Chi-Kuang Yeh/葉啓光- PhD

Hello/你好! I am currently a postdoctoral scholar in the Deparmtent of Matheamtcis and Statistics at McGill University jointly with the Deparmtent of Statisitcs and Actuarial Science at the University of Waterloo. I was originally from Hsinchu (新竹) and Taipei (台北), Taiwan, and I lived in BC, Canada, for 12 years.
My office is: Room 1216 on the top floor in Burnside Hall.
Note: I am on the 2024-2025 academic job market! Besides, feel free to shoot me an email if you are interested in my work! Happy to chat about them. :)

Teaching:

2024 Fall: NOT teaching this term.
2024 Winter: STAT 230 – Introduction to Probability, along with Erik Hintz, Jeffery Negrea and Justin Ko.

Reserach Interests:

I possess a wide range of interests, but for now, my research is centred around:

Functional data analysis.
Statistical machine learning and high-dimensional statistical inference.
Dependence modeling.
Optimal design of experiment.
Applications include drug development, toxicology, neuroscience, to only name a few.

Publications

2024

FTSgof: White noise and goodness-of-fit tests for functional time series in R,

Preprint. Mihyun Kim, Gregory Rice, Yuqian Zhao & Chi-Kuang Yeh
Positive and unlabeled data: model, estimation, inference, and classification,

Preprint. [arXiv] Siyan Liu, Chi-Kuang Yeh, Xin Zhang, Qinglong Tian & Pengfei Li
CVXSADes: a stochastic algorithm for constructing optimal exact regression designs with single or multiple objectives,

Preprint. [code] [arXiv] [ResearchGate] Chi-Kuang Yeh & Julie Zhou

2023

Variable selection in multivariate functional linear regression,

Statistics in Bioscience. [link] Chi-Kuang Yeh & Peijun Sang
Functional spherical autocorrelation: a robust estimate of the autocorrelation of a functional time series,

Electronic Journal of Statistics, 17, 650–687. [code] [link] [arXiv] [ResearchGate] Chi-Kuang Yeh, Gregory Rice & Joel A. Dubin

2022

Evaluating real-time probabilistic forecasts with application to National Basketball Association outcome prediction,

The American Statistician, 76, 214–223. [code] [link] [arXiv] [ResearchGate] Chi-Kuang Yeh, Gregory Rice & Joel A. Dubin

2021

Properties of optimal regression designs under the second-order least squares estimator,

Statistical Papers, 62, 75–92. [code] [link] Chi-Kuang Yeh & Julie Zhou

Theses

2023

Methods in functional data analysis: forecast evaluation, robust serial dependence measures, and a spatial factor copula model,

Ph.D. Thesis, University of Waterloo. [link]

2018

Optimal regression design under second-order least squares estimator: theory, algorithm and applications,

Master’s Thesis, University of Victoria. [link]

Softwares

FTSgof

A R package for white noise and goodness-of-fit tests for functional time series. [GitHub] [CRAN] Mihyun Kim, Chi-Kuang Yeh, Yuqian Zhao & Gregory Rice
evalRTPF

A R package to Evaluating the probabilistic forecasts between competitive forecasters. [GitHub] Chi-Kuang Yeh, Gregory Rice & Joel Dubin
optDesign

A MATLAB toolbox to compute optimal regression design. [GitHub] Chi-Kuang Yeh & Julie Zhou
SLSEdesign

A R package for computing optimal regression designs under the second-order least-squares estimator. [GitHub] [CRAN] Chi-Kuang Yeh, Julie Zhou & Jason Hou-Liu
yehUtil

A R package for knitting some RMarkdown reports and other usages. [GitHub] Chi-Kuang Yeh