陈嵘
教育背景
1985年毕业于北京大学数学系

1987年获得美国卡耐基梅隆大学统计学硕士学位


1990年获美国卡耐基梅隆大学统计学博士学位

主要研究成果:
Funding:

2 ’Constrained Sequential Monte Carlo and Its Applications in Structural Bioinformatics: From

Surface Patterns and Spatial Motif to Protein Function and Stability.’ NIH grant R01 Gm068958.

2003-2007. $1,203,200. Principal Investigator..

2 ‘Collaborative Research: Advanced Sequential Monte Carlo Methods and Applications’ NSF grant DMS-0244541. 2003 - 2006. $243,567. Principal Investigator.

2 ‘Collaborative Research: Sequential Monte Carlo Methods and Their Applications’ NSF grant DMS-0073601. 2000 - 2003. $208,700. Principal Investigator.

2 ‘Adaptive Bayesian Receivers in Fading Channels: A Sequential Monte Carlo Filtering Design Paradigm’, NSF grant CCR-9980599. $300,000. 2000-2003, Co-Principal Investigator.

2 ‘Monte Carlo Filters for Nonlinear and Non-Gaussian Dynamic Systems,’ NSF grant DMS-9982846. $55,000. 1999-2002, Principal Investigator

2 ‘Nonparametric Modeling and Prediction for Time Series Analysis’, NSF grant DMS-9626113, $65,000, 1996-1999, Principal Investigator.

2 ‘Nonlinear Time Series Analysis’, NSF grant DMS-9301193, $40,000, 1993-1996, Principal Investigator.

2 ‘Missing observation prediction for tidal analysis’, Texas General Water Office. $15,000, 1996,

Co-Investigator.

2 ‘Protocols and Procedures for Environmental Impact, Mitigation and Recovery Data’, Texas

General Land Office. $15,000, 1995, Co-Investigator.

2 ‘Spatial-temporal modeling and prediction of surface ozone level in Harris County, TX,’ Texas Natural Resource Conservation Commission, $15,000, 1994, Co-Investigator.

US Patent (pending):

Interference Cancellation Among Wireless Units Using Gibbs Sampling: US Patent Application 60/159,705

Refereed Journal Publications:

[1] Chen, R. and Tsay, R.S. (1991) ‘On the ergodicity of TAR(1) processes’, The Annals of Applied Probability, 1, 613-634.

[2] Chen, R. and Tsay, R.S. (1993) ‘Functional coefficient autoregressive models’, Journal of American Statistical Association, 88, 298-308.

[3] Chen, R. and Tsay, R.S. (1993) ‘Nonlinear additive ARX models’, Journal of American Statistical Association, 88, 955-967.

[4] Liu, J.S. and Chen, R. (1995) ‘Blind deconvolution via sequential imputation’, Journal of American Statistical Association, 90, 567-576.

[5] Chen, R., Liu, J.S. and Tsay, R.S. (1995) ‘Additivity tests for nonlinear autoregressive models’, Biometrika, 82, 369-383.

[6] Chen, R. (1995) ‘Threshold variable selection of open-loop threshold AR models’, Journal of Time Series Analysis, 16, 461-481

[7] Chen, R. and Li, T. (1995) ‘Blind restoration of linearly degraded discrete signals by Gibbs sampler’, IEEE Transactions on Signal Processing, 43, 2410-2413

[8] Chen, R. (1996) ‘A nonparametric multi-step prediction estimator in Markovian structures’, Statistica Sinica, 6, 603-615

[9] Chen, R. and Liu, J.S. (1996) ‘Predictive updating methods with applications to Bayesian classification’,

Journal of the Royal Statistical Society, Series B, 58, 397-415

[10] Chen, R. and Tsay, R.S. (1996) ‘Nonlinear transfer functions’, Journal of Nonparametric Statistics,6, 193-204.

