教育背景
1993 澳大利亚国立大学 统计学博士
1990 惠灵顿维多利亚大学 统计与运筹学硕士
1988 北京师范大学 数理统计硕士
1983 北京师范大学 数学学士
职业经历
2024- 清华大学统计与数据科学系 兴华讲席教授
清华大学交叉数据科学研究院院长
2008-2024 北京大学数学科学学院讲席教授（2021‑2024）
北京大学统计科学中心创始主任（2010‑2019）
北京大学光华管理学院讲席教授（2008‑2021）
2006-2017 美国爱荷华州立大学(Iowa State University)统计系教授
2003-2006 美国爱荷华州立大学(Iowa State University)统计系副教授
2000-2005 新加坡国立大学副教授
1995-2000 澳大利亚La Trobe University讲师/高级讲师
1992-1995 CSIRO Marine Science and Biometrics Unit.2，统计师
1983-1985 北京经济学院讲师
教授课程
2026-2027春 数据分析引论（本科生课程）每周五9:50-12:15 六教6A315
2025-2026秋 数据分析引论（本科生课程）每周二9:50-12:15 三教3200
2024-2025春 高等统计选讲（III）（研究生课程）
发表论文
[1] Chen,S.X.,Smith,P.J.,Shafi,M.andVere-Jones,D.(1990)Some improvements to conventional importance sampling techniques for coded system using Viterbi decoding. Electronics Letters, 26, 802-806.
[2] Chen,S.X.(1993)On the coverage accuracy of empirical likelihood confidence regions for linear regression model. Annals of Institute of Statistical Mathematics, 45, 621-637.
[3] Chen,S.X.and Hall,P.(1993)Smoothed empirical likelihood confidence intervals for quantiles. Annals of Statistics, 21, 1166-1181.
[4] Chen,S.X.and Hall,P.(1994)On the calculation of standard error for quotation in confidence statements. Statistics and Probability Letters, 19 147-151.
[5] Chen,S.X.(1994)Empirical likelihood confidence intervals for linear regression coefficients. Journal of Multivariate Analysis, 49, 24-40.
[6] Chen,S.X.(1994)Comparing empirical likelihood and bootstrap hypothesis tests. Journal of Multivariate Analysis, 51, 277-293.
[7] Chen,S.X.(1996a)A kernel estimate for density of a biological population using line transect sampling. Royal Statistical Society Ser. C: Applied Statistics 45, 135-150.
[8] Chen,S.X.(1996b)Studying school size effects in line transect sampling using the kernel method. Biometrics 52, 1283-94.
[9] Chen,S.X.(1996c)Empirical likelihood confidence intervals for nonparametric density estimation. Biometrika, 83, 329-341.
[10] Chen,S.X.and Polacheck,T.(1996)Kernel estimates of mean school size for IWC minke whale data.Report of International Whaling Commission, 46, 341-348.
[11] Chen,S.X.(1997)Empirical likelihood based kernel density estimation. Australian Journal of Statistics, 39, 47-56
[12] Chen,S.X.(1998) Measurement errors in line transect surveys. Biometrics, 54, 899-908.
[13] Brown,B.M.and Chen,S.X.(1998)Combined Empirical Likelihood. Annals of Institute of Statistical Mathematic, 50, 697-714.
[14] Brown,B.M.and Chen,S.X.(1999)Beta-Bernstein smoothing for regression curves with compact support. Scandinavian Journal of Statistics, 26, 47-59.
[15] Chen,S.X.(1999a)Estimation in independent observer line transect surveys for clustered populations. Biometrics 55, No. 3, 754-759.
[16] Chen,S.X.and Woolcock,J.(1999)A condition for designing bus-route type access site surveys to estimate recreational fishing effort. Biometrics, 55, No. 3, 799-804.
[17] Chen,S.X.(1999b)Beta kernel estimators for density functions. Computational Statistics and Data Analysis, 31, 131-145.
