Faculty Overview

Feng Li

TIME:2015-01-20
Feng Li
Lecturer
Address: School of Statistics  and Mathematics, Central University of Finance and Economics, 39 South College Road, Haidian District, 100081 Beijing, China
Homepage: http://feng.li/
Email: feng.li@cufe.edu.cn
Research Interest
  1. Bayesian inference

  2. Econometrics and forecasting

  3. Multivariate Modeling

  4. Statistical Computing

Education
2008/09-2013/06 PhD of Statistic, Stockholm University, Sweden
2007/08-2008/07 Master of Statistics, Darlarna University, Sweden.
2003/09-2007/06 Bachelor of Statistics, Renmin University of China, China.
Employment
2013/09-  School of Statistics and Mathematics, Central University of Finance and Economics
Courses
  1. Econometrics (undergraduate course)

  2. Statistical Computing (undergraduate course)

  3. Statistic Software (undergraduate course)

  4. Academic English for Statistics (master/PhD course)

Publications
  1. Li, F. (2014).

  2. Modeling covariate-contingent correlation and tail-dependence

  3. with copulas. Working paper.

  4. Li, F. (2013). Bayesian Modeling of Conditional Densities. Ph.D. thesis, Department of Statistics, Stockholm University. ISBN: 978-91-7447-665-1.

  5. Li, F. & Villani, M. (2013). Efficient Bayesian multivariate surface regression. Scandinavian Journal of Statistics, 40, 706–723.

  6. Li, F., Villani, M. & Kohn, R. (2011). Modeling conditional densities using

  7. finite smooth mixtures. In Mixtures: estimation and applications (Wiley Series in

  8. Probability and Statistics), K. Mengersen, C. Robert & M. Titterington, eds. John

  9. Wiley & Sons, pp. 123–144.

  10. Li, F., Villani, M. & Kohn, R. (2010).

  1. Flexible modeling of conditional

  1. distributions using smooth mixtures of asymmetric student t densities. Journal of

  1. Statistical Planning and Inference 140, 3638–3654.

Honors and Awards
  1. The 2014 Cramér Price, March 2014.

  2. International Society for Bayesian Analysis junior award, Jun, 2012.

The Knut and Alice Wallenberg Foundation travel grant, Aug, 2011.

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