[11] Cheng, Q., Chen, R. and Li, T. (1996) ‘Simultaneous wavelet estimation and deconvolution of reflection Seismic signals via Gibbs sampler’, IEEE Transactions on Geoscience and Remote Sensing, 34, 377-384

[12] Chen, R. (1996) ‘Incorporating extra information in nonparametric smoothing’, Journal of Multivariate Analysis, 58, 133-150

[13] Carroll, R.J., Chen, R., Li, T-H, Newton, H.J., Schmiediche, H. and Wang, N. (1997) ‘Trends in ozone exposure in Harris County, Texas’, Journal of American Statistical Association, (discussion paper), 92, 392-415

[14] H¨ardle, W., Chen, R. and Luetkepohl, H. (1997). ‘A review of nonparametric time series analysis’, International Statistical Review, 65, 49-72

[15] Linton, O. Chen, R. Wang, N. and H¨ardle, W. (1997). ‘An analysis of transformation for additive nonparametric regression’, Journal of American Statistical Association, 92, 1512-1521

　　　　　　

[16] Liu, J.S. and Chen, R. (1998) ‘Sequential Monte Carlo methods for dynamic systems’, Journal of American Statistical Association, 93, 1032-1043

[17] Liu, J.S. Chen, R. and Wong, W.H. (1998) ‘Rejection control and importance sampling’, Journal of American Statistical Association, 93, 1022-1031

[18] Chen, R. and Fomby, T. (1999) ‘Forecasting with stable seasonal pattern models with an application of Hawaiian tourist data’, Journal of Business & Economic Statistics, 17, 497-504

[19] Speed, F.M., Smith, W.B., Chen, R., and Speed, F.M. Jr (1999), ‘Analysis of tidal data and datums: Accessible examples of harmonic modeling with autocorrelation and imputation’, Communications in Statistics, Part A – Theory and Methods, 28, 2947-2965

[20] Chen, R. and Liu, J.S. (2000) ‘Mixture Kalman Filters’, Journal of the Royal Statistical Society, Series B, 62, 493-508

[21] Chen, R., Wang, X. and Liu, J.S. (2000) ’Adaptive Joint Detection and Decoding in Flat-Fading Channels via Mixture Kalman Filtering’. IEEE trans. information theory, 46, 2079-2094

[22] Wang, X. and R. Chen. (2000) ’Adaptive MAP multiuser detection for synchronous CDMA with Gaussian and non-Gaussian noise’, IEEE trans. signal processing, 48, 2013-2028

[23] Chen, R. and Liu, L. (2001) ’Functional coefficient autoregressive models: estimation and tests of hypotheses’, J. Time Series Analysis, 22, 151-174

[24] Wang, X. and R. Chen. (2001) ’Blind Turbo equalization in Gaussian and impulsive noises.IEEE trans. Vehicular Technology, 50, 1092-1105

[25] Liu, L-M, Bhattacharyya, S., Sclove, S.L., Chen, R. and Lattyak, W.J. (2001) ’Data mining on time series: an illustration using fast-food restaurant franchise data’, Computational Statistics and Data Analysis, 37, 455-476

[26] Wang, X., Chen, R. and Liu, J.S. (2002) ’Monte Carlo Bayesian signal processing for wireless communication’, IEEE trans. VLSI Signal Process, 30, 89-105

[27] Chen, R., Liu, J.S., and Wang, X. (2002) ’Convergence Properties of the Gibbs Sampler in Some Digital Communications Problems’, IEEE trans. Signal Process, 50, 255-270

[28] Wang, X., Chen, R. and Guo, D. (2002) ’Delayed Pilot Sampling for Mixture Kalman Filter with Application in Fading Channels’, IEEE trans. Signal Process, 50, 241-254

[29] Chen, R. and J.S. Liu. (2002) Discussion of ’ Spatial-Temporal Nonlinear Filtering Based on Hierarchical Statistical Models’ by M. E. Irwin, N. Cressie, and G. Johannesson. Test, 11, 282-284.