[18] Chen,S.X.(2000a)Beta kernel smoothers for regression curves. Statistica Sinica,10,73-91.
[19] Chen,S.X.(2000b)Animal abundance estimation for independent observer line transect surveys. Special Issue of Environmental and Ecological Statistics: Statistical Ecology and Forest Biometry 7, No. 3, 285-299.
[20] Chen,S.X.(2000c)Gamma kernel estimators for density functions. Annals of Institute of Statistical Mathematics, 52, 471-480.
[21] Chen,S.X.and Lloyd,C.J.(2000)A non-parametric approach to the analysis of two stage mark-recapture experiments. Biometrika, 87, 633-649.
[22] Chen,S.X.and Qin,Yong Song(2000)Empirical Likelihood confidence interval for a local linear smoother. Biometrika ,87, 946-953.
[23] Chen,S.X.and Cowling,A.(2001)Measurement Errors in Line Transect Surveys where Detection varies with Distance and Size.Biometrics,57, 732-742.
[24] Chen,S.X. nd Qin,Yong Song(2002)Confidence interval based on a local linear smoother.Scandinavian Journal of Statistics, 29, 89-99.
[25] Chen,S.X.and Lloyd,C.J.(2002)Estimation of population size based on biased samples using nonparametric binary regression. Statistica Sinica, 12, 505-518.
[26] Chen,S.X.(2002)Local linear smoothers using asymmetric kernels.Annals of Institute of Statistical Mathematics, 54, 312-323.
[27] Chen,S.X.,Yip,P.and Zhou,Y.(2002)Sequential line transect surveys.Biometrics, 58, 263-269.
[28] Chen,S.X.,Hardle,W.and Kleinow,T.(2002)An empirical likelihood goodness-of-fit test for diffusions. Applied quantitative finance, 259--281, Springer, Berlin.
[29] Chen,S.X.and Hall,P.(2003)EFFECTS OF BAGGING AND BIAS CORRECTION ON ESTIMATORS DEFINED BY ESTIMATING EQUATIONS, Statistica Sinica, 13, 97-109.
[30] Chen,S.X and Cui,H-J.(2003)An extended empirical likelihood for generalized linear models. Statistica Sinica, 13, 69-81.
[31] Cui,H-J and Chen,S.X.(2003)Empirical likelihood confidence regions for parameter in the error-in-variable models, Journal of Multivariate Analysis, 84 (1), 101-115.
[32] Chen,S.X.and Qin,J.(2003)Empirical likelihood based confidence intervals for data with possible zero observations. Statistics and Probability Letters, 65, 29-37.
[33] Chen,S.X.,Haredle,W.and Li,M.(2003)An empirical likelihood goodness-of-fit test for time series. Journal of The Royal Statistical Society, Series B, 65, 663-678.
[34] Chen,S.X.,D.H.Y.Leung and Qin,J.(2003)Information Recovery in a Study with Surrogate Endpoints. Journal of the American Statistical Association, 98, 1052-1062.
[35] Chen,S.X.and Qin,Y-S.(2003)Coverage accuracy of confidence intervals in nonparametric regression. Acta Math. Appl. Sin. Engl. Ser. 19,387-396.
[36] Chen,S.X.and Tang,C.(2005)Nonparametric Estimation of Value at Risk and the Standard Errors for Financial Returns. Journal of Financial Econometrics, 3, 227-255.
[37] Chen,S.X.and Cui,H.J.(2006)On Bartlett Correction of Empirical Likelihood in the Presence of Nuisance Parameters. Biometrika, 93, 215-220.
[38] Chen,S.X.and Qin,J.(2006)An Empirical likelihood Method in Mixture Models with Incomplete Classifications, Statistica Sinica 16, 1101-1115.
[39] Chen,S.X.and Cui,H.J.(2007)On the Second Order Properties of Empirical Likelihood for Generalized Estimation Equations. Journal of Econometrics, 141, 492-516.
