Specialties

• Sequential analysis and adaptive design
• rare event analysis and importance sampling
• Latent variable models, graphical models, psychometrics

Education

• Ph.D.: Statistics, Columbia University, 2016
• B.S. : Mathematics, Peking University, 2011
• B.A.: Economics, Peking University, 2011

Selected Publications

• Rare-event Simulation and Efficient Discretization for the Supremum of Gaussian Random Fields. : Jingchen Liu, Li, Xiaoou, Advances in Applied Probability, 47, 787 - 816, 2015.
• Generalized Sequential Probability Ratio Test: Jingchen Liu and Zhiliang Ying, Li, Xiaoou, Sequential Analysis, 33, 539-563, 2014.
• On the Tail Asymptotics of Exponential Integrals of Gaussian Random Fields with Small Noise: Jingchen Liu and Gongjun Xu, Li, Xiaoou, Mathematics of Operations Research, 41(1), 236-246, 2016.