Research and Teaching Interests
statistical inference and computation, Complex data models, measurement error, Monte Carlo methods, boundary crossing probabilities, first passage time, biostatistics, econometrics, environmetrics
Personal Website
Recent Publications
- Fan, Jun; Kong, Lingchen; Wang, Liqun and Xiu, Naihua (2018). Variable Selection in Sparse Regression with Quadratic Measurements. Statistica Sinica 28, 1157–1178.
- Zhu, Quing and et al. (2018). Identifying an early treatment window for predicting breast cancer response to neoadjuvant chemotherapy using immunohistopathology and hemoglobin parameters. Breast Cancer Research 20 (1), 56.
- Fan J, Kong L, Wang L, Xiu N. (2017). Variable selection in sparse regression with quadratic measurements. Statistica Sinica, forthcoming.
- Guan, Jing and Wang, Liqun (2017). Instrumental Variable Estimation in Linear Quantile Regression Models with Measurement Error. Chinese Journal of Applied Probability and Statistics 33 (5), 475–486.
- Jin, Zhiyong and Wang, Liqun (2017). First Passage Time for Brownian Motion and Piecewise Linear Boundaries. Methodology and Computing in Applied Probability 19, 237-253.
Biography
Liqun Wang holds a Bachelor’s degree in mathematics, a Master’s degree in statistics and a Doctoral degree in statistics and econometrics. He also has a Postgraduate Diploma in mathematical and computer sciences. Liqun Wang has research and teaching experience at various universities in Europe and North-America.
Research Grants
- Natural Sciences and Engineering Research Council of Canada (NSERC) – Discovery Grant (2016-2021): Semiparametric Efficient Inference Methods in Complex Data Models.
- Natural Sciences and Engineering Research Council of Canada (NSERC) – Discovery Grant (2009-2015): Nonlinear Statistical Inference and Boundary Crossing Probabilities.
- MITACS Research Award (2009-2010): Development of a Mathematical Tool for Accelerated Durability Tests of Ground Vehicles.
- Canadian Institute of Health Research (CIHR) – Operating Grant (2008-2011): Classification Algorithms to Distinguish Chronic Disease Cases from Non-Cases in Administrative Data.
- National Program for Complex Data Structures (NPCDS) – National Project (2007-2009): Statistical Innovation for the Analysis of Complex Data in Medical and Health Sciences.
- Natural Sciences and Engineering Research Council of Canada (NSERC) – Discovery Grant (2004-2009): Stochastic Modeling and Simulation Based Methods.
- National Program on Complex Data Structures (NPCDS) – National Project (2005): Current Issues in the Analysis of Incomplete Longitudinal Data.
- Natural Sciences and Engineering Research Council of Canada (NSERC) – Research Tools & Instruments Grant (2005): High-performance Workstation for Statistical Computation.
- Natural Sciences and Engineering Research Council of Canada (NSERC) – Discovery Grant (2000-2004): Nonlinear Systems and Simulation Methods.
- Natural Sciences and Engineering Research Council of Canada (NSERC) – Equipment Grant (2000): Station and Server for Simulations and Statistical Applications.
Selected Publications
- Zhu, Q. et al. (2018). Identifying an early treatment window for predicting breast cancer response to neoadjuvant chemotherapy using immunohistopathology and hemoglobin parameters. Breast Cancer Research, 20:56.
- Fan J, Kong L, Wang L, Xiu N. (2018). Variable selection in sparse regression with quadratic measurements. Statistica Sinica, 28, 1157-1178.
- Guan J, Wang L. (2017). Instrumental variable estimation in linear quantile regression models with measurement error. Chinese Journal of Applied Probability and Statistics 33, 475-486.
- Jin Z, Wang L (2017). First passage time for Brownian motion and piecewise linear boundaries. Methodology and Computing in Applied Probability, 19, 237-253.
- Fan J, Kong L, Wang L, Xiu N. (2016). The uniqueness and greedy method for quadratic compressive sensing. 2016 IEEE International Conference on Data Science and Advanced Analytics (DSAA), 808-815.
- Li DH, Wang L. (2016). A weighted simulation-based estimator for incomplete longitudinal data models. Statistics & Probability Letters, 113, 16-22.
- Jin Z, Wang L. (2015). First passage time for Brownian motion and piecewise linear boundaries. Methodology and Computing in Applied Probability, DOI 10.1007/s11009-015-9475-2.
- Zhang S, Zheng X, Chen JM, Chen Z, Dan B, Yi X, Wang L, Wu G. (2015). A global carbon assimilation system using a modified ensemble Kalman filter, Geosci. Model Dev., 8, 805-816.
- Xu K, Ma Y, Wang L. (2015). Instrument assisted regression for errors in variables models with binary response. Scandinavian Journal of Statistics, 42, 104-117.
- Zhu Q, Wang L, Tannenbaum S, Ricci A Jr., DeFusco P, Hegde P. (2014). Pathologic response prediction to neoadjuvant chemotherapy utilizing pretreatment near infrared imaging parameters and tumor pathologic criteria. Breast Cancer Research, 16, 456-469.
