Research Staff

姚怡慶

Yi-Ching Yao

Research Fellow
Tel: 886-2-2787-5719
E-mail:yao@stat.sinica.edu.tw



Research Interests

Recent Publications

[1] Wang, S.-H., Yao, Y.-C., Chang, W.-H. and Tu, I-P. (2021). Quantification of model bias underlying the phenomenon of "Einstein from noise". Statistica Sinica, to appear.

[2] Hsiau, S.-R., Chen, M.-R. and Yao, Y.-C. (2021). Stochastic ordering for birth-death processes with killing. Journal of Applied Probability, to appear.

[3] Lim, Z.G., Liao, C.-T. and Yao, Y.-C. (2021). Asymptotic analysis of Peres' algorithm for random number generation. Probability in the Engineering and Informational Sciences, to appear.

[4] Chen, M.-R., Hsiau, S.-R., Tsai, J.-C. and Yao, Y.-C. (2020). Asymptotics on the number of walks until no shoes when the number of doors is large. Stochastic Models 36, 428--451.

[5] Lin, Y.-S., Lin, X. C.-S., Miao, D. W.-C. and Yao, Y.-C. (2020). Corrected discrete approximations for multiple window scan statistics of one-dimensional Poisson processes. Methodology and Computing in Applied Probability 22, 237--265.

[6] Lin, Y.-S. and Yao, Y.-C. (2019). One-sided solutions for optimal stopping problems with logconcave reward functions. Advances in Applied Probability 51, 87--115.

[7] Lin, Y.-S., Hsiau, S.-R. and Yao, Y.-C. (2019). Optimal selection of the k-th best candidates. Probability in the Engineering and Informational Sciences 33, 327--347.

[8] Yao, Y.-C., Miao, D. W.-C. and Lin, X. C.-S. (2017). Corrected discrete approximations for the conditional and unconditional distributions of the continuous scan statistic. Journal of Applied Probability 54, 304--319.

[9] Libbus, B., Simons, G. and Yao, Y.-C. (2017). Rotating multiple sets of labeled points to bring them into close coincidence: A generalized Wahba problem. American Mathematical Monthly 124, 149--160.

[10] Davis, R.A., Hancock, S.A. and Yao, Y.-C. (2016). On consistency of minimum description length model selection for piecewise autoregressions. Journal of Econometrics 194, 360--368.

[11] Grigorescu, I. and Yao, Y.-C. (2016). Maximizing the variance of the time to ruin in a multi-player game with selection. Advances in Applied Probability 48, 610--630.

[12] Hsiau, S.-R., Lin, Y.-S. and Yao, Y.-C. (2014). Logconcave reward functions and optimal stopping rules of threshold form. Electronic Journal of Probability, 18 pages.

[13] Yao, Y.-C. (2014). Rate of Poisson approximation for nearest neighbor counts in large-dimensional Poisson point processes. Statistics & Probability Letters 92, 143--147.

[14] Yao, Y.-C., Chen, S.-c. and Wang, S.-H. (2014). On compatibility of discrete full conditional distributions: A graphical representation approach. Journal of Multivariate Analysis 124, 1--9.

[15] Yao, Y.-C. and Miao, D. W.-C. (2014). Sample-path analysis of general arrival queueing systems with constant amount of work for all customers. Queueing Systems 76, 283--308.

[16] Wolff, R.W. and Yao, Y.-C. (2014). Little's law when the average waiting time is infinite. Queueing Systems 76, 267--281.

[17] Yao, Y.-C. (2013). A duality relation between the workload and attained waiting time in FCFS G/G/s queues. Journal of Applied Probability 50, 300--307.