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Department of Probability and Statistics



Peking University was the pioneer in China to conduct teaching and research in the field of probability and statistics, appointing Pao-Lu Hsu as Professor of Mathematics in 1940 after he obtained his Ph.D. and D.Sc. from the University College London. Consequently a course in Mathematical Statistics was offered in 1940s, and the first graduate student completed his study in 1951 (but academic degree was not available until 1980). In the early 1950s, Professor Hsu run a seminar on Limit Theory at Peking University.

As a part of the first national program on scientific development, the Division of Probability and Statistics was established at Peking University in 1956, with Professor Pao-Lu Hsu as the founding director, following the pattern of the Moscow State University. More than 50 senior students, as well as a few instructors, were summoned from Peking University, Nankai University and Sun Yat-Sen University to form the first training group, starting in the fall of 1956. Before the break of ‘Cultural Revolution’ in 1966, the program had developed a wide curriculum for eight years in probability and statistics, with more than 200 students and 8 graduates who became the core force in conducting research and disseminating the knowledge of probability and statistics in China. In an era of pushing theory toward applications in the 1960s, a remarkable job of introducing the orthogonal experimental design to practices in industry was carried out by faculty and students of Peking University. In 1972 Professor Zepei Jiang (Tse-Pei Chiang), a prestigious scholar in probability and statistics, succeeded Hsu as the director of the Division. After ten years of the Culture Revolution, faculty members made a great effort to speed up the development.

The Division of Probability and Statistics was incorporated in 1985 as a department, which in turn expanded rapidly and developed into one of the top teams in probability and statistics in China, boasting its faculty and staff of 39 members. In 1991, the Institute of Mathematical Statistics of Peking University was also established and Professor Jiading Chen was appointed as the Chair of the Department and the Director of the Institute. The School of Mathematical Sciences in Peking University was formed in 1995 by merging the Department of Mathematics and the Department of Probability and Statistics, with Professor Zhi Geng as the new chair of the department and Professor Zhongjie Xie as the director of the institute. In 1997, the new department of Financial Mathematics was established with some young faculty members from the Department of Probability and Statistics.

Receiving  from the central government, a special grant, code-named the 985 program, Peking University witnessed a period of rapid growth since 1999. The School of Mathematical Sciences moved into the new Science Building One in 2000, equipping every faculty member with an individual office. In particular, a new Center for Statistical Science at Peking University was established in July 2010, co-chaired by Professor Songxi Chen and Professor Zhi Geng, replacing the existing Institute of Mathematical Statistics and enhancing collaborations between the Department of Probability and Statistics and the Department of Business Statistics and Econometrics in the Guanghua School of Management. The mission of the center is to nurture interdisciplinary collaborations and to attract outstanding researchers.

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The faculty members of Probability and Statistics are naturally split into two groups: Probability and Statistics. The department consists of 21 regular members, including 11 professors, 4 research fellow, 4 associate professors, 1 assistant professor and 1 lecture. Moreover, 6 professors emeritus are still active in research and education. The department also recruited 2 Chang-Jiang Visiting Professors, 3 adjunct professors and 4 postdoctoral fellows, enhanced by closely related researchers in the School of Mathematical Sciences and the Guanghua School of Management. 

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Educational Programs:

The department offers approximately 40 courses every year, enroll about 50 undergraduates and 16 graduates for Ph. D. annually with major in Probability or Statistics. Admission into the undergraduate program is through the School of Mathematical Sciences and the same undergraduate courses in the first two years are required for all the students in the school. Major is declared by the end of the second year. 

Statistics is becoming a hot program now, whose graduates will enter the prestigious graduate programs in China and abroad, universities and colleges, research institutes, and the industry of finance, insurance, information and pharmaceuticals as well. Accumulating and improving for more than half century, the program now has a full curriculum with its own textbooks in wide use. In particular, the undergraduate courses of Probability Theory and Mathematical Statistics received national recognitions of educational excellence; Professor Jiading Chen was awarded the honorable title of National Outstanding Teacher; two National Instructional Achievement Prizes of the second class were received in last 10 years. As a leading graduate program, the department is among the first programs in China to award Ph.D. degrees. By August 2010, 74 graduate students received Ph.D. degrees, including 3 awardees of National Excellence in Doctoral Dissertations, 13 professors, and 2 winners of National Funds for Distinguished Young Scientists. In addition, more than 200 students have received M.Sc. degrees from the department.

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Scientific Research:

With an emphasis on both theory and applications, the faculty in the department has a broad range of research interests from theory to novel applications in neural networks, probabilistic algorithms, pattern recognition, bioinformatics, medical sciences, financial risk analysis, quantitative evaluation of national security, experimental design and analysis of the reliability of missile systems. These can be roughly categorized into seven major topics: (1) theory and applications of Markov processes; (2) stochastic analysis and SPDEs; (3) limit theory in probability; (4) causal inference and experimental design; (5) biostatistics and bioinformatics; (6) high-dimensional inference and machine learning; (7) survival analysis and reliability theory; (8) statistical analysis in time series and random fields.

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Professional Services:

Faculty members in the Department of Probability and Statistics played important roles in various scientific societies. Zepei Jiang, Jiading Chen and Zhi Geng served as the President of the Chinese Society of Probability and Statistics (CSPS), Zhi Geng is also the President of the Chinese Association for Applied Statistics. Zepei Jiang was the founding Editor-in-Chief of the Chinese Journal of Applied Probability and Statistics. Jiading Chen was the Editor-in-Chief of Mathematical Statistics and Management.

The department organized and/or sponsored many conferences and workshops, e.g. the 6th National Conference on Probability and Statistics in 1998, the Joint Annual Meeting of CSPS and IMS in 2005, Sino-Japan Workshop in Statistics (1st-10th), etc. Faculty and students of the department took active roles in promoting international exchanges and cooperation. They are enthusiastic in attending conferences and lectures, and in academic visits. This can be dated back to the visit by the famous probabilist Dynkin in 1950s. Since 1980s, international activities have been rising, with increasing number of exchange students, visiting scholars and summer schools. One third of current faculty members were trained abroad. Professor Jun Liu of Harvard University and Professor Bin Yu of the University of California at Berkeley held visiting positions in Chang Jiang Scholar Program.

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