Feng Li
| Ph.D. Candidate Department of Statistics Stockholm University 106 91 Stockholm, Sweden |
mail: feng.li@stat.su.se tel.: +46 (0)816 2985 cell: +46 (0)70 4753 633 web: http://feng.li/ |
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Research interests
- Bayesian Inference, Econometrics, Forecasting
Recent Work
- Efficient Bayesian Multivariate Surface Regression (with Mattias Villani), submitted for publication
- [Paper on arXiv | Talk]
Publications
- Li, F, Villani, M. and Kohn, R. (2011). Modeling Conditional Densities using Finite Smooth Mixtures, Book chapter in Mixture Estimation and Applications (Mengersen, K.L., Robert, C. P. and Titterington, D.M. eds), Wiley.
- [ BibTeX | Publisher's version | Working Paper ]
- Li, F, Villani, M. and Kohn, R. (2010). Flexible Modeling of Conditional Distributions using Smooth Mixtures of Asymmetric Student T Densities, Journal of Statistical Planning and Inference, 140(12), pp. 3638-3654.
- [ BibTeX | Journal's version | Working Paper | Talk | Poster ]
Teaching
- Econometrics, 15 ECTS, 2008 -- 2011, Stockholm University.
- Econometrics, 15 ECTS, HT 2011, Stockholm University.
Education
- Ph.D., expected 2012, Statistics, Stockholm University, Sweden
- [ Main Supervisor: Prof. Mattias Villani | Assistant Supervisor: Prof. Daniel Thorburn ]
- B.S., Statistics, Renmin University of China, 2007.
