regression |
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Experimental Design |
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Organizer: |
羅夢娜 (中山大學應用數學系) |
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Chair: |
丁兆平 (政治大學統計學系) |
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鄧利源 (Department of Statistics, Memphis State University) |
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Parallel random number generators based on large order multiple
recursive generators |
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王丕承 (長庚大學工商管理系) |
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A simple method to obtain minimum aberration designs |
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蔡碧紋 (臺灣師範大學數學系) |
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Multi-stratum fractional factorial experiments: experiments with multiple
processing stages |
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Financial Statistics |
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Organizer/Chair: |
俞淑惠 (高雄大學統計學研究所) |
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繆柏其 (中國科學與技術大學統計與金融系) |
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A note on regime-switching lognormal models |
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林宗儀 (中興大學應用數學系暨統計研究所) |
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Bayesian analysis of time series regressions with multivariate
t
autoregressive errors |
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賴怡洵 (暨南國際大學財務金融學系) |
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Equity-based compensation,
corporate governance and loss reserve management of property and
liability
insurers |
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顏汝芳 (臺灣大學財務金融學系) |
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Pricing discrete path-dependent options under jump-diffusion models |
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Genetic Statistics |
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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) |
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蔡政安 (中國醫藥大學生物統計研究所暨生物統計中心) |
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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) |
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A TDT-type
association test robust to parental informative missingness |
| |
王亮懿 (臺灣大學流行病學研究所) |
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遺傳相關研究中族群分層偏差之剖析 |
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Industrial Statistics |
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Organizer: |
曾勝滄 (清華大學統計學研究所) |
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Chair: |
黃榮臣 (清華大學統計學研究所) |
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楊素芬 (政治大學統計學系) |
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Adaptive control scheme for dependent process steps |
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李水彬 (清雲科技大學工業工程與管理系) |
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Health monitoring of batch processes (with application to semiconductor
manufacturing) |
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顏家鈴 (交通大學統計學研究所) |
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New control charts for dispersion monitoring of multivariate processes |
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Machine Learning |
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Organizer/Chair: |
曹振海 (東華大學應用數學系) |
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李育杰 (臺灣科技大學資訊工程系) |
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Anomaly detection via over-sampling principal component analysis |
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陳瑞彬 (高雄大學統計學研究所) |
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A surrogate-assisted method using adaptive multi-accurate function
evaluations |
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林維暘 (中正大學資訊工程學系) |
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An enhanced biometric score fusion scheme based on the AdaBoost algorithm |
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Mathematical Statistics |
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Organizer/Chair: |
陳 宏
(臺灣大學數學系) |
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黃俊宗 (Department of Mathematics,Cornell University) |
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What can the Empirical Bayes approach do for you?
Review examples applicable to
modern statistics problems including microarray data analysis |
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呂恆輝 (東海大學統計學系) |
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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) |
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Semiparametric mean-covariance regression analysis for longitudinal data |
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Mathematical Statistics |
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Organizer: |
吳鐵肩 (成功大學統計學系) |
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Chair: |