[40] Chen,S.X.and J.Gao(2007)An Adaptive Empirical Likelihood Test for Time Series Models. Journal of Econometrics, 141, 950-972.
[41] Chen,S.X.and T.Huang (2007)Nonparametric Estimation of Copula Functions. Canadian Journal of Statistics, 35, 265-282.
[42] Chen,S.X.,J.Gao and Tang,C.Y.(2008)A test for model specification of diffusion processes, The Annals of Statistics, 36, 167-198.
[43] Chen,S.X (2008) Nonparametric Estimation of Expected Shortfall, Journal of Financial Econometrics, 6, 87-107.
[44] Chen,S.X.,Leung,D.Y.H.and J.Qin.(2008)Improved Semiparametric Estimation Using Surrogate Data, Journal of the Royal Statistical Society, Series B, 803-823.
[45] Wang, D. and S.X. Chen(2009)Empirical Likelihood for Estimating Equation with Missing Values, The Annals of Statistics, 37, 490-517.
[46] Chen,Song Xi and Chiu Min Wong(2009)Smoothed Block Empirical Likelihood for Quantiles of Weakly Dependent Processes, Statistica Sinica, 19, 71-82.
[47] Wang,D.and Chen,S.X.(2009)Combining quantitative trait loci analyses and microarray data, an empirical likelihood approach, Computational Statistics and Data Analysis, 53, 1661-1673.
[48] C.Yong Tang and Chen,S.X.(2009)Parameter estimation and bias correction of diffusion processes, Journal of Econometrics, 149, 65-81.
[49] Chen,S.X.,L.Peng and Y-L,Qin(2009) Effects of Dimensionality on empirical likelihood, Biometrika, 96, 711-722.
[50] Chen,S.X.and I.Van Keilegom (2009) Empirical Likelihood Test for a Class of Regression Models, Bernoulli, 15, 955-976.
[51] Chan, N-H, Chen, S.X., Peng, L. and C. L. Yu (2009)Empirical Likelihood Methods Based on Characteristic Functions with Applications to L\'evy Processes. Journal of the American Statistical Association, 104, 1621-1630.
[52] Chen,S.X. and I. Van Keilegom (2009)A review on empirical likelihood for regressions (with discussions), Test, 3, 415-447.
[53] Chen,S.X.and Y-L Qin (2010)A Two Sample Test for Ultra High Dimensional Data with Applications to Gene Sets Testing. The Annals of Statistics, 38, 808-835.
[54] Chen,S.X.,C.Y.Tang and V.T.Mule,jr.(2010)Local post-stratification and diagnostics in Dual System Accuracy and Coverage Evaluation for US Census, Journal of the American Statistical Association, Application and Case Study Section, 105, 105-119.
[55] Chen,S.X.,Delaigle,A.and Hall, P.(2010)Nonparametric estimation for levy-type processes, Journal of Econometrics,157, 257-271.
[56] Chen,S.X.,Zhang, L-X.and P-S Zhong (2010)Testing high dimensional covariance matrices, Journal of the American Statistical Association, 105, 810-819.
[57] Chen,S.X.and P-S Zhong (2010)ANOVA for longitudinal data with missing values. The Annals of Statistics, 38, 3630-3659.
[58] Alzghool, R., Y-X Lin and S. X. Chen (2010) Asymptotic Quasi-likelihood Based on Kernel Smoothing for Multivariate Heteroskedastic Models with Correlation, AMERICAN JOURNAL OF MATHEMATICAL AND MANAGEMENT SCIENCES, 30, 147-177.
[59] P-S Zhong and S. X. Chen (2011). Tests for High Dimensional Regression Coefficients with Factorial Designs. Journal of the American Statistical Association, 106, 260-274.
[60] Chen,S.X.and J.Gao (2011). Simultaneous Specification Test for the Mean and Variance Structures for Nonlinear Time Series Regression. Econometric Theory, 27, 792-843.
