Professor Emeritus
Inchi HU
Business Statistics
Professor Emeritus
imichu@ust.hk
Inchi HU

Research Interests

  • Sequential analysis
  • Stochastic control
  • Stochastic process
  • Statistical learning

Academic qualification

  • PhD Stanford University, Statistics
  • M.S. National Tsing-Hua University, Applied Mathematics 
  • B.S. National Taiwan University, Mathematics

Academic And Professional Experience

  • Chair Professor of ISOM, HKUST, 2013 - present
  • Professor of ISOM, HKUST, 2000 -2013
  • Associate Professor of ISMT, HKUST, 1994 - 2000
  • Assistant Professor of Statistics, University of Pennsylvania, 1986 - 1993
  • Visiting Assistant Professor of Mathematics, University of Maryland, 1985 - 1986

Selected Publications

Articles
  • Wang, H., Lo, S., Zheng, T., and Hu, I.,"Interaction-based Feature Selection and Classification for High-dimensional Biological Data", Bioinformatics, 28, 21, 2012, 2834-2842
  • Fuh, C., Hu, I., Hsu, Y., and Wang, R., "Efficient Simulation of Value at Risk with Heavy-tailed Risk Factors", Operations Research, 59, 6, 2011, 1395-1406, 1547, 1550
  • Zheng, T., Chernoff, H., Hu, I., Ionita-Laza, I., and Lo, S. H., "Discovering Influential Variables: A General Computer Intensive Method for Common Genetic Disorders' Handbook of Computational Statistics: Statistical Bioinformatics" (Edited by Lu, H. S., Schölkopf, B. and Zhao, H.), Springer-Verlag, New York, 2011, 87-107
  • Wang, H., Huang, C., Lo, S., Zheng, T., and Hu, I., "New Insights into Old Methods for Identifying Causal Rare Variants", BMC proceedings, 5, 2011
  • Tintle, N., Aschard, H., Hu, I., Nock, N., Wang, H., and Pugh, E., "Inflated Type I Error Rates When Using Aggregation Methods to Analyze Rare Variants in 1000 Genomes Exon Sequencing Data in Unrelated Individuals: A Summary Report from Group 7 at Genetic Analysis Workshop 17", Genetic Epidemiology, 35 (Suppl. 1), 2011, S56-60
  • Ho, K. W., and Hu, I., "Flexible Modelling of Random Effects in Linear Mixed Models - a Bayesian Approach", Computational Statistics and Data Analysis, 52, 2008, 1347-1361
  • Hock, P. C., Fuh, C. D., and Hu, I., "Optimal Strategies for a Class of Sequential Control Problem with Precedence Relation", Annals of Statistics, 35, 4, 2007, 1722-1748
  • Fuh, C. D., and Hu, I., "Estimation in Hidden Markov Models via Efficient Importance Re-sampling", Bernoulli, 13, 2007, 492-513

Service Activities Within College And Profession

  • Member, Appointment and Substantiation Committee, HKUST, 2004-2006
  • Chair, Research Committee, School of Business & Management, 2002-2005
  • Chair, Executive Committee, Department of ISMT, HKUST, 2002
  • Member, Appointment and Substantiation Committee, School of Business and Management SBM), HKUST, 1996-1999  and 2000-2004
  • Member, Research Committee, SBM, HKUST, 1994-1999
  • Member, Postgraduate Programs Committee, SBM, HKUST, 1994-present
  • Associate Editor, Statistics Sinica, 2005-present

Honors

  • Fellow of the Institute of Mathematical Statistics
  • Franklin Prize for Teaching Excellence, School of Business and Management, HKUST, 2006
  • Best Ten Lecturers, elected by HKUST Students, 2002, 2004, 2005
  • Research Foundation Award, University of Pennsylvania, 1992/1990/1989
  • Wharton School Junior Faculty Research Award, 1991/1988