Research Staff

姚怡慶

Yi-Ching Yao

Institute of Statistical Science Academia Sinica
Taipei 11529, Taiwan, R.O.C.
Tel: 886-2-27835611 ext. 311
FAX : 886-2-27831523
E-mail:yao@stat.sinica.edu.tw



Research Interests

Education

1982 Ph.D in Applied Mathematics, Specialized in Statistics,
Massachusetts Institute of Technology.
1976 B.S., Major in Electrical Engineering,
National Taiwan University.

Professional Experience

1995 - Present Research Fellow,
Institute of Statistical Science, Academia Sinica
1989 - 1995Associate Professor,
Department of Statistics, Colorado State University.
1983 - 1989Assistant Professor,
Department of Statistics, Colorado State University.

Professional Activities

Aug. 1999 - July 2002Co-Editor, Statistica Sinica
Apr. 1999 - Associate Editor, Annals of Statistics
Aug. 1996 - July 1999Associate Editor, Statistica Sinica

Publications

[1] Bounds for the Bayes risk for testing sequentially the sign of the drift parameter of a Wiener process. Annals of Statistics 12, 1117--1123 (1984) (with A. Mallik).

[2] Estimation of a noisy discrete-time step function: Bayes and empirical Bayes approaches. Annals of Statistics 12, 1434--1447 (1984).

[3] Estimation of noisy telegraph processes: nonlinear filtering versus nonlinear smoothing. IEEE Transactions on Information Theory 31, 444--446 (1985).

[4] Noise. Encyclopedia of Statistical Sciences (S. Kotz and N.L. Johnson, ed.), Vol. 6, 252--255 (1985).

[5] Nyquist frequency. Encyclopedia of Statistical Sciences (S. Kotz and N.L. Johnson, ed.), Vol. 6, 393--395 (1985).

[6] The asymptotic behavior of the likelihood ratio statistic for testing a shift in mean in a sequence of independent normal variates. Sankhya Ser. A 48, 339--353 (1986) (with R. A. Davis).

[7] Maximum likelihood estimation in hazard rate models with a change-point. Communications in Statistics - Theory and Methods 15, 2455--2466 (1986).

[8] A Markov decision approach to nuclear materials safeguards. Contributions to the Theory and Application of Statistics (A. E. Gelfand, ed.), 19--42, Academic Press (1987) (with H. Chernoff).

[9] Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables. Annals of Statistics 15, 1321--1328 (1987).

[10] A note on testing for constant hazard against a change-point alternative. Annals of the Institute of Statistical Mathematics 39, 377--383 (1987).

[11] Estimating the number of change-points via Schwarz criterion. Statistics and Probability Letters 6, 181--189 (1988).

[12] A fundamental monotonicity in group testing. SIAM Journal on Discrete Mathematics 1, 256--259 (1988) (with F. K. Hwang).

[13] Linear calibration when the coefficient of variation is constant. Probability and Statistics: Essays in Honor of F.A. Graybill (J.N. Srivastava, ed.) 297--309, Elsevier Science Publishers (1988) (with H.K. Iyer and D.F. Vecchia).

[14] A note on the completeness of the normal family with constant coefficient of variation. Communications in Statistics -- Theory and Methods 17, 2075--2083 (1988) (with H.K. Iyer).

[15] A class of multiple sample tests based on empirical coverages. Annals of the Institute of Statistical Mathematics 40, 165--178 (1988) (with P.W. Mielke, Jr.).

[16] Individual testing of independent items in optimal group testing. Probability in Engineering and Informational Sciences 2, 23--29 (1988) (with F.K. Hwang).

[17] An improvement over the information lower bound in binomial group testing. Probability in Engineering and Informational Sciences 2, 313--320 (1988).

[18] Sequential tests for the drift of a Wiener Process with a smooth prior, and the heat equation. Annals of Statistics 17, 783--792 (1989) (with G. Simons and X. Wu).

[19] Optimally stopping the sample mean of a Wiener process with an unknown drift. Stochastic Processes and their Applications 32, 347--354 (1989) (with G. Simons).

[20] Least-squares estimation of a step function. Sankhya, Ser. A 51, 370--381 (1989) (with S.T. Au).