陳平雲 (Department of Mathematics, Syracuse University) |
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韋來生 (中國科學與技術大學統計與金融系) |
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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) |
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A note on the empirical rule |
| |
林培生 (中正大學統計科學研究所) |
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Model selection for spatially correlated data by generalized deviance
functions |
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程爾觀(中央研究院統計科學研究所) |
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Assessment of DIF for cognitive abilities screening instrument |
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Medical Statistics |
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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) |
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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) |
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連續三週踝關節注射玻尿酸對單側踝部骨關節炎病患的疼痛、物理功能及平衡能力
之療效評估：前瞻性、為期6個月的追蹤研究 |
| |
何金滿 (高雄榮民總醫院教研部) |
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Defect in regulation of
hormones-induced Ca2+ movement in platelets from breast cancer
patients
before and
after |
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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) |
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Müntz linear transforms of Brownian motion |
| |
施信宏 (高雄大學應用數學系) |
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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) |
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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) |
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探討形成同儕團體網絡結構的脈絡 |
| |
倪惠芬 (中央研究院統計科學研究所) |
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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) |
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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
) |
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陳定立 (中央研究院統計科學研究所) |
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Image denoising by Markov random field |
| |
吳漢銘 (淡江大學數學學系) |
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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 |
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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 |
| |
張 中
(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 |
| |
|
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Contributed Talks |
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Applied Probability/Probability/Mathematical Statistics (Nonparametric
regression/Spatial Statistics) |
| |
李勝明 (輔仁大學應用統計研究所)
不平穩馬可夫鏈及其應用-以2008澳洲網球公開賽為例 |
| |
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)
廣義L模糊測度及其Choquet模糊積分迴歸模式 |
| |
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 |
| |
張恩豪(高雄大學統計學研究所)
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)
空軍飛行學官生人體離心機訓練資料分析 |
| |
林雅雯 (輔仁大學應用統計研究所)
臺灣地區博弈事業定位與市場結構分析之研究 |
| |
林效荷 (輔仁大學應用統計研究所)
資料採礦應用於複合式休閒運動市場區隔之研究 |
| |
楊子謙 (臺中教育大學教育測驗統計研究所)
台灣東部地震帶之餘震b值與相關碎形維度之關聯分析 |
| |
朱宜寧 (新竹市政府主計處)
新竹市中小企業競爭力探討 |
| |
吳昭明 (行政院主計處)
我國參與購買力平價國際比較計畫之經驗分享 |
| |
梁德馨 (輔仁大學統計資訊學系)
李克特量表刻度轉換之研究—以輔仁大學學生網路隱私問卷為例 |
| |
馮慧菊 (輔仁大學應用統計研究所)
臺北縣新莊學區國民小學教師健康促進生活型態之研究 |
|
Bioinformatics/ Biostatistics |
| |
許晏賓 (輔仁大學應用統計研究所)
資料採礦技術應用於微陣列資料分析-以篩選阿茲海默症候選基因之研究 |
| |
沈柏志 (輔仁大學應用統計研究所)
由資料採礦技術探討微陣列資料篩選乳癌相關基因 |
| |
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)
第二期臨床試驗之兩階段試驗設計 |
| |
江錫仁 (輔仁大學應用統計研究所)
植牙成敗預測模型之探討 |
| |
王詮賀 (臺北大學統計學系)
多元縱向變數與邏輯斯之聯合模型—腦中風病患之姿態性低血壓實例研究 |
| |
朱國豪 (輔仁大學應用統計研究所)
資料採礦應用於乳癌患者之遺傳基因及生活因素探討 |
|
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)
房屋貸款多階段提前清償預警模型之研究—利用決策樹、羅吉斯迴歸以及比例
危險模型分析 |
| |
宋龍華 (輔仁大學應用統計研究所)
應用資料採礦於智慧型統計資料庫系統 |
| |
陳麒友 (輔仁大學應用統計研究所)
臺灣地區民眾使用網路金融服務之預測模式研究 |
| |
許景婷 (輔仁大學統計資訊學系)
Data mining technology in mutual funds evaluation |
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周青燕 (輔仁大學統計資訊學系)
整合文本探勘與類神經網路模型於黃金期貨價格之預測 |
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Education Statistics |
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羅 琪
(中華大學應用數學系)
能力分組跑班上課對國中生學習狀況影響之研究 |
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陳正道 (亞東技術學院行銷與流通管理系)
不同屬性學生在學業表現差異之研究 |
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朱琬仟 (臺中教育大學教育測驗統計研究所)
檢定潛在中介變項之模擬研究 |
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楊美婷 (逢甲大學統計與精算研究所)
不等變異數與失衡設計的詹森-內曼非顯著區域 |
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任海峽 (逢甲大學統計與精算研究所)
在有限區間上檢定兩迴歸直線是否相交 |
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薛國松 (輔仁大學應用統計研究所)
模式錯誤假設對電腦化測驗的影響 |
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蔣仲霖 (輔仁大學應用統計研究所)
試題參數存在估計誤差之選題策略探討 |
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謝勛楷 (臺中教育大學數學教育學系)
台中市國小四年級新移民子女數學學業表現之調查研究 |
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郭毅玲 (臺中教育大學數學教育學系)
國小三年級學童中文閱讀理解測驗之分析研究 |
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Financial Statistics/Time Series |