[61] Chen,S.X.and C.Y.Tang (2011). Properties of Census Dual System Population Size Estimators. International Statistical Review, 79, 336-361.
[62] J.-Y.Chang and S.X.Chen(2011)On the approximate maximum likelihood estimation for diffusion processes. The Annals of Statistics, 39, 2820-2851.
[63] Chen,S.X.and C.Y.Tang(2011)Nonparametric Regression with Discrete Covariates and Missing Value.Statistics and Its Interface, 4, 463-273.
[64] Li,J.and S.X.Chen(2012)Two Sample Tests for High Dimensional Covariance Matrices, The Annals of Statistics, 40, 908-940
[65] Qiu,Y-M and Chen,S.X.(2012)Test for Bandedness of High Dimensional Covariance Matrices with Bandwidth Estimation, The Annals of Statistics, 40, 1285-1314.
[66] Chen,S.X.,Peng,L.and C.L.Yu(2013)Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions, Bernoulli, 19, 228-251.
[67] Chen,S.X.,Tang,C.Y.and J.Qin(2013)Mann-Whitney Test with Adjustments to Pre-treatment Variables for Missing Values and Observational Study, Journal of the Royal Statistical Society, Series B, 75, 81-102.
[68] Chen,S.X.and Van Keilegom,I.(2013)Estimation in semiparametric models with missing data. Annals of the Institute of Statistical Mathematics, 65, 785-805.
[69] P-S Zhong,Chen,S.X.and Minya Xu(2013)Tests alternative to higher criticism for high dimensional means under sparsity and column-wise dependence, The Annals of Statistics, 41, 2820-2851.
[70] Chen,S.X.and Z.Xu(2013)On smoothing estimation for seasonal time series with long cycles, Statistics and Its Interface, 6, 435-447.
[71] Chen,S.X and Z.Xu (2014)On the implied volatility for options -- some reasons to smile and more to correct. Journal of Econometrics, 179, 1-15.
[72] J.Chang,Chen,S.X.and Chen,X.(2015) Empirical likelihood of high dimensional estimating equations with dependent data. Journal of Econometrics, 185, 283-304.
[73] Y.Qiu and S.X.Chen.(2015)Band Width Selection for High Dimensional Covariance Matrix Estimation. Journal of the American Statistical Association, 110, 1160-1174.
[74] Liang,X.,T,Zuo,B.Guo,S.Li,H.Zhang,S.Zhang,H.Huang and S.X.Chen.(2015)Assessing Beijing's PM2.5 Pollution: Severity, Weather Impact, APEC and Winter Heating, Proceedings of the Royal Society A, 471, 20150257.
[75] Chen,S.X.,Lei,L.-H.and Tu,Y-D (2016)Functional Coefficient Moving Average Models with applications to forecasting Chinese CPI, Statistica Sinica, 26, 1649-1672.
[76] Guo,B.and S.X.Chen (2016)Tests for High Dimensional Generalized Linear Models. Journal of the Royal Statistical Society, Series B. 78, 1079-1102.
[77] Wang,Y.,Tu,Y-D and S.X.Chen (2016)Improving inflation prediction with the quantity theory. Economics Letters, 149, 112-115.
[78] Chen,S.X.(2016)Peter Hall's Contribution to the Bootstrap, The Annals of Statistics, 44, No. 5, 1821-1836.
[79] Liang,X.,Li, S.,Zhang,SY,Huang,H.and S.X.Chen(2016)PM2.5 Data Reliability, Consistency and Air Quality Assessment in Five Chinese Cities, Journal of Geophysical Research—Atmosphere, 121(17), 10220-10236.
[80] Peng,LH,S.X.Chen and W,Zhou (2016)More Powerful Tests for Sparse High-Dimensional Covariances Matrices, Journal of Multivariate Analysis, 149, 124-143.
