
潘蕊
副教授 中央财经大学 必威官网手机版
邮箱:panrui_cufe@126.com;电话:+8613811812191
教育背景:
¡ 2004.09—2008.06,中国人民大学统计学院,经济学学士
¡ 2008.06—2014.01,北京大学光华管理学院,商务统计与经济计量系,经济学博士
工作经历:
¡ 2016.09—至今,中央财经大学,必威官网手机版,副教授
¡ 2014.06—2016.09,中央财经大学,必威官网手机版,助理教授
研究兴趣:
¡ 超高维数据变量选择
¡ 网络结构数据的统计建模
¡ 物联网数据的统计分析
论文发表:
n Xu, K., Wang, J.*, Pan, R., and Wang, H. (2019), “Photographic Diary: A New Estimation Approach to PM2.5 Monitoring,” Statistics and Its Interface, in press.
n Zhu, X.,Huang, D.*, Pan, R., and Wang, H. (2019), “Multivariate Spatial Autoregression for Large Scale Social Networks,” Journal of Econometrics, in press.
n Zhou, J., Li, D. *, Pan, R., and Wang, H. (2019), “Network GARCH Model,” Statistica Sinica, in press.
n Zhu, X., and Pan, R.* (2019), “Grouped Network Vector Autoregression,” Statistica Sinica, in press.
n Ma, Y., Pan, R.*, Zou, T., and Wang, H. (2019), “A Naive Least Squares Method for Spatial Autoregression with Covariates,”Statistica Sinica, in press.
n Zhang, X., Pan, R., Guan, G.*, Zhu, X., and Wang, H. (2019), “Network Logistic Regression Model,”Statistica Sinica, in press.
n Zhang, Y., Fan, J., Pan, R. *, and Huang, L. (2019), “Usage Based Insurance with POI data,” Statistics and Its Interface, 12, 345—353.
n Chen, Y., Pan, R. *, Guan, R., and Wang, H. (2019), “A case study for Beijing Point of Interest Data Using Group Linked Cox Process,” Statistics and Its Interface, 12, 331—344.
n Pan, R., Guan, R. *, Zhu, X., and Wang, H. (2018), “A Latent Moving Average Model for Network Regression,” Statistics and Its Interface, 11, 641—648.
n Cai, W., Guan, G., Pan, R. *, Zhu, X., and Wang, H. (2018), “Network Linear Discriminant Analysis,” Computational Statistics and Data Analysis, 117, 32—44.
n Zhu, X., Pan, R.*, Li, G., Liu, Y., and Wang, H. (2017), “Network Vector Autoregression,”Annals of Statistics, 45(3), 1096—1123.
n Lan, W., Pan, R., Luo, R.*, and Cheng Y. (2017), “High Dimensional Cross-Sectional Dependence Test under Arbitrary Serial Correlation,” Science China: Mathematics, 60, 345—360.
n Pan, R., Wang, H.*, and Li, R. (2016), “Ultrahigh Dimensional Multi-class Linear Discriminant Analysis by Pairwise Sure Independence Screening,” Journal of the American Statistical Association, 111(513), 169--179.
n Zhu, X., Huang, D.*, Pan, R., and Wang, H. (2016), “An EM algorithm for click fraud detection,” Statistics and Its Interface, 9, 389-394.
n Pan, R.*, and Wang, H. (2015), “A Note on Testing Conditional Independence for Social Network Analysis,” SCIENCE CHINA: Mathematics, 58(6), 1179-1190.
n Pan, R., Wang, H.*, and Tsai, C. (2011), “Regression Analysis of Asymmetric Pairs in Large-Scale Network Data,” Communications in Statistics: Simulation and Computation, 40:10, 1540-1547.
n Li, J., Pan, R.*, and Wang, H. (2010), “Selection of Best Keywords: A Poisson Regression Model,” Journal of Interactive Advertising, 11(1), 27-35.
科研课题:
¡ 《大规模网络结构数据的统计建模:理论与应用研究》,国家自然科学基金面上项目,课题负责人,2020.01-2023.12
¡ 《含网络结构的离散选择模型:理论及应用研究》,国家自然科学基金青年项目,课题负责人,2017.01—2019.12
¡ 《奥迪用户价值体系的数据管理与描述分析》,横向课题,课题主持人,2014.12-2015.12