Meng Yuan

About Me

• I am currently working as a Senior Associate, Quantitative Analysis in non-retail risk modeling team at NAB.
• Before joinig NAB, I worked as a manager in the Asset Liability Management risk modeling team at Scotiabank.
• I received my Ph.D. degree in Statistics at the University of Waterloo under the supervision of Dr. Changbao Wu and Dr. Pengfei Li.
• I obtained my MMath in Statistics at the University of Waterloo under the supervison of Dr. Paul Marriott and my BEc in Financial Statistics and Risk Management from Southwestern University of Finance and Economics.

Research Interests

Credit risk; Density ratio models; Empirical likelihood; Data integration;
Non-probability survey samples; Biomedical and econometric applications.

Publications and Manuscripts

• Yuan, M., Li, P. and Wu, C. Wang, C., Lin, B., and Li, P. (2021+). Semiparametric inference on general functionals of two semicontinuous populations. Annals of the Institute of Statistical Mathematics, 74, 451–472. PDF
• Yuan, M., Li, P. and Wu, C. (2021). Semiparametric Inference of the Youden Index and the Optimal Cut-off Point under Density Ratio Models. The Canadian Journal of Statistics,49, 965-986. PDF
• Yuan, M., Li, P. and Wu, C. (2023) Semiparametric inference on Gini indices of two semicontinuous populations under density ratio models. The Econometrics Journal, 26, 174–188. PDF
• Yuan, M., Li, P. and Wu, C. Semiparametric empirical likelihood inference with estimating equations under density ratio models. Electronic Journal of Statistics, 16, 5321-5377. PDF
• Hu, D., Yuan, M., Yu, T. and Li, P. Statistical inference for the two-sample problem under likelihood ratio ordering, with application to the ROC curve estimation. Statistics in Medicine, accepted.
• Yuan, M., Li, P. and Wu, C. Statistical analysis with nonignorable non-probability survey samples. In progress.
• Yuan, M., Li, P. and Wu, C. Nonparametric estimation procedures for non-probability survey samples. In progress.

R Packages

• YoudenDRM
  This package provides the estimators and confidence intervals for the Youden index and optimal cutoff point under the density ratio models. It is available at Github.
• ZeroDRM
  This package provides the estimators and confidence intervals for the functionals and Gini indices of two semicontibous populations under the density ratio models. It is available at Github.

Presentations

• Semiparametric inference on Gini indices of two semicontinuous populations under density ratio models.
  
  • 14th International Conference of the ERCIM WG on Computational and Methodological Statistics. Virtual, December, 2021.
  • The Second Waterloo Student Conference in SAS and Finance. Virtual, November, 2021.
• Semiparametric empirical likelihood inference with general estimating equations under density ratio models.
  
  • 2021 Annual Meeting of the Statistical Society of Canada. Virtual, June, 2021.
  • Waterloo Student Conference in SAS and Finance. Waterloo, Canada, October, 2019.
  • ICSA-Canada Symposium 2019. Kingston, Canada, August, 2019.
• Semiparameteric inference of the Youden index and optimal cut-Off point under density ratio models.
  
  • 2019 Annual Meeting of the Statistical Society of Canada. Calgary, Canada, June, 2019.
  • SAS & WatRISQ Research Presentation Day. Waterloo, Canada, Feburary, 2019.
• MCMC algorithm and stochastic volatility models.
  
  • 2018 Annual Meeting of the Statistical Society of Canada. Montreal, Canada, May, 2018

Teaching

• Instructor at the University of Waterloo
  • STAT 230 (Probability): Spring 2020, Winter 2022
• Teaching assistant at University of Waterloo
  • STAT 211 (Introductory Statistics and Sampling for Accounting): Winter 2017
  • STAT 230 (Probability): Fall 2016, Spring 2018
  • STAT 231 (Statistics): Spring 2017
  • STAT 240 (Probability: Advanced Level): Fall 2017
  • STAT 331 (Applied Linear Models): Fall 2016, Fall 2017
  • STAT 333 (Applied Probability): Spring 2017, Spring 2019, Fall 2019, Winter 2021
  • STAT 371 (Applied Linear Models and Process Improvement for Business): Fall 2018
  • STAT 372 (Survey Sampling and Experimental Design Techniques for Business): Spring 2018
  • STAT 431 (Generalized Linear Models & Applications): Winter 2017
  • STAT 433/833 (Stochastic Processes): Fall 2020
  • CM 746/STAT 444/844 (Statistical Learning-Function Estimation): Winter 2018
  • STAT 450/850 (Estimation & Hypothesis Testing): Winter 2018
  • STAT 454/854 (Sampling Theory and Practice): Winter 2019, Winter 2020

Scholarships and Awards

• UW Doctoral Thesis Completion Award: Spring 2021
• UW Graduate Scholarship: Fall 2016, Fall 2017, Winter 2018, Spring 2019, Winter 2021
• UW Math Senate Graduate Scholarship: Winter 2020
• UW Statistics & Actuarial Science Chair’s Award: Fall 2018, Winter 2019, Fall 2019, Fall 2020, Winter 2021, Spring 2021
• UW Provost Doctoral Entrance Award for Women: Fall 2017
• UW International Doctoral Student Award: Fall 2017 – Spring 2021
• UW International Masters Student Award: Fall 2016 – Spring 2017
• China National Scholarship: top 0.2% students, 2013
• First Prize in Contemporary Undergraduate Mathematical Contest in Modeling of Sichuan Province: 2014

Professional Service

• Peer-review services for academic journals
  • Applied Mathematical Modelling
  • TEST
• Academic conference services
  • Moderator of the Nonparametric and Semiparametric Methods Session, Statistical Society of Canada 2022 Annual meeting

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