教师姓名:张应应
职 称:副教授
系 所:统计与数据科学系
研究领域:贝叶斯统计、生物医学统计
电子邮件:yyzhang@ynu.edu.cn
个人主页:https://zhangyingying319.wordpress.com
教育背景:
2001/09-2005/07,四川大学数学学院应用数学专业,理学学士学位,导师:赵国松
2005/09-2007/07,澳门大学科技学院数学系,理学硕士学位,导师:丁灯
2007/09-2010/07,澳门大学科技学院数学系,理学博士学位,导师:金小庆
工作经历:
2010/09-2023/03,重庆大学,37000gcom威尼斯,统计与精算系,讲师,中国重庆
2016/09-2017/08,美国康涅狄格大学,统计系,访问学者,访问陈明辉教授
2023/05-,37000gcom威尼斯,37000gcom威尼斯,统计与数据科学系,副教授,中国昆明
代表性学术论著:
在Statistical Methods in Medical Research (1),Statistics in Medicine (1),Statistical Papers (1),Journal of Statistical Computation and Simulation (3),Journal of Biopharmaceutical Statistics (1),Statistics in Biopharmaceutical Research (1),Communications in Statistics-Theory and Methods (7),Communications in Statistics-Simulation and Computation (1),Sequential Analysis (1),Mathematics (2),Applied Psychological Measurement (1),Journal of Computational Finance (1),Journal of Computational and Applied Mathematics (1),Linear Algebra and its Applications (1),Computers & Mathematics with Applications (1),East Asian Journal on Applied Mathematics (1),Statistical Theory and Related Fields (1),Chinese Journal of Applied Probability and Statistics (7),Statistics in Biosciences (1),Frontiers in Big Data (1),Advances and Applications in Statistics (1),工程数学学报(1),统计与决策(5),数学的实践与认识(2)等期刊上发表或录用期刊论文44篇。
已发表和录用的期刊论文
Note: * means corresponding author; # means co-first author.
[1].Wu HJ#,Zhang YY#*, Li HY (2023). Expectation identities from integration by parts for univariate continuous random variables with applications to high-order moments [J].Statistical Papers, DOI: 10.1007/s00362-022-01329-5. (SCI)
[2].Sun Y#,Zhang YY#*, Sun J (2023). The empirical Bayes estimators of the parameter of the uniform distribution with an inverse gamma prior under Stein’s loss function [J].Communications in Statistics-Simulation and Computation, DOI: 10.1080/03610918.2022.2093904. (SCI)
[3].Zhang YY*, Zhang YY, Wang ZY, Sun Y, Sun J (2023). The empirical Bayes estimators of the variance parameter of the normal distribution with a conjugate inverse gamma prior under Stein’s loss function [J].Communications in Statistics-Theory and Methods, DOI: 10.1080/03610926.2022.2076123. (SCI)
[4].Wang YQ#,Zhang YY#*, Liu JL (2023). Expectation identity of the hypergeometric distribution and its application in the calculations of high-order origin moments [J].Communications in Statistics-Theory and Methods, 52(17): 6018-6036. (SCI)
[5].Liu JL#,Zhang YY#*, Wang YQ (2023). Expectation identity of the discrete uniform distribution and its application in the calculations of higher-order origin moments [J].Advances and Applications in Statistics, 85: 1-41. (ESCI)
[6].Zhang YY*, Rong TZ, Li MM (2023). The Bayes estimator of the positive restricted parameter under the power-power loss with an application [J].Chinese Journal of Applied Probability and Statistics, 39(2): 159-177. (CSCD)
[7].张应应* (2023).矩阵化编程在算术平均亚洲期权定价中的应用[J].数学的实践与认识,待发表. (中文核心期刊)
[8].Zhang L#,Zhang YY#* (2022). The Bayesian posterior and marginal densities of the hierarchical gamma-gamma, gamma-inverse gamma, inverse gamma-gamma, and inverse gamma-inverse gamma models with conjugate priors [J].Mathematics, 10(21, 4005): 1-27. (SCI)
[9].Zhang YY*, Ran Q (2022). The imprecision issues of four powers and eight predictive powers with historical and interim data [J].Mathematics, 10(20, 3898): 1-21. (SCI)
[10].Zhang JW#,Zhang YY#, Tao J, Chen MH* (2022). Bayesian item response theory models with flexible generalized logit links [J].Applied Psychological Measurement, 2022, 46(5): 382-405. (SSCI)