- Wu G, Yi X, Wang L, Liang X, Zhang S, Zhang X, Zheng X. (2014). Improving the ensemble transform Kalman filter using a second-order Taylor approximation of the nonlinear observation operator. Nonlinear Processes in Geophysics, 21, 955-970.
- Abarin T, Li H, Wang L, Briollais L (2014) On method of moments estimation in linear mixed effects models with measurement error on covariates and response with application to a longitudinal study of gene-environment interaction. Statistics in Biosciences, 6, 1-18.
- Wang L, Lee CH (2014). Discretization-based direct random sample generation. Computational Statistics & Data Analysis, 71, 1001-1010.
- Li D, Wang L (2013). A semiparametric estimation approach for linear mixed models. Communications in Statistics – Theory and Methods, 42, 1982-1997.
- Wu G, Zheng X, Wang L, Zhang S, Liang X, Li Y (2013). A new structure of error covariance matrices and their adaptive estimation in EnKF assimilation. Quarterly Journal of the Royal Meteorological Society, 139, 795-804.
- Abarin T, Wang L (2012). Instrumental variable approach to covariate measurement error in generalized linear models. Annals of the Institute of Statistical Mathematics, 64, 475-493.
- Li H, Wang L (2012). A consistent simulation-based estimator in generalized linear mixed models. Journal of Statistical Computation and Simulation, 82, 1085-1103.
- Li H, Wang L (2012). Consistent estimation in generalized linear mixed models with measurement error. Journal of Biometrics and Biostatistics, S7:007. doi:10.4172/2155-6180.S7-007.
- Chen S, Hsiao C, Wang L (2012). Measurement errors and censored structural latent variables models. Econometric Theory, 28, 696-703.
- Wang L, Hsiao C (2011). Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models. Journal of Econometrics, 165, 30-44.
- Abarin, T.; Wang, L. (2009). Second-order least squares estimation of censored regression models. Journal of Statistical Planning and Inference, 139, 125-135.
- Wang, L.; Leblanc, A. (2008). Second-order nonlinear least squares estimation. Annals of the Institute of Statistical Mathematics, 60, 883-900.
- Sadatsafavi, M.; Moayyeri, A.; Wang, L.; Leslie, W. D. (2008). Heteroscedastic regression analysis for factors affecting bone mineral density monitoring. Journal of Bone and Mineral Research, 23, 1842-1849.
- Sadatsafavi, M.; Moayyeri, A.; Wang, L.; Leslie, W. D. (2008). Optimal decision criterion for detecting change in bone mineral density during serial monitoring: a Bayesian approach. Osteoporosis International, 19, 1589-1596.
- Wang, L. (2007). A unified approach to estimation of nonlinear mixed effects and Berkson measurement error models. Canadian Journal of Statistics, 35, 233-248.
- Wang, L.; Fu, J. C. (2007). A practical sampling approach for a Bayesian mixture model with unknown number of components. Statistical Papers, 48, 631-653.
- Wang, L.; Hsiao, C. (2007). Two-stage estimation of limited dependent variable models with errors-in-variables. Econometrics Journal, 10, 426-438.
- Wang, L.; Pötzelberger, K. (2007). Crossing probabilities for diffusion processes with piecewise continuous boundaries. Methodology and Computing in Applied Probability, 9, 21-40.
- Leslie, W. D.; Moayyeri, A.; Sadatsafavi, M.; Wang, L. (2007). A new approach for quantifying change and test precision in bone densitometry. Journal of Clinical Densitometry, 10 (4), 365-369.
- Abarin, T.; Wang, L. (2006). Comparison of GMM with second-order least squares estimator in nonlinear models. Far East Journal of Theoretical Statistics, 20, 179-196.
- Wang, G. G.; Wang, L.; Shan, S. (2005). Reliability assessment using discriminative sampling and metamodeling. SAE Transactions Journal of Passenger Cars: Mechanical Systems, 114, 291-300.
- Wang, G. G.; Wang, L.; Shan, S. (2005). Reliability assessment using discriminative sampling and metamodeling. Reliability and Robust Design in Automotive Engineering 2005, 2005-01-0349, SAE World Congress Special Publications, SAE International.
- Xue, L.; Fu, J. C.; Wang, F.; Wang, L. (2005). A mixture model approach to analyzing major element chemistry data of the Changjiang (Yangtze River). Environmetrics, 16, 305-318.
- Wang, L. (2004). Estimation of nonlinear models with Berkson measurement errors. Annals of Statistics, 32, 2559-2579.
- Wang, L.; Shan, S.; Wang, G. G. (2004). Mode-pursuing sampling method for global optimization on expensive black-box functions. Engineering Optimization, 36, 419-438.
- Wang, L. (2003). Estimation of nonlinear Berkson-type measurement error models. Statistica Sinica, 13, 1201-1210.
