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樊采虹 Tsai-Hung Fan _Personal Page

Tsai-Hung Fan

Professor
Graduate Institute of Statistics
National Central University, Taiwan.  
Office: M609
E-mail: thfan@stat.ncu.edu.tw
Tel: (03) 426-7228.

Education Background

  • Ph.D. in Statistics, Purdue University, 1989.
  • M.S. in Staticstics,Southern Illinois University,1982.
  • B.S. in Mathematics, National Central University, Taiwan, 1980.

Current Research

  • Bayesian Statistics
  • Applied Statistics

Courses Teaching 

  • Regression Analysis, Fall 2005
  • Bayesian Analysis, Spring 2006

Publication

  • Fan, T. H.* and Berger, J. O. (1990) “Exact convolution of t distributions, with application to Bayesian inference for a normal mean with t prior distributions.” Journal of Statistical Computation and Simulation, Vol. 36, pp. 209-228. (SCI)
  • Fan, T. H.* and Berger, J. O. (1992) “Behaviour of the posterior distribution and inferences for a normal mean with t prior distributions.” Statistics and Decisions, Vol. 10, pp. 99-120.
  • 樊采虹*、張佩珍 (1994) “單因子模型中貝氏因子之極小值. ” 中國統計學報, Vol. 32, pp. 479-497.
  • Fan, T. H. (1994) “Computational algorithms in Bayesian inferences for a normal mean with t prior distributions. ” Communication in Statistics: Simulation and Computation, Vol. 23, pp. 1155-1174. (SCI)
  • Fan, T. H. (1995) “Bayesian bootstrap clones for finite state Markov chains.” J. Statistical Computation and Simulation, Vol. 53, pp. 289-298. (SCI)
  • Fan, T. H.*, Karson, M. J. and Wang, H. S. (1996) “A Bayesian estimator of the optimum for a single factor quadratic response model.” Biometrical Journal, Vol 38, pp. 163-172. (SCI)
  • Fuh, C. D.* and Fan, T. H. (1997) “A Bayesian bootstrap for finite state Markov chains.” Statistica Sinica, Vol 7, pp. 1005-1020. (SCI)
  • Fan, T. H.* and Hung, W. L. (1997) “Balanced resampling for bootstrapping finite state Markov chains. ” Communications in Statistics: Simulation and Computation, Vol 26, pp. 1465-1475. (SCI)
  • Fuh, C. D.*, Fan, T. H. and Hung, W. L. (1998) “Importance resampling for Markov chains.”Stochastic Models, Vol 14, pp. 1007-1026.
  • Fan, T. H., Karson, M. J., Wang, H. S. and Lee, C. C. (1999) “Bayesian estimation for the optimum in single factor quadratic regression.” Chung Yuan Journal, Vol 27, pp. 61-67.
  • 樊采虹*、郭文建 (1999) “單因子二次曲線駐點之穩健貝氏分析.” 中國統計學報, Vol 37, l129-147.
  • Fan, T. H.* and Tsai, C. A. (1999) “A Bayesian method in determining the order of a finite state Markov chain. ” Communications in Statistics: Theory and Methods, Vol 28, pp. 1711-1730. (SCI)
  • Fuh, C. D.*, Fan, T. H. and Hung, W. L. (2000) “Balanced importance resampling for Markov chains.” J. Statist. Plann. Inference, Vol. 83, pp. 221-241. (SCI)
  • Fan, T. H. and Berger, J. O. (2000) “Robust Bayesian displays for standard inferences concerning a normal mean.” Computational Statistics and Data Analysis, Vol. 33, pp. 381-399. (SCI)
  • Lin, Y. Y.*, Wang, Y. J. and Fan, T. H. (2001) “ Compaction of ordered dithered images with arithmetic coding. ”IEEE Transactions on Image Processing, Vol. 10, pp. 797-802. (SCI)
  • Fan, T. H. (2001) “Noninformative Bayesian estimation for the optimum in a single factor quadratic response model.”Test, Vol. 10, pp. 225-240. (SCI)
  • Yeh, T. C.*, Fan, T. H. and Lee, Y. H. (2001) “Typhoon rainfall regression predictions over Taiwan area (I) The linear regression model for predicting Typhoon rainfalls at Taipei.大氣科學, Vol. 29, pp. 77-96.
  • 樊采虹*、林志勳 (2002) “花蓮地區地震資料之貝氏分析.” 中國統計學報, Vol. 40, pp. 229-247.
  • 樊采虹*、鄭庭芳 (2004) “常態母體間具傘型限制之貝氏選模.” 中國統計學報, Vol. 42, pp. 65-82.
  • Fan, T. H.* and Kuo, E. N. (2004) “A Bayesian analysis for the seismic data on Taiwan. ” Annals of Institute of Statistical Mathematics, Vol, 56, pp. 599-609. (SCI)
  • Fan, T. H. and Chen, W. C. (2005) “A Bayesian change-point analysis for the seismic data in northeastern Taiwan.” J. Statistical Computation and Simulation. Vol.75, pp. 857-868. (SCI)
  • Lee, Y.H. and Fan, T.H.* (2006)“Bootstrapping prediction intervals on stochastic volatility models.” Applied Economics Letters, Vol.13, pp. 41-46. (SSCI, .227)
  • Fan, T. H.*, Chang, K. C. and Lee, C. B. (2006) “Bayesian estimation of the number of change points in simple linear regression models.” Communications in Statistics—Theory and Methods, Vol. 35, pp. 689-710. (SCI,.209)
  • Shieh, S. R.*, Fan, T. H. and Chu, H. P. (2006) “Analyzing single-slide microarray gene expression data by a Bayesian approach.” To appear in J. Statistical Computation and Simulation. (SCI, .284)
  • Fan, T.H.*, Lin, D. K.J., and Cheng, K.F. (2006) “Regression analysis for massive datasets.” To appear in Data and Knowledge Engineering. (SCI, EI, 1.085)
  • Fan, T.H.* and Cheng, K.F. (2006) “Tests and variables selection on regression analysis for massive datasets.” (Revised for Data and Knowledge Engineering.) (SCI)
  • Ou, K. L., Wang, C. Y.*, Chen, G. D. and Fan, T. H. (2006)“Applying role theory to monitor web group learning systems” (Revised for Journal of Computer Assisted Learning.) (SSCI)

