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Ph.D. Dissertations Supervised:
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Bertrand S. Clarke (1989). Asymptotic
Cumulative Risk and Bayes Risk under Entropy Loss, with Applications.
University of Illinois at Urbana-Champaign. [Professor, University of British Columbia]
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Chyong-Hwa Sheu (1989). Density
Estimation with Kullback-Leibler Loss. University of Illinois at
Urbana-Champaign.
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Yuhong Yang
(1996). Minimax Optimal Density Estimation. Yale University. [Was Assistant Professor at
Iowa State University; Now Professor at University of Minnesota.]
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Trent Qun Xie (1997). Minimax Coding and
Prediction. Yale University. [Was at GE Capital, Inc., Fairfield, CT. Now Assistant Professor at Tsinghua Univ.]
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Gerald Cheang (1998). Approximation and
Estimation Bounds for Two hidden-layer Sigmoidal Networks. Yale
University. [Now at Singapore Technical and Education University.]
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Jason Cross (1999). Universal Portfolios for Target Classes having a Continuous Form of Dependence on Side Information. Yale University. [Was at an investment start-up firm with Myron Scholes in New York. Now runs an investment firm in Minneapolis, Minnesota.]
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Jonathan Li (1999). Estimation of Mixture Models.
Yale University. [Was at KPMG Financial Services, New York. Then at
Stanford Research Institute, Palo Alto. Now at Radar Networks, Inc., San Franscisco]
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Feng Liang (2002). Exact
Minimax Predictive Density Estimation. Yale University. [On leave from Duke
University. Now at University of Illinois at Urbana-Champaign]
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Gilbert Leung (2004). Information Theory and Mixing Least Squares Regression. [At Qualcomm, first in San Diego, now near San Jose.]
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Wei Qiu (2007). Maximum Wealth Portfolios. Yale University. [Now at J.P. Morgan Chase, Columbus, Ohio.]
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Cong Huang (2008). Risk of Penalized Least Squares, Greedy Selection and L1-Penalization for Flexible Function Libraries. Yale University.
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