[30] Liang, J, Chen, R. and Zhang, J. (2002) ’On statistical geometry of packing defects of lattice chain polymer’, Journal of Chemical Physics, 117, 3511-3521

[31] Guo, D. Wang, X. and Chen, R. (2003) ’Nonparametric Adaptive Detection in Fading Channels Based on Sequential Monte Carlo and Bayesian Model Averaging’, Annuals of Institute of Statistical Mathematics, 55, 423-436.

[32] Zhang, J., R. Chen, C. Tang and J. Liang (2003) ’Origin of scaling behavior of protein packing density: A sequential Monte Carlo study of compact long chain polymer’, Journal of Chemical Physics, 118, 6102-6109


　　　　　　

[33] Chen, R., Yang, L. and Hafner, C. (2004) ’Nonparametric multi-step prediction in time series’, Journal of the Royal Statistical Society, Series B. 66, 669-686.

[34] Guo, D., Wang, X., and Chen, R.(2004) ‘Wavelet-based Sequential Monte Carlo Blind Receivers in Fading Channels with Unknown Channel Statistics’, IEEE Transactions on Signal Processing. 52, 227-239

[35] Guo, D., Wang, X. and Chen, R. (2004) ’New Sequential Monte Carlo Methods for Nonlinear Dynamic Systems’, Statistics and Computing. in press

[36] Zhang, J., Chen, Y., Chen, R., and Liang, J. (2004) ‘Importance of chirality and reduced

flexibility of protein side chains: A study with square and tetrahedral lattice models’, Journal of Chemical Physics, 121, 592-603

[37] Guo, D., Wang, X. and Chen, R. (2004) ’Multilevel Mixture Kalman Filter’, EURASIP Journal on Applied Signal Processing, Special issue on Particle Filtering, in press

[38] Hjellvik, V., Chen, R., and Tjostheim, D. ’Nonparametric estimation and testing in panels of intercorrelated time series’, Journal of Time Series Analysis in press

Refereed Articles in Books and Proceedings:

[39] Chen, R. and Hafner, C. (1994) ‘Nonlinear time series analysis’, in XploRe: an interactive statistical computing environment, Ed. W. H¨ardle, S. Klinke and B.A. Turlach, Springer: Berlin.

[40] Chen, R. and H¨ardle, W. (1995) ‘Nonparametric time series analysis, a selective review with examples’, invited paper at 50th session of ISI, August, 1995, Beijing, China. Bulletin of the International Statistical Institute.

[41] Chen, R., H¨ardle, W., Linton, O.B., and Severance-Lossin, E. (1996) ‘Nonparametric estimation of additive separable regression models’, in Statistical Theory and Computational Aspects of Smoothing, Ed. W. H¨ardle, M.G. Schimek.

[42] R. Chen, X.Wang, and J.S. Liu. “Adaptive Detection in Fading Channels via Monte Carlo Filtering”. Proceedings of the 33nd Annual Asilomar Conference on Signals, Systems and Computers, pp.1149-1153, Pacific Grove, California, October 24-27, 1999.

[43] X. Wang and R. Chen. “Blind MAP Equalization in Non-Gaussian Noise”. roceedings of the 32nd Conference on Information Science and Systems (CISS’99), pp.379-384, The Johns Hopkins University, Baltimore, Maryland, March 17-19, 1999. (Invited)

[44] Liu, J.S., Chen, R. and Logvinenko, T. (2000) ’A theoretical framework for sequential importance sampling and resampling’, in Sequential Monte Carlo Methods in Practice. Editors: A. Doucet, J.F.G. de Freitas and N. Gordon. Cambridge University Press

[45] X. Wang, R. Chen, and J.S. Liu. “Blind Adaptive Multiuser Detection in MIMO Systems via Sequential Monte Carlo”. Proceedings of the 34th Conference on Information Science and Systems (CISS’00), Princeton University, Princeton, New Jersey, March 15-17, 2000. (Invited)

[46] X. Wang and R. Chen. “Adaptive Bayesian Multiuser Detection”. Proceedings of the 2000 IEEE International Symposium on Information Theory (ISIT’00), Sorrento, Italy, June 25-30, 2000.