[11].Zhang YY*, Rong TZ, Li MM (2022). Eight predictive powers with historical and interim data for futility and efficacy analysis [J].Statistical Theory and Related Fields, 6(4): 277-298. (高起点新刊; ESCI; CSCD)
[12].Zhang YY*, Rong TZ, Li MM (2022). The Bayes estimators of the variance and scale parameters of the normal model with a known mean for the conjugate and noninformative priors under Stein’s loss [J].Frontiers in Big Data, 4(763925): 1-13. (ESCI)
[13].Zhang YY*, Rong TZ, Li MM (2022). The estimated and theoretical assurances and the probabilities of launching a phase III trial [J].Chinese Journal of Applied Probability and Statistics, 38(1): 53-70. (CSCD)
[14].Li MM*,Zhang YY(2022). Optimal periodic dividend and capital injection strategies for diffusion models with restricted dividend rates and transaction costs [J].Chinese Journal of Applied Probability and Statistics, 38(5): 659-673. (CSCD)
[15].Sun J#,Zhang YY#*, Sun Y (2021). The empirical Bayes estimators of the rate parameter of the inverse gamma distribution with a conjugate inverse gamma prior under Stein’s loss function [J].Journal of Statistical Computation and Simulation, 91(8): 1504-1523. (SCI)
[16].Zhang YY*, Rong TZ, Li MM (2021). Analytical calculations of various powers assuming normality [J].Sequential Analysis, 40(4): 518-541. (SCI)
[17].Zhang YY, Ting N* (2021). Can the concept be proven? [J].Statistics in Biosciences, 13(1): 160-177. (ESCI)
[18].Zhou MQ#,Zhang YY#*, Sun Y, Sun J, Rong TZ, Li MM (2021). The empirical Bayes estimators of the probability parameter of the beta-negative binomial model under Zhang’s loss function [J].Chinese Journal of Applied Probability and Statistics, 37(5): 478-494. (CSCD)
[19].Deng QQ#,Zhang YY#*, Roy D, Chen MH (2020). Superiority of combining two independent trials in interim futility analysis [J].Statistical Methods in Medical Research, 29(2): 522-540. (SCI)
[20].Zhang YY*, Rong TZ, Li MM (2020). The contemplated average success probability for normally distributed models with an application to optimal sample sizes selection [J].Statistics in Medicine, 39: 3173-3183. (SCI)
[21].Zhang YY*, Ting N (2020). Sample size considerations for a phase III clinical trial with diluted treatment effect [J].Statistics in Biopharmaceutical Research, 12(3): 311-321. (SCI)
[22].Zhang YY*, Rong TZ, Li MM (2020). A new expectation identity and its application in the calculations of predictive powers assuming normality [J].Chinese Journal of Applied Probability and Statistics, 36(5): 523-535. (CSCD)
[23].Zhang YY*, Xie YH, Song WH, Zhou MQ (2020). The Bayes rule of the parameter in (0,1) under Zhang’s loss function with an application to the beta-binomial model [J].Communications in Statistics-Theory and Methods, 49(8): 1904-1920. (SCI)
[24].Zhang YY*, Rong TZ, Li MM (2019). The empirical Bayes estimators of the mean and variance parameters of the normal distribution with a conjugate normal-inverse-gamma prior by the moment method and the MLE method [J].Communications in Statistics-Theory and Methods, 48(9): 2286-2304. (SCI)
[25].Zhang YY*, Rong TZ, Li MM (2019). Expectation identity for the binomial distribution and its application in the calculations of high-order binomial moments [J].Communications in Statistics-Theory and Methods, 48(22): 5467-5476. (SCI)
[26].Zhang YY*, Wang ZY, Duan ZM, Mi W (2019). The empirical Bayes estimators of the parameter of the Poisson distribution with a conjugate gamma prior under Stein’s loss function [J].Journal of Statistical Computation and Simulation, 89(16): 3061-3074. (SCI)
[27].Zhang YY*, Rong TZ, Li MM (2019). When the sum is a minimal sufficient statistics for the parameter of a discrete distribution with finite values? [J].Chinese Journal of Applied Probability and Statistics, 35(6): 611-620. (CSCD)
