Inchi HU Professor Email:imichu@ust.hk PhD 1985 Stanford University, Statistics M.S. 1979 National Tsing-Hua University, Applied Mathematics B.S. 1977 National Taiwan University, Mathematics

• Professor of ISOM, HKUST, 2000-present
• Associate Professor of ISMT, HKUST, 1994-2000
• Assistant Professor of Statistics, University of Pennsylvania, 1986-1993
• Visiting Assistant Professor of Mathematics, University of Maryland, 1985-1986

SELECTED PUBLICATIONS

   Articles

• "Optimal strategies for a class of sequential control problem with precedence relation", Annals of Statistics, to appear (with H. P. Chan and C. D. Fuh)
• "Estimation in hidden Markov models via efficient importance re-sampling", Bernoulli, to appear (with C. D. Fuh)
• "Multi-armed bandit problem with precedence relations", Time series and related topics: In Memory of Ching-Zhong Wei (Hwai Chung Ho, Ching-Kang Ing, and Tze Leung Lai Eds.) IMS Lecture Notes- Monograph Series, Vol. 52, pp. 223 - 235, 2006 (with H. P. Chan and C. D. Fuh)
• "A dynamic statistician with timeless contributions", Statistica Sinica 16, pp. 677- 682, 2006
• "RJMCMC algorithm for multivariate Gaussian mixtures with applications in linear mixed-effects models "Proceedings 20th International Workshop on Statistical Modelling, Sydney Australia, pp. 247-254, 2005 (with K. W. Ho and Z. H. Zhang)
• "Efficient Importance Sampling for Events of Moderate Deviations with Applications", Biometrika, Vol. 91, pp. 471-90, 2004 (with C. D. Fuh)
• "Bayesian Adaptive Stochastic Processes Termination", Mathematics of Operations Research, Vol. 28, pp. 361-381, 2003 (with C. W. Lee)
• "Invited Discussion of "Sequential Analysis: Some Classical Problems and New Challenges", by Tze Leung Lai, Statistica Sinica, Vol. 11, pp. 355-357, 2001 (with C. D. Fuh)
• "Asymptotically Efficient Strategies for A Stochastic Scheduling Problem with Order Constraints", Annals of Statistics, Vol. 28, pp. 1670-1695, 2000 (with C. D. Fuh)
• "Strong Consistency of Maximum Likelihood Estimator in Generalised Linear Models with Fixed and Stochastic Designs", Annals of Statistics, Vol. 27, pp. 1155-1163, 1999 (with K. Chen and Z. Ying)

SERVICE ACTIVITIES WITHIN COLLEGE AND PROFESSION

• Member, Appointment and Substantiation Committee, HKUST, 2004-2006
• Chair, Research Committee, School of Business & Management, 2002-2005
• Chair, Executive Committee, Department of ISMT, HKUST, 2002
• Member, Appointment and Substantiation Committee, School of Business and Management SBM), HKUST, 1996-1999  and 2000-2004
• Member, Research Committee, SBM, HKUST, 1994-1999
• Member, Postgraduate Programs Committee, SBM, HKUST, 1994-present
• Associate Editor, Statistics Sinica, 2005-present

HONORS

• Fellow of the Institute of Mathematical Statistics
• Franklin Prize for Teaching Excellence, School of Business and Management, HKUST, 2006
• Best Ten Lecturers, elected by HKUST Students, 2002, 2004, 2005
• Research Foundation Award, University of Pennsylvania, 1992/1990/1989
• Wharton School Junior Faculty Research Award, 1991/1988