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Professor Wei Liu

Professor of Statistics

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Professor Wei Liu joined the School of Mathematics as a permanent lecturer in September 1990 immediately after finishing his PhD in statistics from Bath University, and was promoted to Senior Lecturer in 1999, Reader in 2003 and then Professor in 2005.

Background

2005 - date Professor, University of Southampton, UK

2003 - 2005 Reader, University of Southampton, UK

1999 - 2003 Senior Lecturer, University of Southampton, UK

1990 - 1999 Lecturer, University of Southampton, UK

Research

Responsibilities

Publications

Teaching

Contact

Research interests

My research interests include simultaneous inference, multiple testing and sequential methods. I've published more than ninety research papers in peer-reviewed international statistical journals and one research monograph, and given invited talks at many international statistical conferences. I have served as associate editor of several international statistical journals, refereed numerous papers for most major statistical journals, and served as reviewer for grant applications and promotions in several countries.

In many real problems, one has to make several inferences (e.g., to test several hypotheses) at the same time and it is required that the inferences are simultaneously correct `with a good chance' in certain sense. The classical problem is the comparison of several normal means. One of my research interests is to devise simultaneous inferential methods that control the error probability under various definitions (e.g., Type I, Type II, Type III, and FDR) or to investigate the properties of simultaneous inferential procedures. One associated problem is to find effective methods of computing multivariate probabilities. One of my major research interests in the last few years is the construction and application of simultaneous confidence bands in regression, an overview of which can be found in my book Liu (2010, Chapman and Hall). My other current research interests include statistical calibration for infinitely many future observations by using simultaneous tolerance bands, construction of confidence set for the maximum (or minimum) point of a function, and Q-Q plots.
Another area of my research interests is sequential methodology. In order to learn something sufficiently well (i.e., make inference about some unknown parameter(s) with a prescribed accuracy in some statistical sense), it is most natural to collect information (data) sequentially. The classical problem is the construction of a prescribed 2d-wdith confidence interval for the mean of a normal population of prescribed confidence level 1-alpha, assuming the variance is unknown either. Since the variance is assumed to be unknown, it is necessary to collect observations in at least two stages. I am interested in devising sequential methods and studying their properties.

Research projects

Statistical calibration and simultaneous tolerance bands: investigate simultaneous tolerance bands and construction of simultaneous calibration intervals.
Construction of confidence sets for the maximum (or minimum) point of a function.
Simultaneous confidence bands for multivariate linear regression models.

Research group

Statistics

Articles

Book

Liu, W. (2010). Simultaneous Inference in Regression. (Chapman & Hall/CRC Monographs on Statistics & Applied Probability). Chapman and Hall, Chemical Rubber Company Press.

Book Chapters

Liu, W. (2003). A sequential procedure that controls both size and power in a multiple comparison problem. In N. Mukhopadhyay, S. Datta, & S. Chattopadhyay (Eds.), Applied Sequential Methodologies (pp. 249-259). Marcel Dekker.
Hochberg, Y., Liu, W., & Parmat, Y. (2000). On the directional decision problem. In Perspectives in Statistical Sciences (pp. 179-190). Oxford University Press.
Hayter, A. J., & Liu, W. (1992). Some minimax test procedures for comparing several normal means. In Multiple Comparisons, Selection, and Applications in Biometry, A Fretschrift in Honor of Charles W. Dunnett (pp. 137-148). Marcel Dekker.

Working Papers

Liu, W., Bretz, F., & Dette, H. (2020). A note on permutation tests. University of Southampton.
Liu, W., & Lin, S. (2008). Construction of exact simultaneous confidence bands In multiple linear regression with predictor variables constrained In an ellipsoidal region. (S3RI Methodology Working Papers; No. M08/02). University of Southampton.
Liu, W., & Jamshidian, M. (2007). A study of partial F tests for multiple linear regression models. (S3RI Methodology Working Papers; No. M07/03). University of Southampton.
Liu, W., & Hayter, A. J. (2007). Minimum area confidence set optimality for confidence bands in simple linear regression. (S3RI Methodology Working Papers; No. M07/02). University of Southampton.
Hayter, A. J., Wynn, H. P., & Liu, W. (2005). Confidence bands for regression: the independence point method. (S3RI Methodology Working Papers; No. M05/17). Southampton Statistical Sciences Research Institute.

MATH6122 Probability and Mathematical Statistics

Professor Wei Liu
School of Mathematics and S3RI Room 9017, Mathematics Building (54) University of Southampton Southampton, SO17 1BJ Tel: (0)23 8059 8688 Email: W.Liu@maths.soton.ac.uk

Room Number: 54/9017

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