[21] Cutoff point and monotonicity properties of multinomial group testing. SIAM Journal on Discrete Mathematics 2, 500--507 (1989) (with F. K. Hwang).

[22] On the cutoff point for pairwise enabling for infinite users in a multi-access system. IEEE Transactions on Information Theory 36, 1183--1186 (1990) (with F. K. Hwang).

[23] Some results on the bomber problem. Advances in Applied Probability 22, 412--432 (1990) (with G. Simons).

[24] On optimal nested group testing algorithms. Journal of Statistical Planning and Inference 24, 167--175 (1990) (with F.K. Hwang).

[25] Comments on Bern's probabilistic results on rectilinear Steiner trees. Algorithmica 5, 591--598 (1990) (with F.K. Hwang).

[26] On a problem of ammunition rationing. Advances in Applied Probability 23, 624--641 (1991) (with L.A. Shepp and G. Simons).

[27] Markov chains on hypercubes: spectral representations and several majorization relations. Random Structures and Algorithms 4, 1--36 (1993) (with S. Karlin and B. Lindqvist).

[28] Some monotone almost balanced knockout tournament plans. Probability in Engineering and Informational Sciences 7, 361--368 (1993) (with R.W. Chen, F.K. Hwang and A. Zame).

[29] On almost sure behavior of change-point estimators. Change-Point Problems (E. Carlstein, H.G. M\"uller and D. Siegmund, ed.) IMS Lecture Notes -- Monograph Series Vol. 23, 359--372 (1994) (with D. Huang and R. Davis).

[30] Testing for a change in parameter values and order of an autoregressive model. Annals of Statistics 23, 282--304 (1995) (with R.A. Davis and D. Huang).

[31] Optimal tracking of Brownian motion. Stochastics and Stochastics Reports 54, 233--245 (1995) (with D. Assaf and L.A. Shepp).

[32] A large-dimensional independent and identically distributed property for nearest neighbor counts in Poisson Processes. Annals of Applied Probability 6, 561--571 (1996) (with G. Simons).

[33] Asymptotic sine laws arising from alternating random permutations and sequences. Random Structures and Algorithms 8, 75--95 (1996) (with G. Simons).

[34] On Kingman's characteristic functional approach to R\'enyi's characterization of Poisson processes. Journal of Applied Probability 33, 439--442 (1996).

[35] Localizing combinatorial properties of partitions. Discrete Mathematics 160, 1--23 (1996) (with F.K. Hwang and U.G. Rothblum).

[36] On independence of k-record processes: Ignatov's theorem revisited. Annals of Applied Probability 7, 815--821 (1997).

[37] A d-move local permutation routing for the d-cube. Discrete Applied Mathematics 72, 199--207 (1997) (with F.K. Hwang and M.D. Grammatikakis).

[38] Approximating the inverse of a symmetric positive definite matrix. Linear Algebra and its Applications 281, 97--103 (1998) (with G. Simons).

[39] Comments on the oblivious routing algorithm of Kaklamanis, Krizanc, and Tsantilas in the hypercube. Theory of Computing Systems 31, 63--66 (1998) (with F.K. Hwang).

[40] Localizing combinatorial properties for partitions on block graphs. Journal of Combinatorial Optimization 2, 429--441 (1999) (with G.J. Chang and F.K. Hwang).

[41] On an inequality for the normal distribution arising in bioequivalence studies. Journal of Applied Probability 36, 279--286 (1999) (with H. Iyer).

[42] Asymptotics when the number of parameters tends to infinity in the Bradley-Terry model for paired comparisons. Annals of Statistics 27, 1041--1060 (1999) (with G. Simons).

[43] Bias correction for segregation ratio estimation in human genetics. Biometrics 56, 795--800 (2000) (with J.J. Tai).

[44] Some permutation routing algorithms for low-dimensional hypercubes. Theoretical Computer Science 270, 111--124 (2002) (with F.K. Hwang and B. Dasgupta).

[45] Doob, Ignatov and optional skipping. Annals of Probability 30, 1933--1958 (2002) (with G. Simons and L. Yang).