[81] He,J.and S.X.Chen(2016)Testing Super-Diagonal Structure in High Dimensional Covariance Matrices, Journal of Econometrics, 194, 283-297.
[82] Shuyi Zhang, Bin Guo, Anlan Dong, Jing He, Ziping Xu, Song Xi Chen (2017)Cautionary Tales on Air Quality Improvement in Beijing, Proceedings of the Royal Society A, 473: 20170457.
[83] Zuo,T.and S.X.Chen(2017)Enhancing Estimation for Interest Rate Diffusion Models with Bond Prices. Journal of Business and Economics Statistics, 35:3, 486-498.
[84] Y.Qiu,S.X.Chen,D.Nettleton(2018) Detecting Rare and Faint Signals via Thresholding Maximum Likelihood Estimators. The Annals of Statistics, 46, 895-923.
[85] Chen,L.,Guo,B.,Huang,J.,He,J.,Wang,H.,Shuyi Zhang,and S.X.Chen (2018)Assessing air-quality in Beijing-Tian jing-Hebei region: the method and mixed tales of PM2.5 and O3. Atmospheric Environment, 193, 290-301.
[86] J.He and S.X.Chen (2018)High-Dimensional Two-Sample Covariance Matrix Testing via Super-diagonals, Statistica Sinica, 28, 2671-2696.
[87] Li, HB, Wu, JW., Wang, AX, Li, X, Chen, SX, Wang, TQ, Amsalu, E., Gao, Q., Luo, YX, Yang, XH., Wang, W, Guo, J., Guo, YM, Guo, XH. (2018)Effects of ambient carbon monoxide on daily hospitalizations for cardiovascular disease: a time-stratified case-crossover study of 460,938 cases in Beijing, China from 2013 to 2017, ENVIRONMENTAL HEALTH, 17:82.
[88] S.X. Chen,J.Li and P.-S. Zhong,(2019)Two-Sample and ANOVA Tests for High Dimensional Means, The Annals of Statistics, 47, 1443-1474.
[89] Mao,X.,Chen,SX and Wong,R.(2019)Matrix Completion with Covariate Information, Journal of the American Statistical Association, 114, 198-210.
[90] Zheng,XY and Chen,SX (2019)Partitioning Structure Learning for Segmented Linear Regression Trees, Advances in Neural Information Processing Systems (NeurIPS), 2019.
[91] Shuyi Zhang,Song Xi Chen,Bin Guo, Hengfang Wang, Wei Lin (2020)Regional Air-Quality Assessment That Adjusts for Meteorological Confounding, Science China Mathematics, 50, 527-558.
[92] Xu,Z.,Chen,S.X.and Wu,X.(2020)Meteorological Change and Impacts on Air Pollution Results from North China, Journal of Geophysics Research-Atmosphere, 125 (16), e2020JD032423.
[93] Sun, H., Qiu, Y., Yan, H., Huang, Y., Zhu, Y., Gu, J. and Chen, S.X. (2020)Tracking Reproductivity of COVID-19 Epidemic in China with Varying Coefficient SIR Model (with discussion), Journal of Data Science, 18 (3), 455-472.
[94] Wan,Y.,Xu,M.,Huang, H. and Chen,S.X.(2020)A Spatio-Temporal Model for the Analysis and Prediction of Fine Particulate Matter Concentration in Beijing, Enviromentrics, 32 (1), e2648.
[95] Wu,H.,Zheng,X.,Zhu,J.,Lin,W.,Zheng,H.,Chen,X.,Wang,W.,Wang,Z.,and S.X.Chen (2020)Improving PM2.5 Forecasts in China Suing an Initial Error Transport Model, Environmental Science and Technology, 54(17), 10493-10501.
[96] Gu,J.,Yan,H.,Huang,J.,Zhu,Y.,Sun,H.,Qiu,Y.and S.X.Chen(2020)Comparing Containment Measures among Nations by Epidemiological Effects of COVID-19. National Science Review, 7 (12), 1847-1851.
