Jingcheng Liu

Statistics and Probability · with Blanchet · 2008–2010

A researcher in the Science corpus: 2 papers; trusts 7 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 12 citations into it
• Management Science and Operations Research — 10 citations into it; #8,160 of 11,946 by trust here, #10,392 by citations
• Finance — 7 citations into it
• Probabilistic & Bayesian Methods — 5 citations into it

Whom Jingcheng Liu trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Paul Glasserman
2. Søren Asmussen
3. Jose H. Blanchet
4. John Van Hoewyk
5. Subir Ghosh
6. Peter W. Glynn
7. Donald B. Rubin
8. Henrik Hult

Who trusts Jingcheng Liu overall

1. Sourav Chatterjee
2. Persi Diaconis

Papers from Jingcheng Liu's perspective

Ordered by how strongly the researchers Jingcheng Liu trusts endorse each paper. Same corpus, a different order for every researcher.

1. Monte Carlo Methods in Financial Engineering
2. Rare events simulation for heavy-tailed distributions
3. Extremal behavior of regularly varying stochastic processes
4. Statistical Analysis With Missing Data
5. Analysis of Incomplete Multivariate Data (Technometrics)
6. Introduction to Rare Event Simulation (Rare Event Simulation using Monte Carlo Methods)
7. Improved algorithms for rare event simulation with heavy tails (Advances in Applied Probability)
8. Asymptotic evaluation of certain Markov process expectations for large time
9. Functional large deviations for multivariate regularly varying random walks
10. IVEware: Imputation and Variance Estimation Software User Guide

Their papers

• State-dependent importance sampling for regularly varying random walks (2008) — 65 citations
• ON THE STATIONARY DISTRIBUTION OF ITERATIVE IMPUTATIONS (2010) — 130 citations