[28].Xie YH, Song WH, Zhou MQ,Zhang YY* (2018). The Bayes posterior estimator of the variance parameter of the normal distribution with a normal-inverse-gamma prior under Stein’s loss [J].Chinese Journal of Applied Probability and Statistics, 34(6): 551-564. (CSCD)
[29].Zhang YY*, Ting N (2018). Bayesian sample size determination for a phase III clinical trial with diluted treatment effect [J].Journal of Biopharmaceutical Statistics, 28(6): 1119-1142. (SCI)
[30].Zhang YY*, Xie YH, Song WH, Zhou MQ (2018). Three strings of inequalities among six Bayes estimators [J].Communications in Statistics-Theory and Methods, 47(8): 1953-1961. (SCI)
[31].Zhang YY*, Zhou MQ, Xie YH, Song WH (2017). The Bayes rule of the parameter in (0,1) under the power-log loss function with an application to the beta-binomial model [J].Journal of Statistical Computation and Simulation, 87(14): 2724-2737. (SCI)
[32].Zhang YY* (2017). The Bayes rule of the variance parameter of the hierarchical normal and inverse gamma model under Stein’s loss [J].Communications in Statistics-Theory and Methods, 46(14): 7125-7133. (SCI)
[33].张应应* (2016).总体或样本的协方差(矩阵)和相关系数(矩阵)的系统定义[J].统计与决策, (8): 20-24. (CSSCI)
[34].肖雪梦,张应应* (2015).三种回归方法在消除多重共线性及其预测结果的比较[J].统计与决策, (24): 75-78. (CSSCI)
[35].张应应*,代春兰(2015). Monte Carlo方法的精度分析及其在算术平均亚洲期权定价中的应用[J].工程数学学报, 32(2): 185-196. (CSCD)
[36].张应应* (2015).稳健性因子分析在股票评价中的应用[J].统计与决策, (16): 76-79. (CSSCI)
[37].司圣音,张应应* (2014).稳健性因子分析在城镇居民家庭现金消费支出中的应用[J].数学的实践与认识, 44(20): 21-32. (中文核心期刊)
[38].Zhang YY*, Pang HK, Feng LM, Jin XQ (2014). Quadratic finite element and preconditioning methods for options pricing in the SVCJ model [J].Journal of Computational Finance, 17(3): 3-30. (SSCI)
[39].张潇方,张应应* (2014).克强指数反映中国经济现实状况的优越性研究[J].统计与决策, (22): 30-32. (CSSCI)
[40].张应应*,魏毅(2014). R函数实现正态总体均值、方差的区间估计及假设检验的设计[J].统计与决策, (9): 74-77. (CSSCI)
[41].Pang HK*,Zhang YY, Jin XQ (2012). Tri-diagonal preconditioner for pricing options [J].Journal of Computational and Applied Mathematics, 236: 4365-4374. (SCI)
[42].Pang HK*,Zhang YY, Vong SW, Jin XQ (2011). Circulant preconditioners for pricing options [J].Linear Algebra and its Applications, 434: 2325-2342. (SCI)
[43].Pang HK*,Zhang YY, Jin XQ (2011). Tri-diagonal preconditioner for Toeplitz systems from finance [J].East Asian Journal on Applied Mathematics, 1: 82-88. (SCI)
[44].Ding D*,Zhang YY(2008). A splitting-step algorithm for reflected stochastic differential equations [J].Computers & Mathematics with Applications, 55: 2413-2425. (SCI)
代表性教学科研项目:
主持
1.2022/01–2024/12,基于贝叶斯的八种预测势在临床试验中用于节约新药研发成本的评价研究,国家社科基金西部项目, 21XTJ001.
2.2020/01–2023/12,基于临床试验大数据的条件势的贝叶斯无效分析的基础研究,教育部人文社会科学研究西部和边疆地区项目, 20XJC910001.
3.2019/01–2020/11,临床试验中基于条件势的无效分析的理论研究,中央高校基本科研业务费项目, 2019CDXYST0016.
4.2016/09–2017/08,中国国家留学基金, 201606055028.
5.2013/01–2017/12, Monte Carlo高级技术及其在期权定价中的应用,中央高校基本科研业务费项目, CQDXWL2012/004.
6.2011/07–2015/06,基于R软件的多元统计分析及其应用,重庆市自然科学基金项目, CSTC2011BB0058.
7.2010/09–2015/09,带跳过程下的期权定价,重庆大学高层次人才科研启动基金项目, CDJRC10100010.
参研
1.2022/01–2025/12,中等收入群体的“脆弱性”识别:生成机制与阻断路径,国家自然科学基金面上项目, 72173012.
2.2021/01–2024/12,大数据驱动的中小微企业全息风险评估与介观调控机制研究,国家自然科学基金面上项目, 72071019.
3.2019/07–2022/06,不定最小二乘问题的随机算法与随机扰动分析研究,重庆市自然科学基金面上项目, cstc2019jcyj-msxmX0267.
4.2017/01–2020/12,矩阵分解的随机算法、随机扰动分析及其应用,国家自然科学基金面上项目, 11671060.
5.2014/01–2017/12,离散观测时间下重尾风险模型的分红问题,教育部人文社会科学研究西部和边疆地区项目, 14XJC910001.
获奖情况:
1.2020/09/10, 2019-2020学年度重庆大学教书育人奖(先进工作者).
2.2008/10,东亚工业与应用数学学会学生论文竞赛,三等奖.
3.2004/06, 2002-2004年四川大学创新型人才,一等奖.
4.2003/12, 2002-2003年四川大学优秀学生.
5.2003/10,中国大学生数学建模竞赛,全国一等奖.
主要学术任职:
1.《美国数学评论》评论员(MR163266)