[97] Zheng, X-Y., Guo, B., He, J. and Chen, S.X.(2021)Effects of COVID-19 Control Measures on Air Quality in North China, Envirionmentrics, 32(2), e2673.
[98] Mao, X-J., Wong, R. K-W and Chen, S. X.(2021)Matrix Completion under Low-Rank Missing Mechanism, Statistica Sinica, 31, 2005-2030.
[99] Zhang, S., Chen, S.X. and L. Lu (2020)Inference for Variance Risk Premium, China Finance Review International,11, 26-52.
[100] Wu,H.,Lin, W., Kong, L., Tang, X., Wang, W. Wang, ZF and S.X. Chen (2021)A Fast Emission Inversion Scheme Based on Ensemble Optimal Interpolation, Climate and Environmental Research (in Chiese), 26 (2), 191-201.
[101] Zhang,HM and Chen,S.X.(2021)Concentration Inequalities for Statistical Inference, Communications in Mathematical Research, 37, 1-85.
[102] Chang,J-Y.,Chen,S.X.,Tang, C-Y.and Wu,T-T(2021)High-Dimensional Empirical Likelihood Inference, Biometrika, 108, 127-147.
[103] Chen,S.X.and L-H Peng (2021)Distributive Statistical Inference for Massive Data, The Annals of Statistics, 2021, 49(5), 2851-2869.
[104] Zhu, Y.R.,Liang,Y.S.and Chen,S.X.(2021)Assessing Local Emission for Air Pollution via Data Experiments, Atmospheric Environment, 252, 118323.
[105] Yan,H.,Zhu,YR.,Gu, J.,Huang,YX., Sun, HX.,Zhang,XY.,Wang, T.,Qiu, YM.and Chen,S.X.(2021).Better Strategies for Containing COVID-19 Pandemic: a Study of 25 Countries via a vSIADR Model, Proceedings of the Royal Society A, 476: 20200440.
[106] Gu,J.,Chen,S X.,Dong, Q. and Qiu,YM.(2021)The Effect of Population Migration and Wuhan Lockdown on the Control of COVID-19 Epidemic Based on vSEIdRm Model, Statistical Research, 38(9).
[107] Huang,YX, Guo,B.,Sun, HX, Liu, HJ and S X Chen(2021)Relative Importance of Meteorological Variables on Air Quality and Role of Boundary Layer Height, Atmospheric Environment,267,118737.
[108] Li,S.,Liu,R.,Wang,S.,&Chen,S.X.(2021)Radiative effects of particular matters on ozone pollution in six North China cities. Journal of Geophysical Research: Atmospheres, 126, e2021JD035963.
[109] Chen, S.X. and Zheng, XY (2021)Discussion on “The Timing and Effectiveness of Implementing Mild Interventions of COVID-19 in Large Industrial Regions via a Synthetic Control Method”, Statistics and Its Interface, 14 (2021), 1, 23-24.
[110] 陈松蹊，毛晓军，王聪 （2022）大数据情境下的数据完备化：挑战与对策。管理世界，2022年第1期。
[111] Tong,P.F.,Chen,S.X.& Tang,C.Y.(2022)Detecting and evaluating dust-events in North China with ground air quality data. Earth and Space Science, 9, e2021EA001849.
[112] Luo,S.S,Zhu,Y.R.& Chen,S.X.(2022)Episode Based Air Quality Assessment, Atmospheric Environment, 285, 119242.
[113] Chen,S.X.,Guo,B.and Y.M.Qiu (2023)Testing and Signal Identification for Two-sample High-dimensional Covariances via Multi-level Thresholding, Journal of Econometrics, 235(2), 1337-1354.
[114] ZhuYR, Gu,J.,Yumou Qiu,S.X.Chen(2023)Real-World COVID-19 Vaccine Protection Rates against Infection in the Delta and Omicron Eras, Research, 2023; 6:0099.