[47] R. Chen, X. Wang, and Jun S. Liu. “Adaptive Joint Detection and Decoding in Flat-Fading Channels via Mixture Kalman Filtering”. Proceedings of the 2000 IEEE International Symposium

on Information Theory (ISIT’00), Sorrento, Italy, June 25-30, 2000.

[48] X. Wang, R. Chen, and J.S. Liu. “Sequential Monte Carlo Filters and Their Applications.” Proceeds of the 2000 Workshop on Statistical Signal and Array Processing (SSAP’00), Pocono Manor, PA, August 14-16, 2000.

[49] T.M. Schmidl, A. Gatherer, X. Wang and R. Chen. “Interference Cancellation using the

Gibbs Sampler”. Proceedings of the 2000 IEEE Semi Annual Vehicular Technology Conference (VTC’00-Fall), Boston, MA, September 27-29, 2000.

[50] X. Wang and R. Chen. “Monte Carlo Methods for Adaptive Turbo Multiuser Detection”. Proceedings of the 9th IEEE Digital Signal Processing Workshop, Hunt, Texas, October 15-18, 2000. (Invited)

Other publications and Technical Reports:

[51] Chen, R. (1992) ‘Review of ‘Time Series: Theory and Methods second edition, authors: P. Brockwell and R. Davis”, Journal of American Statistical Association, 87, 254-255.

[52] Chen, R. (1993) ‘Review of ‘Nonlinear Modeling and Forecasting, editors: M. Casdagli and S. Eubank”, International Journal of Forecasting, 9, 273-274.

[52] Guegan, D. and Chen, R. ‘On estimation of ˉ-ARCH model’, Technical report, Dept. of Stat.Texas A&M Univ.

[53] Chen, R. Ellis, D. and Wood, R. ‘The empirical distribution of intradaily stock return volatility’, Technical report, Dept. of Stat. Texas A&M Univ.

　　　　　　

主要研究成果:
Funding:

2 ’Constrained Sequential Monte Carlo and Its Applications in Structural Bioinformatics: From

Surface Patterns and Spatial Motif to Protein Function and Stability.’ NIH grant R01 Gm068958.

2003-2007. $1,203,200. Principal Investigator..

2 ‘Collaborative Research: Advanced Sequential Monte Carlo Methods and Applications’ NSF grant DMS-0244541. 2003 - 2006. $243,567. Principal Investigator.

2 ‘Collaborative Research: Sequential Monte Carlo Methods and Their Applications’ NSF grant DMS-0073601. 2000 - 2003. $208,700. Principal Investigator.

2 ‘Adaptive Bayesian Receivers in Fading Channels: A Sequential Monte Carlo Filtering Design Paradigm’, NSF grant CCR-9980599. $300,000. 2000-2003, Co-Principal Investigator.

2 ‘Monte Carlo Filters for Nonlinear and Non-Gaussian Dynamic Systems,’ NSF grant DMS-9982846. $55,000. 1999-2002, Principal Investigator

2 ‘Nonparametric Modeling and Prediction for Time Series Analysis’, NSF grant DMS-9626113, $65,000, 1996-1999, Principal Investigator.

2 ‘Nonlinear Time Series Analysis’, NSF grant DMS-9301193, $40,000, 1993-1996, Principal Investigator.

2 ‘Missing observation prediction for tidal analysis’, Texas General Water Office. $15,000, 1996,

Co-Investigator.

2 ‘Protocols and Procedures for Environmental Impact, Mitigation and Recovery Data’, Texas

General Land Office. $15,000, 1995, Co-Investigator.

2 ‘Spatial-temporal modeling and prediction of surface ozone level in Harris County, TX,’ Texas Natural Resource Conservation Commission, $15,000, 1994, Co-Investigator.