Conference

    • Fan, T. H., Karson, M. J., Lee, C. C. and Wang, H. S. (1993) “Estimation of the stationary point of a quadratic response function by Bayesian approach incorporation with Gibbs sampling method.” 1993 Taipei International Statistical Symposium. Dec., 17-19, Taipei.
    • Fan, T. H. (1993) “Bayesian bootstrap clones for finite state Markov chains.” IMS/WNAR Western Regional Meeting, June 28-30, Laramie, Wyoming.
    • Fan, T. H., Karson, M. J. and Wang, H. S. (1993) “A Bayesian estimator of the optimum for a single factor quadratic response model.” IMS/ASA 56th Annual Meeting, Aug. 8-12, San Francisco, California.
    • Fan, T. H. (1995) “Lower bounds on Bayes factors in simple ANOVA Models. ” 中華機率統計學會八十四年度學術研討會, April, Taipei.
    • Fan, T. H. and Guu, S. C. (1995) “Lower bounds on Bayes factors for finite state Markov chains. ” The 50th Session of the International Statistical Institute, Aug. 21-29, Beijing.
    • Fan, T. H. (1998) “Bayesian estimation for the optimum in the quadratic response models.” The 4th ICSA Statistical Conference, Aug. 19-21, Kunming.
    • Fan, T. H. and Tsai, C. A. (1999) “Detecting the number of change points via intrinsic Bayes factors.” 中國統計學社八十八年度年會暨學術研討會, June, Chungli.
    • 樊采虹、林志勳 (1999) “花蓮地區地震資料之經驗貝氏分析.” 中國統計學社八十八年度年會 暨學術研討會, June, Chungli.
    • 樊采虹、李昀寰、葉天降 (2001) “台北地區颱風降水量之線性迴歸預測.”第七屆全國大氣科學學術研討會, Sep., Taipei.
    • 樊采虹、郭盈男 (2002) “台灣地區地震資料之貝氏分析.” 中華機率統計學會九十一年 度學術研討會暨南區統計學術研討會, June, Kaohsiung.
    • 樊采虹、邵莉雅、林共進 (2002) “Regression analysis for large data sets.” 中華資料採礦學 會第一屆學術研討會, Nov., Chungli.
    • Fan, T.H., Lee, S. F., Lu, H. I., Tsou, T.S., Wang, T.C. and Yao, A. (2003) “An Optimal Algorithm for Maximum-Sum Segment and its Application in Bioinformatics. ”Eighth International Conference on Implementation and Application of Automato, 2003, July 16-18, Santa Barbara.
    • Fan, T.H., Lin, D. K.J., Cheng, K.F. and Shao, L.Y. (2003) “Modeling Massive Datasets, Part I Intelligent Regression Analysis for Massive Datasets. ”教育部知識經濟與電子商務卓越計劃成果發表會, Aug., Taipei.
    • Fan, T. H. (2003) “An empirical Bayesian Analysis on microarray gene expression data.” 2003年數學學術研討會暨中華民國數學會年會, Dec., Chungli.
    • Fan, T. H. (2004), “Expected Posterior Priors for Testing Ordered Exponential Means”第四屆海峽兩岸統計與概率學術研討會, August, 蘭州, 中國.
    • Fan, T.H. and Cheng, K.F. (2005) “Binary Tree Algorithms for Change-Point Detection in Normal Datasets” 教育部知識經濟與電子商務卓越計劃成果發表會, June, Jhongli.
    • Chen, G.D., Fan, T.H., Wang, C. Y. and Cheng, K.F. (2006) “Manager Support of Group Collaboration: Tools for the Analysis of Web-Based Collaborative Behaviors.” 教育部知識經濟與電子商務卓越計劃成果發表會, June, Kaohsuing.

