CURRICULUM VITAE. Heng Peng

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1 CURRICULUM VITAE Heng Peng Contact Information Office address: FSC1205, Department of Mathematics The Hong Kong Baptist University Kowloon Tong, Hong Kong Tel Phone: (852) Fax: (852) Education 8/ /2003 Department of Statistics The Chinese University of Hong Kong (CUHK) Ph.D. in Statistics 9/2000-7/2001 Department of Statistics and Finance University of Science and Technology of China (USTC) Coursework in Probability theory and Mathematical Statistics at Ph.D. level 9/1997-7/2000 Department of Statistics and Finance University of Science and Technology of China (USTC) Master of Science in Probability theory and Mathematical Statistics 9/1993-7/1997 Department of Special Class for Gifted Young (SCGY) University of Science and Technology of China (USTC) Bachelor of Science in Computer Science Honors and Awards Elected Member of The International Statistical Institute, 2011 Graduation with Honor at USTC, 2000 Guanghua Education Scholarship at USTC, 1999 Legend Group Scholarship at USTC, 1996 Outstanding Student Scholarship at USTC,1994 and 1995 Zhang Zongzhi Sci-Tech Scholarship at USTC,

2 Working Experience 9/ Current Assistant Professor, Associate Professor Department of Mathematics The Hong Kong Baptist University 12/2003-6/2006 Research Associate Department of Operations Research and Financial Engineering Princeton University 9/1998-7/2000 Mentor of the SCGY Class 1998 (part time) Department of Special Class for Gifted Young, USTC 9/2000-7/2001 Research Assistant Department of Statistics and Finance, USTC Professional Activities Membership Member of Institute of Mathematical Statistics. (Life Membership) Editorial Broad Associate Editor of Statistica Sinica, Referee Journal of the Royal Statistical Society B, The Annals of Statistics, Biometrika, Journal of the American Statistical Associate, Biometrics, The Canadian Journal of Statistics, Communications in Statistics: Theory and Methods, Quality Technology & Quantitative Management journal, Statistica Neerlandica, Statisitca Sinica, The Journal of Econometrics, The Journal of Multivariate Analysis, The Journal of Nonparametric Statistics, The Scandinavian Journal of Statistics, Bernoulli Journal, Electronic Journal of Statistics, Statistics and Probability Letters, Statistics and Its Interface, Journal of Statistical Planning and Inference, Test, The Econometrics Journal, Journal of Computational and Graphical Statistics, Annals of the Institute of Statistical Mathematics. 2

3 Conference and Workshop involved 1/2015 IMA-HK-IAS Joint Program on Statistics and Computational Interface to Big Data, HKUST, Hong Kong Invited Presentation: Model Selection for Gaussian Mixture Models. 7/2014 the 3rd Institute of Mathematical Statistics - Asia Pacific Rim Meeting, satellite meeting, Taichung, Taiwan Invited Presentation: Simultaneous Confidence Bands and Hypothesis Testing for Single-index Models. 6/2014 the 3rd Institute of Mathematical Statistics - Asia Pacific Rim Meeting Taipei, Taiwan Invited Presentation: Application of Partial Consistency to Partially Linear Regression Model. 6/2014 Second Conference of the International Society for NonParametric Statistics Cádiz, Spain Invited Presentation: Robust rank sure independence screening. 7/2013 IMS-SWUFE International Conference on Statistics and Probability Chengdu, Sichuan, China Invited Presentation: Application of Partial Consistency to Partially Linear Regression Model. 7/2012 The 2012 Financial Engineering and Risk Management International Symposium Changsha, Hunan, China Invited Presentation: Robust Rank Correlation based Screening. 12/2010 The Eighth ICSA International Conference: Frontiers of Interdisciplinary and Methodological Statistical Research, Guangzhou, Guangdong, China Invited Presentation: Model Selection for Gaussian Mixture Models. 5/2010 Conference on Survival analysis and Applied Statistics, Haikou, Hainan, China Contribution Presentation: Linear Mixed model selection 7/2009 International Conference on Financial Statistics and Financial Econometrics, Chengdu, Sichuan, China Contributed Presentation: Nonconcave Penalized M-estimation with Diverging Number of Parameters. 10/2008 Conference on Survival analysis and Applied Statistics, Guiyang, GuiZhou, China Contributed Presentation: Variable selection for Transformation model. 3

