Ph.D. Dissertations Supervised:

  • 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]

  • Chyong-Hwa Sheu (1989). Density Estimation with Kullback-Leibler Loss. University of Illinois at Urbana-Champaign.

  • Yuhong Yang (1996). Minimax Optimal Density Estimation. Yale University. [Was Assistant Professor at Iowa State University; Now Professor at University of Minnesota.]

  • Trent Qun Xie (1997). Minimax Coding and Prediction. Yale University. [Was at GE Capital, Inc., Fairfield, CT. Now Assistant Professor at Tsinghua Univ.]

  • Gerald Cheang (1998). Approximation and Estimation Bounds for Two hidden-layer Sigmoidal Networks. Yale University. [Now at Singapore Technical and Education University.]

  • 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.]

  • 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]

  • Feng Liang (2002). Exact Minimax Predictive Density Estimation. Yale University. [On leave from Duke University. Now at University of Illinois at Urbana-Champaign]

  • Gilbert Leung (2004). Information Theory and Mixing Least Squares Regression. [At Qualcomm, first in San Diego, now near San Jose.]

  • Wei Qiu (2007). Maximum Wealth Portfolios. Yale University. [Now at J.P. Morgan Chase, Columbus, Ohio.]

  • Cong Huang (2008). Risk of Penalized Least Squares, Greedy Selection and L1-Penalization for Flexible Function Libraries. Yale University.