US Patent (pending):

Interference Cancellation Among Wireless Units Using Gibbs Sampling: US Patent Application 60/159,705

Refereed Journal Publications:

[1] Chen, R. and Tsay, R.S. (1991) ‘On the ergodicity of TAR(1) processes’, The Annals of Applied Probability, 1, 613-634.

[2] Chen, R. and Tsay, R.S. (1993) ‘Functional coefficient autoregressive models’, Journal of American Statistical Association, 88, 298-308.

[3] Chen, R. and Tsay, R.S. (1993) ‘Nonlinear additive ARX models’, Journal of American Statistical Association, 88, 955-967.

[4] Liu, J.S. and Chen, R. (1995) ‘Blind deconvolution via sequential imputation’, Journal of American Statistical Association, 90, 567-576.

[5] Chen, R., Liu, J.S. and Tsay, R.S. (1995) ‘Additivity tests for nonlinear autoregressive models’, Biometrika, 82, 369-383.

[6] Chen, R. (1995) ‘Threshold variable selection of open-loop threshold AR models’, Journal of Time Series Analysis, 16, 461-481

[7] Chen, R. and Li, T. (1995) ‘Blind restoration of linearly degraded discrete signals by Gibbs sampler’, IEEE Transactions on Signal Processing, 43, 2410-2413

[8] Chen, R. (1996) ‘A nonparametric multi-step prediction estimator in Markovian structures’, Statistica Sinica, 6, 603-615

[9] Chen, R. and Liu, J.S. (1996) ‘Predictive updating methods with applications to Bayesian classification’,

Journal of the Royal Statistical Society, Series B, 58, 397-415


　　　　　　

[10] Chen, R. and Tsay, R.S. (1996) ‘Nonlinear transfer functions’, Journal of Nonparametric Statistics,6, 193-204.

[11] Cheng, Q., Chen, R. and Li, T. (1996) ‘Simultaneous wavelet estimation and deconvolution of reflection Seismic signals via Gibbs sampler’, IEEE Transactions on Geoscience and Remote Sensing, 34, 377-384

[12] Chen, R. (1996) ‘Incorporating extra information in nonparametric smoothing’, Journal of Multivariate Analysis, 58, 133-150

[13] Carroll, R.J., Chen, R., Li, T-H, Newton, H.J., Schmiediche, H. and Wang, N. (1997) ‘Trends in ozone exposure in Harris County, Texas’, Journal of American Statistical Association, (discussion paper), 92, 392-415

[14] H¨ardle, W., Chen, R. and Luetkepohl, H. (1997). ‘A review of nonparametric time series analysis’, International Statistical Review, 65, 49-72

[15] Linton, O. Chen, R. Wang, N. and H¨ardle, W. (1997). ‘An analysis of transformation for additive nonparametric regression’, Journal of American Statistical Association, 92, 1512-1521

[16] Liu, J.S. and Chen, R. (1998) ‘Sequential Monte Carlo methods for dynamic systems’, Journal of American Statistical Association, 93, 1032-1043

[17] Liu, J.S. Chen, R. and Wong, W.H. (1998) ‘Rejection control and importance sampling’, Journal of American Statistical Association, 93, 1022-1031

[18] Chen, R. and Fomby, T. (1999) ‘Forecasting with stable seasonal pattern models with an application of Hawaiian tourist data’, Journal of Business & Economic Statistics, 17, 497-504

[19] Speed, F.M., Smith, W.B., Chen, R., and Speed, F.M. Jr (1999), ‘Analysis of tidal data and datums: Accessible examples of harmonic modeling with autocorrelation and imputation’, Communications in Statistics, Part A – Theory and Methods, 28, 2947-2965

[20] Chen, R. and Liu, J.S. (2000) ‘Mixture Kalman Filters’, Journal of the Royal Statistical Society, Series B, 62, 493-508

[21] Chen, R., Wang, X. and Liu, J.S. (2000) ’Adaptive Joint Detection and Decoding in Flat-Fading Channels via Mixture Kalman Filtering’. IEEE trans. information theory, 46, 2079-2094

