Xinghao Qiao Assistant Professor of Statistics

Office: Columbia House, Room 7.14 Mail: Department of Statistics London School of Economics Houghton Street London, WC2A 2AE United Kingdom Phone: +44 (0)20 7955 6880 Email: x.qiao@lse.ac.uk PhD adviser: Professor Gareth James Coordinater: Statistics Seminar Series 2016-2017 and Times Series & Statistical Learning Study Group

Education

• PhD in Business Statistics, Marshall School of Business , University of Southern California, USA.
• M.S. in Statistics, Univeristy of Chicago, USA.
• B.S. in Mathematics and Physics, Academic Talent Program, Tsinghua University, China.
• National Honored Experimental Class, High School Attached to Tsinghua University, China.

Teaching

• ST300 Regression and Generalised Linear Models
  

Office hours: Tuesdays 2:00pm -- 3:30pm (2016 Michaelmas Term).

• ST443 Machine Learning and Data Mining
  

Research interests

• Functional and longitudinal data analysis
  
• Time series analysis, e.g. high dimensional time series, functional time series.
  
• High dimensional statistical infernece, e.g. covariance and precision matrix estimation, factor models, variable selection.
  
• Dynamic network modelling
  
• Machine learning in business
  

Some research projects

• "Regularization for Functional Autoregressive Models with NP-Dimensionality," (2016).
  
• "Valid Inference of Semiparametric Estimators in High Dimensions," (2016).
  
• "Dynamic Functional Covariance Models," (2016).
  
• "Functional Graphical Models," (2016).
  
• "Index Models for Sparsely Sampled Functional Data," (2015).
  
• "Value or Bubble? A Decomposition of the Bitcoin Price," (2015).
  
• Invited discusssion of "Clustering Random Curves Under Spatial Dependence,"(2012).
  

Recent and upcoming trips

• Invited talk at 2017 IMS-China International Conference on Statistics and Probability , Nanning, China, 28 June-1 July 2017
  
• Invited talk at 1st International Conference on Econometrics and Statistics, HKUST, Hong Kong, 15-17 June 2017
  
• Invited talk at 9th International Conference of the ERCIM WG on Computational and Methodological Statistics, Seville, Spain, 9-11 December 2016
  

Useful links

• Julia, Python, Computational Statistics in Python
• The R blogger, Google's R style guilde, Create an R package from a single R file with roxyPackage, ggplot2,
• Tessera, SupR
• The rise of Data Science, Data Sciences@Stanford
• Statistical learning by Professors Hastie and Tibshirani@Stanford, Statistical learning by Professor Wasserman@CMU
• Convex optimization by Dr. Tibshirani@CMU, Reinforcement learning by Dr. Silver@UCL
• The Alan Turing Institute, StatLab@Cambridge, Stat@Stanford, Stat@Berkeley, Stat@Wharton, Stat@CMU, Stat@UMich, Stat@ETH Zurich
• STICERD, LSE for You,

My collaborators