Russell E. Marker Lectures in the Statistical Sciences set for October 5 and 6

Jianqing Fan, Frederick L. Moore '18 Professor of Finance, Professor of Statistics, and Professor of Operations Research and Financial Engineering at Princeton University, will present the 2017 Russell Marker Lectures in Statistical Sciences on October 5 and 6 at Penn State University. The free public lectures are sponsored by the Penn State Eberly College of Science.

The series includes a lecture intended for a general audience, titled "Challenges on Analysis of Big Data" which will be held at 4:30 p.m. on Thursday, October 5, in 110 Business Building on the Penn State University Park campus. Fan also will give a specialized lecture titled "Distributed Estimation of Principal Eigenspaces” at 10:00 a.m. on Friday, October 6, in 201 Thomas Building on the Penn State University Park campus.

Fan’s research covers statistical methods in finance, economics, genomics, biostatistics, high-dimensional statistics, machine learning, data-analytic modeling, longitudinal and functional data analysis, nonlinear time series, wavelets, and their applications. In each of these areas, he devotes most of his efforts to the search for intuitively appealing, computationally feasible, model-free, robust nonparametric approaches and illustrates the approaches by real data and simulated examples. He is also very interested in developing foundational statistical theory and in providing fundamental insights to sophisticated statistical models. These include sampling theory, oracle properties, statistical learning theory, minimax theory, efficient semi-parametric modeling, and nonlinear function estimation.

Fan earned his Ph.D. in statistics at the University of California at Berkeley in 1989. He then became assistant professor at the University of North Carolina at Chapel Hill in 1989 where he progressed to full professor. He was a professor of statistics at the University of California at Los Angeles from 1997 to 2000 and professor of statistics and chairman at the Chinese University of Hong Kong from 2000 to 2003. He became professor at Princeton University in 2003, where he has directed the Committee of Statistical Studies since 2006 and chaired the Department of Operations Research and Financial Engineering from 2012 to 2015. He was named Frederick L. Moore '18 Professor of Finance at Princeton in 2006.

Fan has coauthored three highly-regarded books: Local Polynomial Modeling (1996), Nonlinear time series: Parametric and Nonparametric Methods (2003), and The Elements of Financial Econometrics (2015). He also has authored or coauthored over 200 articles on finance, economics, statistical machine learning, computational biology, semiparametric and non-parametric modeling, nonlinear time series, survival analysis, longitudinal data analysis, and other aspects of theoretical and methodological statistics. Fan has been consistently ranked as a top 10 highly-cited mathematical scientists since the existence of the rankings.

Fan’s many awards and honors include the 2000 COPSS Presidents' Award, given annually to an outstanding statistician under age 40; being an invited speaker at the 2006 International Congress for Mathematicians, the Humboldt Research Award for lifetime achievement in 2006; the Morningside Gold Medal of Applied Mathematics in 2007, honoring triennially an outstanding applied mathematician of Chinese descent; a Guggenheim Fellowship in 2009; Pao-Lu Hsu Prize in 2013, presented every three years by the International Chinese Statistical Association to individuals under the age of 50; and the Guy Medal in Silver in 2014, presented once a year by Royal Statistical Society. He is an elected Academician of Academia Sinica and a Fellow of the American Association for the Advancement of Science, the Institute of Mathematical Statistics, and the American Statistical Association.

Fan is a co-editor of the Journal of Econometrics and an associate editor of the Journal of the American Statistical Association. He has also been co-editor of Annals of Statistics, an editor of Probability Theory and Related Fields, and the Econometrical Journal, and on the editorial boards of Econometrica, Annals of Statistics, Statistica Sinica, and the Journal of Financial Econometrics. He was the past president of the Institute of Mathematical Statistics from 2006 to 2009, and past president of the International Chinese Statistical Association from 2008 to 2010.

The Marker lectures were established in 1984 through a gift from Russell Earl Marker, professor emeritus of chemistry at Penn State, whose pioneering synthetic methods revolutionized the steroid-hormone industry and opened the door to the current era of hormone therapies, including the birth-control pill. The Marker endowment allows the Penn State Eberly College of Science to present annual Marker lectures in astronomy and astrophysics, the chemical sciences, evolutionary biology, genetic engineering, the mathematical sciences, the statistical sciences, and physics.