4 5/2007 Conference on Statistics and Finance, Kunming, Yunnan, China Contributed Presentation: Nonconcave Penalized Spline. 5/2006 A member of the Organising Committee, Workshop on Frontiers of Statistics at Princeton University, U.S. 8/2005 Workshop on Nonparametric Models for Complex Biological Data University of California, Davis. 8/ Joint Statistical Meeting at Minneapolis, U.S. Contributed Presentation: Nonconcave Penalized Likelihood with a Diverging Number. 2. Completed list of Publications with peer review The authorship in most articles are alphabetical order. The bold name indicates the corresponding author 1. Li, G. R., Liang, H., Lai, P. and Peng, H., (2015), Variable Selection for Fixed Effects Varying Coefficient Models, by Acta Mathematica Sinica, English Series, 31, Du, J., Li, G. R., and Peng, H. (2015), Variable Selection for Semiparametric Partially Linear Covariate-Adjusted Regression Models, Communications in Statistics - Theory and Methods, 44, Cheng, M. Y., Honda, T., Li, J. and Peng, H. (2014), Nonparametric independent screening and structural identification in longitudinal data analysis, The Annals of Statistics, 42, 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, Yang, Y. P., Li, G. R. and Peng, H. (2014), Empirical Likelihood for Varying Coefficient Errors-in-Variables Models with Longitudinal Data, Journal of Multivariate Analysis, 127, Tang, Y., He, H. Cheng, N., Song, Y. L., Ding, W. J., Zhang, Y. F., Zhang, W. B., Zhang, J., Peng, H. and Jiang, H. (2014), PDGF, NT-3 and IGF-2 in Combination Induced Transdifferentiation of Muscle-Derived Stem Cells into Schwann Cell-Like Cells, PLoS ONE 9(1): e doi: /journal.pone Tong, T.J and Peng, H. (2014), Tail Probability Ratios of Normal and Student s t Distributions, Communications in Statistics - Theory and Methods, 43, Li, G. R., Peng, H. and Tong, T. J. (2013), Simultaneous Confidence Bands for Nonparametric Fixed Effects Panel Data Models, Economics Letter, 119,

5 9. Zhang, W. and Peng, H. (2013), Discussion on Large covariance estimation by thresholding principal orthogonal complements by Fan, J., Liao, Y. and Mincheva, M., Journal of the Royal Statistical Society, B, 75, Pan, G. M. and Peng, H. (2013), Discussion on Large covariance estimation by thresholding principal orthogonal complements by Fan, J., Liao, Y. and Mincheva, M., Journal of the Royal Statistical Society, B, 75, Peng, H., Yan, H. J. and Zhang, W. Y. (2013), Equivalence of Model Selection by Cross- Validation and AIC in A semiparametric Family, Journal of Nonparametric Statistics, 25, Yu, Z., Zhu, L. P., Peng, H. and Zhu, L. X.(2013), Dimension Reduction and Predictor Selection in Semiparametric Models, Biometrika, 100, Lin, H. Z. and Peng, H., (2013), Smoothed Rank Correlation of the Linear Transformation Regression Model, Computational Statistics and Data Analysis, 57, Cui, X., Peng, H., Wen, S. Q. and Zhu, L. X. (2012), Component Selection in An Additive Models, Scandinavian Journal of Statistics, 40, Li, G. R., Peng, H., Zhang, J. and Zhu, L. X. (2012), Robust Rank Correlation based Screening, The Annals of Statistics, 40, Zhang, C. Q., Wong, W. K. and Peng, H. (2012), Dual-Objective Optimal Mixture Designs, Australian & New Zealand Journal of Statistics, 54, Peng, H. and Lu, Y. (2012), Model Selection in Linear Mixed Effects Models, Journal of Multivariate Analysis, 109, Zhang, C. Q. and Peng, H. (2012), D-optimal Designs for Quadratic Mixture Canonical Polynomials with Spline, Statistics and Probability Letters, 82, Peng, H. and Huang, T. (2011), Penalized Least Squares for Single Index Models, Journal of Statistical Planning and Inference, 141, Li, G. R., Feng, S. Y. and Peng, H.. (2011), A Profile-type Smoothed Score Function for a Varying Coefficient Partially Linear Model, Journal of Multivariate Analysis, 102, Li, G. R., Peng, H. and Zhu, L. X., (2011), Nonconcave Penalized M-estimation with Diverging Number of Parameters, Statistica Sinica, 21,

