Haiyan Cai
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Research
Interest
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Non-parametric methods in statistics, non-stationary time series and spatial data analysis, statistical inference of random fields, computational methods in statistics. Statistical learning with high dimensional data. Network data analysis. Random fields and Gibbs distributions, studies of large stochastic systems (percolation theory, interacting particle systems, random cluster processes, cellular automaton), equilibrium and non-equilibrium dynamics
Selected Publications
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Li,
L., Cai, H. and Jiang, Q.T. (2020 - in press). Adaptive synchrosqueezing
transform with a time-varying parameter for non-stationary signal separation
(with L. Li and Q.T. Jiang), Applied and Computational Harmonic Analysis.
o Cai, H., Goggin, B. and Jiang, Q.T.
(2019). Two-sample test based on classification probability (with B. Goggin and
Q.T. Jiang), Statistical Analysis and Data Mining: The American Statistical
Association Data Science Journal.
o Cai, H., (2017). A note on jointly
modeling edges and node attributes of a network, Statistics and Probability
Letters, Vol. 121, 54-60
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Cai, H., Jia, X. and Sha M. (2011). Critical Sensor Density for
Partial Connectivity in Large Area Wireless Sensor Networks, ACM Transactions on Sensor Networks,
Vol. 7, Issue 4.
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Wang, Lihong and Cai, Haiyan (2010). Wavelet
Change-Point Estimation for Long Memory Non-Parametric Random Design Models,
Journal of Time Series Analysis, Vol.
31, Issue 2, 86-97.
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Wang, Lihong and Cai, Haiyan (2010). Asymptotic
properties of nonparametric regression for long memory random fields, Journal of Statistical Planning and
Inference, Vol. 140, 837-850.
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Cai, Haiyan (2009). A random cluster algorithm for some
continuous Markov random fields, Journal of Statistical Computation and
Simulation, Vol. 79, No. 11, 1278-1299.
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Cai, Haiyan and Kang, Chen (2009). A model for collective market
dynamics with local interactions (with K. Chen), International Journal of
Applied and Theoretical Finance, Vol. 12, Issue 02, 251-266.
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Cai, Haiyan (2002). A
law of iterated logarithm for the wavelet transforms of i.i.d. random variables,
Statistics and Probability Letters,
Vol. 60, No. 1, 121-127.
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Cai, Haiyan (2000). Exact bound for the convergence of
Metropolis chains, Stochastic Analysis
and Applications, Vol. 18, No. 1, 63-71.
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Cai, Haiyan (1999). Cluster algorithms for spatial point
processes with symmetric and shift invariant interactions, Journal of Computational and Graphical Statistics, Vol. 8, No. 2,
353-372.
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Luo, Xiaolong, Turnbull, Bruce W., Cai, Haiyan, and Clark, Larry
C (1994). Regression for censored survival data with lag effects, Communications in Statistics Theory and
Methods, Vol. 23, No. 12, 3417-3438.
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Cai, Haiyan and Luo, Xiaolong (1993). Laws of large numbers for
a cellular automaton, Annals of
Probability, Vol. 21, No. 3, 1413-1426.
Last updated: November
9, 2021
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