englishcv.html

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title: Xuejun  Ma
permalink: /englishcv/
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<br>
<br>
Associate Professor
<br>
Department of Statistics
<br> 
<a href="http://eng.suda.edu.cn/Academics/Schools/201712/cf5fbf32-7819-497e-b1b3-f08791bd0e19.html">School of Mathematical Sciences </a>
<br>
<a href="http://eng.suda.edu.cn/"> Soochow University </a>
<br>
1 Shi-Zi Street, Suzhou,  215006,  Jiangsu Province, China   
<br>
Email:  xuejunma@suda.edu.cn

<h3>Research interests</h3>
Massive Data Analysis, Statistical Computing, High Dimensional Data Analysis, Empirical Likelihood and Its Application.


<h3>Working experience</h3>
 <ul>
<li> Associate Professor, Soochow University, 2019 - present.. </li>
<li> Research Fellow, National University of Singapore,  2017 -  2019. </li>
<li> Postdoctor,   Beijing University of Technology,  2016 - 2017.  </li>
 </ul>

<h3>Education</h3>
 <ul>
<li> Ph.D. Renmin University of China.   2016 . </li>
<li> M.S.  North China Electric Power University.  2012. </li>
<li> B.S. Fuyang Teachers College.  2009. </li>
 </ul>
  
  
<h3>Publications</h3>
 <ol>
  <li> Li, X., <b> Ma, X. </b> & Zhang, J. (2018). Conditional quantile correlation screening procedure for ultrahigh-dimensional varying coefficient models. Journal of Statistical Planning and Inference, 197, 69-92. </li>
<li> Chen, Y., <b> Ma, X.</b> & Zhou, J. (2018). Variable selection for mode regression. Journal of Applied Statistics 45(6): 1077–1084. </li>
<li> Chen, X., <b> Ma, X. </b> Wang, X. & Zhang, J. (2017). Efficient feature screening for ultrahigh-dimensional varying coefficient models. Statistics and Its Interface, 10(3), 407-412.</li>
<li> Li, X., <b> Ma, X. </b> & Zhang, J. (2017). Robust feature screening for varying coefficient models via quantile partial correlation. Metrika, 80(1): 17–49. </li>
<li> <b> Ma, X. </b>, Chen, X. & Zhang, J. (2017). Fast robust feature screening for ultrahigh-dimensional varying coefficient models. Journal of Statistical Computation and Simulation, 87(4), 724-732. </li>
<li> <b> Ma, X. </b> & Zhang, J. (2016). Robust model-free feature screening via quantile correlation. Journal of Multivariate Analysis, 143, 472-480. <a href="https://cran.r-project.org/web/packages/QCSIS/index.html"> R package QCSIS </a>. </li>
<li> <b> Ma, X. </b> & Zhang, J. (2016). A new variable selection approach for varying coefficient models. Metrika, 79(1), 59-72. </li>
<li> <b> Ma, X.</b>, He, X.& Shi, X. (2016). A variant of K nearest neighbor quantile regression. Journal of Applied Statistics, 43(3), 526-537. </li>
<li> <b> Ma, X. </b>& He F. (2014). Power weighted quantile regression and its application. Journal of Data Science, 12(3): 535-544. </li>
</ol>