EDUCATION

PhD Statistics, Department of Mathematics and Statistics, Lancaster University      10/2017 – 03/2021

Funded by ESRC AQM Pathway

PhD Thesis title: Contributions to Robust Estimation in Time Series

RESEARCH INTEREST

Nonparametric statistics, Optimal transport, Riemannian geometry, Time series, Generalized dynamic factor models.

PUBLICATIONS

1. Hallin, M., La Vecchia, D., & Liu, H. (2022). Center-outward R-estimation for semiparametric VARMA models. Journal of the American Statistical Association, 117(538), 925-938.

2.  Liu, H., & Mukherjee, K. (2022). R-estimators in GARCH models: asymptotics and applications. The Econometrics Journal, 25(1), 98-113.

3. Hallin, M., La Vecchia, D., & Liu, H. (2023). Rank-based testing for semiparametric VAR models: a measure transportation approach. Bernoulli, 29(1),229-273.

4. Hallin, M., & Liu, H. (2023). Center-outward rank-and sign-based VARMA portmanteau tests: Chitturi, Hosking, and Li–McLeod revisited. Econometrics and Statistics.

5. Hallin, M., Liu, H., & Mukherjee, K. (2023). M-estimation in GARCH models in the absence of higher-order moments. In Research Papers in Statistical Inference for Time Series and Related Models: Essays in Honor of Masanobu Taniguchi (pp. 195-219). Singapore: Springer Nature Singapore.

6. Hallin, M., Liu, H., & Verdebout, T. (2024). Nonparametric measure-transportation-based methods for directional data. Journal of the Royal Statistical Society Series B: Statistical Methodology, 86(5), 1172-1196.

7. Felix, M., La Vecchia, D., Liu, H., & Ma, Y. (2024). Some Novel Aspects of Quantile Regression: Local Stationarity, Random Forests, and Optimal Transportation. In Recent Advances in Econometrics and Statistics: Festschrift in Honour of Marc Hallin (pp. 261-282). Cham: Springer Nature Switzerland.

8. Barigozzi, M., La Vecchia, D., & Liu, H. (2025). General spatio-temporal factor models for high-dimensional random fields on a lattice. The Annals of Statistics, 53(1), 268-294.

9. Ma, Y., Liu, H., La Vecchia, D., & Lerasle, M. (2025). Inference via robust optimal transportation: theory and methods, International Statistical Review.

10. Hallin, M., La Vecchia, D., Liu, H., & Xu, X. (2025). Discussion of "Robust Distance Covariance" by S. Leyder, J. Raymaekers, and P.J. Rousseeuw, International Statistical Review.

11. Yan, R., & Liu, H. (2026). Reliable Offline-Policy Selection for Multimodal Recommendation. International Conference on Intelligent Computing 2026, to appear.

12. La Vecchia, D., & Liu, H. (2026). E-ROBOT: a dimension-free method for robust statistics and machine learning via Schr?dinger bridge. Statistics and Computing, 36:157.

13. Cheng, Z., & Liu, H. (2026). Robust Wasserstein barycenter, Journal of University of Science and Technology of China, to appear.

PREPRINTS

1. Quantiles and quantile regression on riemannian manifolds: a measure-transportation-based approach (with M. Hallin), arXiv preprint arXiv:2410.15711.

2. Quantiles, ranks and signs in metric spaces (with X.Q. Wang, J. Zhu and H. Zhang), arXiv preprint arXiv:2209.04090.

3. Nonparametric approaches for analyzing carbon emission: from statistical and machine learning perspectives (with Y. Ma and S. Wang), arXiv preprint arXiv:2303.14900.

4. Multidimensional Stochastic Dominance Test Based on Center-outward Quantiles (with Y. Ma and W. Zhuang), arXiv preprint arXiv:2512.19966.

5. STAP: A Shuffle-Tokenized App Predictor with Ultra Long Context for Vocabulary-Free Mobile App Prediction (with C. Fan), arXiv preprint arXiv:2605.29863.

PRESENTATIONS

Invited conference talks:

2025, International Workshop on Advances in Directional Statistics, Luxembourg

2024, International Conference on Computational Statistics, Giessen, Germany

2024, Dushu meeting & the 4^th youth academic seminar, Suzhou, China

2024, ICSA 2024 China Conference, Wuhan, China

2020, STOR-i workshop on time-series and spatial statistics, Lancaster, UK.

2018, ITISE 2018 (International conference on Time Series and Forecasting), Granada, Spain.

2018, SIAM National Student Chapter Conference 2018, Bath, UK.

2017, LaWa workshop 2017, Lancaster, UK.      

PROFESSIONAL SERVICES

Journal refereeing: Journal of the American Statistical Association, Journal of Multivariate Analysis, Biometrika

Grants

1.   National Natural Science Foundation of China (2025-2027, Principal Investigator, single applicant): The optimal-transport-based theoretical and methodological study on nonparametric statistics for spherical data.

2.     University of Science and Technology of China (2022-2023, Principal Investigator, single applicant): Generalized dynamic factor models for high-dimensional spatio-temporal data.

3.     University of Science and Technology of China (2022-2023): Big data on dual carbon energy.

4.     ESRC PhD Research program (2017-2021): Robust estimation and resampling in financial time series models

OVERSEAS INSTITUTION VISIT

2024, 2025, Dept of Mathematics, Universite Libre de Bruxelles 

2019, 2025, Research Center for Statistics, University of Geneva