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Liu Lab
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The lab uses statistics to analyze uncertain data that changes over time.

AboutAbout the lab
Reading an uncertain future through statistics.
Based on mathematical statistics, the Liu Lab works on elucidating time-dependent phenomena and developing new methods.
Time series analysis is a field that statistically studies uncertain data that changes over time.
It is applied in a wide range of fields, including the natural sciences, engineering, economics, financial engineering, and biomedical engineering.
The lab aims to predict and make inferences about uncertain targets more accurately.
Key terms
- Time series analysis
- A method of statistically analyzing uncertain data that changes over time
- Mathematical statistics
- A field of mathematics that uses probability theory to find patterns and meaning in data
- Copula
- A statistical tool that describes the relationship (the way they are connected) between multiple variables
NewsLab news
A paper from the lab was published in the journal Computational Statistics & Data Analysis
A paper with a graduate of the lab was published in the Australian & New Zealand Journal of Statistics
A paper from the lab was published in the book Recent Advances in Econometrics and Statistics
A student was selected for a Student Travel Award at an international conference
ResearchResearch themes
Time series analysis is a field that statistically studies observational data that fluctuates over time and involves uncertainty. The lab carries out integrated research aimed at predicting and making inferences about uncertain targets more accurately.
*Illustrative imageSelf-Normalized Method of Moments
The lab develops statistical methods that combine the method of moments, an estimation method, with self-normalization, which standardizes by the scale of the data itself.
*Illustrative imageRobust Prediction for Harmonizable Stable Processes
The lab develops robust prediction methods that are less affected by outliers, for data known as harmonizable stable processes, whose distributions can have heavy tails.
*Illustrative imageEmpirical Likelihood for Infinite-Variance Processes
The lab develops statistical inference methods known as empirical likelihood methods for stochastic processes with infinite variance, in which the data are so widely dispersed that the variance is undefined.
*Illustrative imageRisk Inference for Asymmetric Data
The lab studies statistical methods for inferring risk based on relationships between variables that are skewed between the upper and lower ends (asymmetric copulas).
MembersFaculty
The Liu Lab consists of faculty members and students.As of 2026
- Associate ProfessorYan Liu
VoicesStudent voices
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Report an errorAbout the images
The top and research theme images are illustrative and were not taken at the lab. They are cropped from Wikimedia Commons images. Cropped CC BY-SA images are provided under the same CC BY-SA license as the original (version shown on each line).
- Top image: “Triangular wave and square wave on oscilloscope screen (cropped)” User:Xato / CC0 (cropped)
- Self-Normalized Method of Moments: “Growth Rings tree rings 02” Vijayanrajapuram / CC BY-SA 4.0 (cropped)
- Robust Prediction for Harmonizable Stable Processes: “Okiagari-koboshi - Ishikawa Prefectural Museum of Traditional Arts and Crafts - Kanazawa, Japan - DSC09911” Daderot / CC0 (cropped)
- Empirical Likelihood for Infinite-Variance Processes: “Dandelion-wind-blown-seeds-333093” Michael Schwarzenberger / CC0 (cropped)
- Risk Inference for Asymmetric Data: “Compressed fiddler crab (Uca coarctata) male” Charles J. Sharp / CC BY-SA 4.0 (cropped)
- Related lab (Shimizu Lab): “Wiener process 3d” Sullivan.t.j / CC BY-SA 3.0 (cropped)
- Related lab (Hayamizu Lab): “Petersen graph total coloring” Vinod kalagi / CC BY-SA 4.0 (cropped)
- Related lab (Ogita Lab): “U.s.-kilogram-masses” National Institute of Standards and Technology / Public domain (cropped)
- Related lab (Kashiwagi Lab): “Convergence of Iterative Numerical Methods for Poisson System with 16384 elements” ansariddle / CC BY-SA 4.0 (cropped)
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