 

Technical Reports

  • Yao, A., Fan, T. H., Tsou, T. S., Lee, Y. H., Lu, H. I., Hwang, P. I., Shen, S. and Yang, J. (2004) “ALLIGN: An efficient local alignment tool for large scale sequence comparison at all lengths.”
  • Shieh, S. R. and Fan, T. H. (2004) “Analyzing single-slide microarray gene expression data by a Bayesian approach.”
  • Fan, T.H., Lin, D. K.J., and Cheng, K.F. (2005) “Modeling Massive Datasets, Part I: Intelligent Regression Analysis for Massive Data sets.”
  • Fan, T.H. and Lee, Y.H. (2005) “A Bayesian Mixture Model with Application to Typhoon Rainfall Predictions in Taipei.”
  • Fan, T.H. and Chang, C.C. (2005) “A Bayesian Zero-Failure Reliability Demonstration Test of High Quality Electro-Explosive Devices.”
  • Fan, T.H. and Chang, C. C. (2005) “A Bayesian Approach for High Reliability Electro-Explosive Devices.”
  • Fan, T.H., Lee, H. H. and Cheng, K.F. (2005) “Binary Tree Algorithms for Change-Point Detection in Normal Datasets.”
  • Fan, T.H. and Jian, W. K. (2006) “Expected Posterior Priors for Testing Ordered Exponential Means.” (In preparation.) 

近三年專題計畫

  1. 計畫名稱: 侵台颱風風雨統計預報方法之研究(2005/01 至 2005/12)
    輔助或委託機構:交通部中央氣象局
    申請(執行)情形:執行中
    參與工作：計畫主持人
  2. 計畫名稱: 高可靠度電火攻品之貝氏方法(1/2)(2005/08 至 2006/07)
    輔助或委託機構:行政院國家科學委員會
    申請(執行)情形:執行中
    參與工作：計畫主持人

  3. 計畫名稱: 颱風降雨統計預報之研 究及應用(2004/02 至 2004/12)
    輔助或委託機構:交通部中央氣象局
    申請(執行)情形:已結案
    參與工作：計畫主持人

  4. 計畫名稱: 三成份混合模型之經驗貝氏分析及其在基因微陣列資料之應用(2004/08 至 2005/07)
    輔助或委託機構:行政院國家科學委員會
    申請(執行)情形:執行中
    參與工作：計畫主持人

  5. 計畫名稱: 隨機波動模型投資組合之風險值 (2/2)(2004/08 至 2005/07)
    輔助或委託機構:行政院國家科學委員會
    申請(執行)情形:執行中
    參與工作：計畫主持人

  6. 計畫名稱: 知識經濟與電子商務卓越計劃(2002/04 至 2005/03)
    輔助或委託機構:教育部
    申請(執行)情形:共同主持人
    參與工作：計畫主持人

  7. 計畫名稱: 對數常態與退化分布之混合迴歸模型的貝氏推論及其應用(2003/08 至 2004/07)
    輔助或委託機構:行政院國家科學委員會
    申請(執行)情形:已結案
    參與工作：計畫主持人

  8. 計畫名稱: 隨機波動模型投資組合之風險值 (1/2)(2003/08 至 2004/07)
    輔助或委託機構:行政院國家科學委員會
    申請(執行)情形:已結案
    參與工作：計畫主持人

  9. 計畫名稱: 關於有限制指數分布母體之期望後驗分布的貝氏檢定(2/2)(2002/08 至 2003/07)
    輔助或委託機構:行政院國家科學委員會
    申請(執行)情形:已結案
    參與工作：計畫主持人