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Heng
Peng
Associate
Professor
Department of Mathematics
Education
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B.S. (1997), The University of Science and Technology of
China (USTC) |
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M.S. (2000), The University of Science and Technology of China |
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Ph.D. (2003), The Chinese University of Hong Kong (CUHK) |
Working
Experience
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12/2003-6/2006 |
Research Associate, Department of Operation Research and
Financial |
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Engineering, Princeton University |
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9/2006-8/2014 |
Assistant Professor,
Department of Mathematics, HKBU |
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9/2014-Present |
Associate Professor,
Department of Mathematics, HKBU |
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Teaching
Research
Interesting
 Data-analytic
Modeling
Regularization
Methods and High Dimensional Modeling
Nonparametric
and Robust Methods
Mixed and Mixture
Modeling
Statistical
Computing
Selected
Publications
Cheng,
Q., Yang, Y. Shi, X. Yeung, K.F., Yang, C. Peng, H. and Liu,
J. (2020), MR-LDP:
a two-sample Mendelian randomization for GWAS summary statistics
accounting for linkage disequilibrium and horizontal pleiotropy,
NAR Genomics and Bioinformatics, 2, 149-169.
Cai, M., Dai, M., Ming,
J., Peng, H.,
Liu, J. and Yang, C. (2020),
BIVAS: A
scalable Bayesian method for bi-level variable selection with
applications,
Journal of Computational and Graphical Statistics, 29, 40-52.
Zhou, M., Dai, M., Yao,
Y., Liu, J.,
Yang, C. and Peng, H. (2019), BOLT-SSI: A
Statistical Approach to Screening Interaction Effects for Ultra-High
Dimensional Data, arXiv preprint arXiv:
1902.03525.
Xu, P. Peng, H. and
Huang, T. (2018), Unsupervised
learning of mixture regression models for longitudinal data,
Computational Statistics and Data analysis, 125, 44-56.
Zhao, J. X., Peng, H. and
Huang, T.
(2018), Variance
estimation for semiparametric regression model by local averaging,
Test, 27, 453-476.
Huang, T., Peng, H.
and
Zhang, K. (2017), Model
Selection for Gaussian Mixture Models, Statistica
Sinica, 27, 149-169.
Li, G. R., Peng, H., Dong, K
and Tong, T. J. (2014),
Simultaneous Confidence Bands and Hypothesis Testing for Single-index
Models, Statistica Sinica, 24, 937-955.
Cui, X.,
Peng, H., Wen, S. Q. and Zhu, L. X. (2013), Component selection in
an additive models, Scandinavian Journal of
Statistics, 40, 491-510.
Lin, H. Z.,
and Peng, H., (2013), Smoothed
rank correlation of the Linear transformation regression model,
Computational Statistics and Data Analysis, 57, 615-630.
Li, G. R.,
Peng, H., Zhang J. and Zhu, L. X. (2012), Robust Rank
correlation based Screening, The Annals of Statistics, 40,
1846-1877.
Peng, H. and Lu, Y. (2012), Model
Selection in Linear Mixed Effects Models, Journal of
Multivariate Analysis, 109, 109-129.
Peng,
H. and Huang, T. (2011), Penalized
Least Squares for Single Index Models, Journal of Statistical
Planning and Inference, 141, 1362-1379.
Li,
G. R., Peng, H. and Zhu, L. X., (2011), Nonconcave
Penalized M-estimation
with Diverging Number of Parameters, Statistica
Sinica, 21, 391-420.
Zhang,
W. Y. and Peng H., (2010), Simultaneous
confidence band and hypothesis test in generalized varying-coefficient
models, Journal of Multivariate Analysis , 101, No. 7,
1656-1680.
Ait-Sahalia, Y., Fan, J. and Peng,
H. (2009). Nonparametric transition-based
tests for diffusions,
Journal of American Statistical Association, Vol 104, No
487, 1102-1116.
Zhu, L.X., Miao, B.Q., and
Peng, H.(2006), On Sliced
Inverse Regression with large dimensional covariates, Journal
of American Statistical Association, Vol 101, No. 474,
630-643.
Fan, J., Peng H., and Huang,
T., (2005), Semilinear
high-dimensional model for normalization of mircoarray data: a
theoretical analysis and partial consistency
(with
discussion), Journal
of American Statistical Association, Vol 100, No. 471, 781-796.
Fan, J. and Peng H.,
(2004), Nonconcave penalized likelihood with
a diverging number of parameters, The annals of statistics,
Vol 32, No 3, 928-961.
Updated April. 6,
2020
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