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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 |
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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? |
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周朋朋 (香港中文大學統計學系)
偏廣義正割分布在風險管理中的應用 |
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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 |
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王偉弘 (政治大學金融學系)
隨機匯率下兩階段製造過程之外銷專案最佳價值的評價與分析—實質
選擇權分析法 |
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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 |
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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 |
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賴志禮 (鉅融資本管理股份有限公司研發部)
選擇權報價異常下波動率指數之計算 |
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林良靖 (中山大學應用數學系)
台灣證券交易所即時交易模擬系統 |
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陳信榮 (中山大學應用數學系)
投資型保單共同基金投資組合的最優化配置 |
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黃國展 (中山大學應用數學系)
樹狀模型投資組合優化專家系統 |
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黃景榆 (中正大學統計科學研究所)
Hedging strategies against path-dependent and multi-assets contingent
claims |
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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 |
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徐于琇 (高雄大學統計學研究所)
跳躍風險下狀態轉換模型下MCMC之參數估計 |
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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 |
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Industrial Statistics/Quality Control/Experimental Design |
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黃蓓盈 (成功大學統計學系)
Robust design planning for accelerated destructive degradation test
under distribution
misspecification |
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朱怡潔 (華亞科技統計決策支援課)
協同錯誤偵測分類參數與晶圓允收測試反應提升線上量測資料監控效率 |
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陳暎仁 (輔仁大學應用統計研究所)
應用FDA以辨認多變量製程中變異數位移之來源 |
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何郁屏 (輔仁大學應用統計研究所)
應用SPC管制圖與時間序列模型診斷假警訊之研究 |
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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 |
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曾子將 (中山大學應用數學系)
Copula models with Weibull marginal distributions: applications in
fading channels |
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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 |
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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 |
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陳柏旭 (清華大學統計學研究所)
具巢狀區塊結構實驗的平均與變異模型之建構法 |
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Machine Learning/Statistical Computation |
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李泰明 (輔仁大學統計資訊學系)
無母數線性模型的檢定問題運用蒙地卡羅隨機排列法 |
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金妍秀 (中央研究院統計科學研究所)
An MCMC algorithm for variable selection |
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杜裕隆 (東海大學統計學系)
Dimension reduction in regressions with treatment comparisons |
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陳怡如 (高雄大學統計學研究所)
Surrogate-assisted trajectory based methodology for optimization
problems in computer experiments |
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簡暉展 (高雄大學統計學研究所)
Adaptive
search region method with derivative information in computer experiment |
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趙曉晴 (輔仁大學應用統計研究所)
因素分析運用於股票與基金市場相關性探討 |
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王 筳
(東華大學應用數學系)
A LDA variant for unsupervised learning |
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林建平 (東華大學應用數學系)
A note on false discovery rate |
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黃永瀚 (輔仁大學應用統計研究所)
價差交易操作之決策模擬—以台灣加權股價指數期貨與新加坡摩台指數期貨為例 |
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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 |
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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 |
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魏慶榮統計論文獎 |
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Chair: |
黃文璋 (中央研究院統計科學研究所) |
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謝淑惠 (逢甲大學統計學系) |
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Semiparametric analysis of randomized response data with missing covariates in logistic regression |
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劉峰旗 (逢甲大學應用統計研究所) |
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Bayesian subset selection for threshold autoregression moving-average models |
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陳慎健 (崇右技術學院財務金融系) |
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Approximate confidence sets for a threshold autoregressive model |
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陳致綱 (政治大學國際經營與貿易學系) |
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恒定與具單根AR(1)序列之Gaussian
推論：二階差分法 |
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