Conference Talks
- Identifiability and estimation of AR-ARCH models with measurement error. The Joint Statistical Meetings, Seattle, USA, 8-13/8/2015.
- Identifiability and estimation of AR-ARCH models with measurement error. The 2nd ICSA-Canada Chapter 2015 Symposium, Calgary, Canada, 4-6/8/2015.
- An adaptive ensemble Kalman filter for global carbon dioxide data assimilation. The 9th ICSA International Conference, 2013.12.20-23, Hong Kong, China.
- Semiparametric estimation in longitudinal or panel data models. International Conference on Optimization and Statistics, 2013.6.11-12, Beijing, China. (Keynote Speaker)
- Adaptive estimation of error covariance matrices in ensemble Kalman filter for data assimilation. International Workshop on the Perspectives on High-dimensional Data Analysis III, 2013.5.23-25, Pacific Institute for Mathematical Sciences, Vancouver, Canada.
- Second-order least squares estimation in linear dynamic panel data models. 11th Iranian Statistical Conference, 2012.8.28-30, Tehran, Iran.
- A weighted simulation-based estimator for incomplete longitudinal data. ICSA 2011 Applied Statistics Symposium, 2011.6.26-29, New York, USA.
- Second-order least squares estimation in dynamic panel data models. 17th International Panel Data Conference, July 8-10, 2011, Montreal, Canada.
- Instrumental variable estimation in nonlinear models with covariate measurement error. The Eighth ICSA International Conference: Frontiers of Interdisciplinary and Methodological Statistical Research, December 19-22, 2010, Guangzhou, China.
- Instrumental Variable Estimation in Generalized Linear and Nonlinear Semiparametric Models with Measurement Error. Biostatistics and Epidemiology – Statistical Modelling of Environmental and Health Data, August 18-20, 2010, Fredericton, New Brunswick.
- Instrumental Variable Methods in Nonlinear Errors-in-Variables Models. The Annual Meeting of the Chinese Association of Probability and Statistics, May 1-2, 2010, Hualian, Taiwan.
- Instrumental variable methods for nonlinear regression with mismeasured covariates. Workshop on Modelling Indirectly or Imprecisely Observed Data, 10-12/12/2009, London, Ontario, Canada.
- Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models. 26th Annual Meeting of Canadian Econometrics Study Group, Ottawa, Canada, 19-20/9/2009.
- Idenitfiability and estimation in nonlinear systems with errors-in-variables. Econometrics, Time Series Analysis and System Theory – A Conference in Honor of Manfred Deistler, Vienna, Austria, 18-20/6/2009.
- Discussion on “Errors-in-variables models: a generalized functions approach” by V. Zinde-Walsh. 43rd Annual Conference of the Canadian Economics Association, 29-31/5/2009, Toronto, Canada.
- Identifiability and estimation of nonlinear semiparametric models with measurement errors. International Conference on Nonparametric Methods for Measurement Error Models and Related Topics, Ottawa, Canada, 3-5/5/2009.
- Boundary crossing probabilities and risk modeling and management. China-Canada Industry Workshop on Enterprise Risk Management, Wuhan, China, 26-30/11/2008.
- Statistical inference in nonlinear systems with mismeasured covariates. 19th Annual Meeting of the International Environmetrics Society, Kelowna, British Columbia, Canada, 8-13/6/2008.
- Understanding and managing mismeasured variables in biostatistical analysis. Short Course of The National Institute for Complex Data Structures (NICDS), Pacific Institute for Mathematical Sciences, Vancouver, Canada, 24/4/2008.
- Second-order least squares estimation for nonlinear mixed effects models. Joint Statistical Meetings, Salt Lake City, USA, 29/7-2/8/2007.
- First hitting time distribution for diffusion processes and time-dependent double barriers. Joint Conference of Canadian Mathematical Society (CMS) and The Mathematics of Information Technology and Complex Systems (MITACS), Winnipeg, Canada, 31/5-3/6/2007.
- Second-order least squares estimation for nonlinear mixed effects models. Statistics Workshop, Brock University, Canada, 19/10/2006.
- Simulation-based least squares estimation for nonlinear panel data models. 23rd Canadian Econometrics Study Group Conference, Niagara Falls, Canada, 19-21/10/2006.
- A second-order least squares estimator for nonlinear panel data models. Econometric Society European Meeting, Vienna, Austria, 24-28/8/2006.
- A second-order least squares estimator for nonlinear panel data models. International Symposium on Econometric Theory and Applications, Xiamen, China, 4-6/4/2006.
- Identifiability and estimation of semiparametric nonlinear errors-in-variables models. The Joint Meeting of the Chinese Society of Probability and Statistics (CSPS) and the Institute of Mathematical Statistics (IMS), Beijing, China, 9-12/7/2005.
- Identifiability and estimation of semiparametric errors-in-variables models. Annual Meeting of the Statistical Society of Canada, Saskatoon, Canada, 12-15/6/2005.