6 22. Lin, H.Z., Zhou, L., Peng, H. and Zhou, X. H., (2011), The Selection and Combination of Biomarkers using ROC method for Disease Classification and Prediction, The Canadian Journal of Statistics, 39, Zhang, W. and Peng, H., (2010), Simultaneous Confidence Band and Hypothesis Test in Generalised Varying-Coefficient Models, Journal of Multivariate Analysis, 101, No. 7, Zhang, C. Q., Peng, H. and Zhang, J. T. (2010), Two Samples Tests for Functional Data, Communications in Statistics - Theory and Methods, 39, Lam, Y. C., Cheng, C. W., Peng, H., Law, C. K., Huang, X. Z. and Bian, Z. X. (2009), Cancer Patients Attitudes towards Chinese Medicine: a Hong Kong Survey, Chinese Medicine, 4: Aït-Sahalia, Y., Fan, J. and Peng, H., (2009), Nonparametric Transition-Based Tests for Diffusions. Journal of the American Statistical Association, 104, No 487, Zhang, K., Peng, H., Chan, L. and Aapo Hyvärinen (2009), ICA with Sparse Connections: Revisited, Independent Component Analysis and Signal Separation, Lecture Notes in Computer Science, Volume 5441/2009, Peng, H., (2009), Partial Consistent Normalization Methods of Microarray Data, In S. Ma and Y. Wang (eds), Frontiers of Biostatistics and Bioinformatics. 29. Hui, J. Miao, B. Q., Ning, J. and Peng, H., (2008), Nonparametric Estimation for Contamination Distribution, Appl. Math. J. Chinese Univ., 2, Zhu, L.X., Miao, B. Q. and Peng, H., (2006), On Slice Inverse Regression with Large Dimensional Covariates, Journal of American Statistical Association, 101, Fan, J., Peng, H. and Huang, T., (2005), Fan, J., Peng, H. and Huang, T., (2005), Semilinear High-Dimensional Model for Normalization of Microarray Data: a Theoretical Analysis and Partial Consistency (with discussion) Journal of American Statistical Association, 100, Fan, J., Peng H., Huang, T., and Ren, Y. (2005), Semilinear High-Dimensional Model for Normalization of Microarray Data: a Theoretical Analysis and Partial Consistency - Rejoinder, Journal of American Statistical Association, 100, Fan, J. and Peng, H., (2004), Non-Concave Penalized Likelihood with a Diverging Number of Parameters, The Annals of Statistics, 32,

7 34. Liu, D. H., Miao, B.Q. and Peng, H., (2002), Convergence for Kernel Estimation of Error Density in M-Estimator (in Chinese), Chinese Journal of Applied Probability and Statistics, Vol 18, 2, Peng, H.. and Miao, B. Q., (2001), Inferences on Negative Dependent Change Point of Components of Random Vector (in Chinese), Journal of China university of Science and Technology, 31, Miao, B.Q., Dai, X.L., Wei, L.S., Peng H. and Wang, X.F., (2000), Statistical Analysis for the Curricular Teaching Assessment Questionnaire (in Chinese), High Education Assessment of China, 19, No. 2. 7

B.S. in Mathematics and Applied Mathematics

B.S. in Mathematics and Applied Mathematics Shuyang (Ray) Bai Contact Information Brooks Hall 408, 310 Hefty Dr. Athens, GA 30602 Email: bsy9142@uga.edu Phone: +1-706-369-4012 Research Interests Long-range dependence, heavy tails, limit theorems,