[22] Wang, X. and R. Chen. (2000) ’Adaptive MAP multiuser detection for synchronous CDMA with Gaussian and non-Gaussian noise’, IEEE trans. signal processing, 48, 2013-2028

[23] Chen, R. and Liu, L. (2001) ’Functional coefficient autoregressive models: estimation and tests of hypotheses’, J. Time Series Analysis, 22, 151-174

[24] Wang, X. and R. Chen. (2001) ’Blind Turbo equalization in Gaussian and impulsive noises.IEEE trans. Vehicular Technology, 50, 1092-1105

[25] Liu, L-M, Bhattacharyya, S., Sclove, S.L., Chen, R. and Lattyak, W.J. (2001) ’Data mining on time series: an illustration using fast-food restaurant franchise data’, Computational Statistics and Data Analysis, 37, 455-476

[26] Wang, X., Chen, R. and Liu, J.S. (2002) ’Monte Carlo Bayesian signal processing for wireless communication’, IEEE trans. VLSI Signal Process, 30, 89-105

[27] Chen, R., Liu, J.S., and Wang, X. (2002) ’Convergence Properties of the Gibbs Sampler in Some Digital Communications Problems’, IEEE trans. Signal Process, 50, 255-270


　　　　　　

[28] Wang, X., Chen, R. and Guo, D. (2002) ’Delayed Pilot Sampling for Mixture Kalman Filter with Application in Fading Channels’, IEEE trans. Signal Process, 50, 241-254

[29] Chen, R. and J.S. Liu. (2002) Discussion of ’ Spatial-Temporal Nonlinear Filtering Based on Hierarchical Statistical Models’ by M. E. Irwin, N. Cressie, and G. Johannesson. Test, 11, 282-284.

[30] Liang, J, Chen, R. and Zhang, J. (2002) ’On statistical geometry of packing defects of lattice chain polymer’, Journal of Chemical Physics, 117, 3511-3521

[31] Guo, D. Wang, X. and Chen, R. (2003) ’Nonparametric Adaptive Detection in Fading Channels Based on Sequential Monte Carlo and Bayesian Model Averaging’, Annuals of Institute of Statistical Mathematics, 55, 423-436.

[32] Zhang, J., R. Chen, C. Tang and J. Liang (2003) ’Origin of scaling behavior of protein packing density: A sequential Monte Carlo study of compact long chain polymer’, Journal of Chemical Physics, 118, 6102-6109

[33] Chen, R., Yang, L. and Hafner, C. (2004) ’Nonparametric multi-step prediction in time series’, Journal of the Royal Statistical Society, Series B. 66, 669-686.

[34] Guo, D., Wang, X., and Chen, R.(2004) ‘Wavelet-based Sequential Monte Carlo Blind Receivers in Fading Channels with Unknown Channel Statistics’, IEEE Transactions on Signal Processing. 52, 227-239

[35] Guo, D., Wang, X. and Chen, R. (2004) ’New Sequential Monte Carlo Methods for Nonlinear Dynamic Systems’, Statistics and Computing. in press

[36] Zhang, J., Chen, Y., Chen, R., and Liang, J. (2004) ‘Importance of chirality and reduced

flexibility of protein side chains: A study with square and tetrahedral lattice models’, Journal of Chemical Physics, 121, 592-603

[37] Guo, D., Wang, X. and Chen, R. (2004) ’Multilevel Mixture Kalman Filter’, EURASIP Journal on Applied Signal Processing, Special issue on Particle Filtering, in press

[38] Hjellvik, V., Chen, R., and Tjostheim, D. ’Nonparametric estimation and testing in panels of intercorrelated time series’, Journal of Time Series Analysis in press

Refereed Articles in Books and Proceedings:

[39] Chen, R. and Hafner, C. (1994) ‘Nonlinear time series analysis’, in XploRe: an interactive statistical computing environment, Ed. W. H¨ardle, S. Klinke and B.A. Turlach, Springer: Berlin.

[40] Chen, R. and H¨ardle, W. (1995) ‘Nonparametric time series analysis, a selective review with examples’, invited paper at 50th session of ISI, August, 1995, Beijing, China. Bulletin of the International Statistical Institute.

[41] Chen, R., H¨ardle, W., Linton, O.B., and Severance-Lossin, E. (1996) ‘Nonparametric estimation of additive separable regression models’, in Statistical Theory and Computational Aspects of Smoothing, Ed. W. H¨ardle, M.G. Schimek.

[42] R. Chen, X.Wang, and J.S. Liu. “Adaptive Detection in Fading Channels via Monte Carlo Filtering”. Proceedings of the 33nd Annual Asilomar Conference on Signals, Systems and Computers, pp.1149-1153, Pacific Grove, California, October 24-27, 1999.


　　　　　　

[43] X. Wang and R. Chen. “Blind MAP Equalization in Non-Gaussian Noise”. roceedings of the 32nd Conference on Information Science and Systems (CISS’99), pp.379-384, The Johns Hopkins University, Baltimore, Maryland, March 17-19, 1999. (Invited)

[44] Liu, J.S., Chen, R. and Logvinenko, T. (2000) ’A theoretical framework for sequential importance sampling and resampling’, in Sequential Monte Carlo Methods in Practice. Editors: A. Doucet, J.F.G. de Freitas and N. Gordon. Cambridge University Press

[45] X. Wang, R. Chen, and J.S. Liu. “Blind Adaptive Multiuser Detection in MIMO Systems via Sequential Monte Carlo”. Proceedings of the 34th Conference on Information Science and Systems (CISS’00), Princeton University, Princeton, New Jersey, March 15-17, 2000. (Invited)

[46] X. Wang and R. Chen. “Adaptive Bayesian Multiuser Detection”. Proceedings of the 2000 IEEE International Symposium on Information Theory (ISIT’00), Sorrento, Italy, June 25-30, 2000.

[47] R. Chen, X. Wang, and Jun S. Liu. “Adaptive Joint Detection and Decoding in Flat-Fading Channels via Mixture Kalman Filtering”. Proceedings of the 2000 IEEE International Symposium

on Information Theory (ISIT’00), Sorrento, Italy, June 25-30, 2000.

[48] X. Wang, R. Chen, and J.S. Liu. “Sequential Monte Carlo Filters and Their Applications.” Proceeds of the 2000 Workshop on Statistical Signal and Array Processing (SSAP’00), Pocono Manor, PA, August 14-16, 2000.

[49] T.M. Schmidl, A. Gatherer, X. Wang and R. Chen. “Interference Cancellation using the

Gibbs Sampler”. Proceedings of the 2000 IEEE Semi Annual Vehicular Technology Conference (VTC’00-Fall), Boston, MA, September 27-29, 2000.

[50] X. Wang and R. Chen. “Monte Carlo Methods for Adaptive Turbo Multiuser Detection”. Proceedings of the 9th IEEE Digital Signal Processing Workshop, Hunt, Texas, October 15-18, 2000. (Invited)

Other publications and Technical Reports:

[51] Chen, R. (1992) ‘Review of ‘Time Series: Theory and Methods second edition, authors: P. Brockwell and R. Davis”, Journal of American Statistical Association, 87, 254-255.

[52] Chen, R. (1993) ‘Review of ‘Nonlinear Modeling and Forecasting, editors: M. Casdagli and S. Eubank”, International Journal of Forecasting, 9, 273-274.

[52] Guegan, D. and Chen, R. ‘On estimation of ˉ-ARCH model’, Technical report, Dept. of Stat.Texas A&M Univ.

[53] Chen, R. Ellis, D. and Wood, R. ‘The empirical distribution of intradaily stock return volatility’, Technical report, Dept. of Stat. Texas A&M Univ.