Keming
Yu
I
am a member
of Statistics
Group and 
since
Sept. 2005. Before that I held posts at various institutions, including
University of
Plymouth, Lancaster University
and the Open
University.
Professional
Service, Honours and External Duties
Fellow
of the Royal Statistics Society
(www.rss.org.uk)
Fellow
of the International Chinese Statistics
Society (www.icsa.org)
Membership
of International Society for
Bayesian Analysis (http://www.bayesian.org)
Member
of the editorial board of Journal of
Modern Applied Statistical Methods (2000-2006)
Reviewer
of Mathematical
Reviews (AMS)
Inclusion
of the biographical profile in Who's
Who in Science and Engineering, 2006-2007 9th Edition.
Inclusion of the biographical profile in Who's Who in Science and
Engineering,
10th Anniversary Edition, 2008, then 2009, 2010.
Guest
Editor on Quantile
Regression for the journal "Statistical Modelling: An International
Journal" to publish a special issue on the ICMS Workshop, 2006--2007.
Research
in methodology:
Regression
analysis, Dynamic modelling, Quantile process, variable
selection, Bayesian inference, nonparametric method, lifetime data
analysis.
R
packages made by PhD students for Bayesian Quantile
Regression are available on CRAN R website below.
Please
acknowledge your sources when you use it:
http://crantastic.org/authors/1947.
http://cran.r-project.org/web/packages/bayesQR
http://127.0.0.1:15679/library/MCMCpack/html/MCMCquantreg.html
Research
in statistical applications and consultancy:
Risk
analysis, health economics, reliability, volatility analysis, environment and
Bioinformatics
London
Mathematics Society £1,400 for research network
(http://maths.dur.ac.uk/stats/people/fc/LMS-Reliability.html)
EPSRC
Industrial Mathematics KTN Internship for PhD students ``Bayesian Quantile Inference with
applications in finance, economics
and risk analysis'': £11,800, 2011.
National
Institute of Health Research: £30,000, 2009--2010, PI
with Gautam Mitra and
Joanne Lord.
Knowledge
Transfer Partnership: £100,000, 2009--2011. PI with Cormac Lucas. Researcher:
Leela
Mitra. Industry Partner:
RavenPack/Xenomorph.
EPSRC
Vacation Bursary Scheme
2008 (£2000).
Three
PhD students funded by the EPSRC Doctoral Training Account Studentships
(2007-2010);
EPSRC
workshop grant on workshop ``Quantile
regression, LMS method and robust statistics,'' (£25,000),
2006.
EU
visiting grant HPRI-CT-2001-00128 hosted by IRISS-C/I at CEPS/INSTEAD
(Luxembourg) (£1,900), 2003.
EPSRC
oversee travel grant: GR/S68293 (£2,020), 2002;
National
Natural Science Foundation of China: 70271003/G0109 (RMB140, 000), 2002
(CI
under the Chinese Academy of Sciences in Beijing).
(2001
onward)
Invited
speakers for the session of Bayesian quantile
in CFE-ERCIM 2011 (http://www.cfe-csda.org/ercim11)
Seminar
in ENSAI, Rennes University I, France, Sept. 2011.
Organise
committee for the workshop Quantile
Regression
Methods: Theory and Applications (http://www.case.hu-berlin.de/events/quantile%20workshop/),
6—9 Oct. 2010, Humboldt−Universität zu Berlin, Germany.
RSS event:
http://membership.rss.org.uk/main.asp?group=&page=1321&event=1239&month=4&year=2011&date=20%2F04%2F2011
20
April 2011 Statistical reliability and
lifetime data analysis
This
meeting brings together academic researchers and practitioners from
several disciplines to present and discuss their ideas about this
important topic, and aims to stimulate further interest and advances in
the field and offer attendees the opportunity to learn about the latest
vision research.
|
Invited
speaker for ERCIM'10
conference at track
session on quantile
regression and semiparametric
methods, London, 10-12 December 2010.
Invited
speaker for the workshop on model choice and dynamic
dependence structures, September 20-21, 2010, Dortmund (Germany).
Invited
session organisation for the
international conference on Statistical Analysis of Complex Data (SACD),
July 2—4, 2010,
Kunming, Yunnan,
China.
Invited
session organisation for 2009 WNAR/IMS Meeting http://www.mth.pdx.edu/wnar/program/WNAR_IMS_Invited.pdf
Invited
session organisation for 2009 ICFSFE (http://shop.swufe.edu.cn/newforum/indexen.aspx).
Invited
presentation in
International Conference on Financial Statistics and Financial
Econometrics,
Chengdu, China.
Presentation
in
COMPSTAT'2008, Porto, Portugal.
Presentation
in APMOD2008, Bratislava,
Slovak Republic.
Invited
participant for the
workshop ``Contemporary Frontiers in High-Dimensional Statistical Data
Analysis’’ at Isaac Newton Institute for
Mathematical Sciences, August 2008.
Invited
session organiser for the conference: Taipei Symposium
and ICSA 2007 (http://www.stat.sinica.edu.tw/2007symp/)
Invited
speaker for the
conference: Taipei Symposium and ICSA 2007.
Invited
participant/speaker
for the workshop ``Construction and Properties of Bayesian
Nonparametric
Regression’’ at Isaac Newton Institute for
Mathematical Sciences, August 2007.
Main
speaker on Statistical
Analysis of Performance Indicators in Cassino,
Italy,
April 2006.
Main
speaker on the New
Trouble for Standard Regression Analysis, Regensburg, Germany, November
2005.
Talk
in Xian China, 2006 China
International Conference in Finance 17--22 July 2006.
RSS2006,
the Royal Statistical Society - RSS 2006, Belfast,
10--14 Sept. 2006.
Invited
speaker on the 6th
ICSA International Conference, Singapore, and July 2004.
The
member of Local
Organizing Committee of RSS2002, 3-6 September 2002
(http://www.tech.plym.ac.uk/maths/research/stats/RSS2002.html).
Recently
industrial-link talks or joint talks: CARISMA Annual
Meeting/UNICOM company (http://www.unicom.co.uk/) seminar (twice): NEW
DIRECTIONS IN FINANCIAL MODELLING, February 2006, May 2006, and July
2008.
H-idex 16 with Publications 2001 onwards
2012
Al-Hamzawi,
R. and Yu, K. (2012) Conjugate priors and
variable selection for
Bayesian quantile
regression, Computational Statistics and Data
Analysis, accepted.
Al-Kenani,
A. and
Yu, K. (2011) A
comparative study for robust canonical correlation methods,
Journal
of Statistical Computation and
Simulation,
in
press.
Al-Kenani,
A. and Yu, K. (2011)
New Bandwidth selection for kernel quantile
estimators, Journal of Probability and Statistics,
in
press.
2011
Zhu,
H., S. Li and Yu, K.
(2011) Crude
oil shocks and stock markets: A panel threshold cointegration
Approach, Energy Economics, in
press.
Al-Hamzawi,
R. Yu, K., Vinciotti, V. and Tucker,
A. (2011) Prior elicitation for mixed quantile
regression with allometric
model, Environmetrics,
in press.
Al-hamzawi,
R., Yu, K. and Benoit, D.F. (2011).
Bayesian adaptive LASSO quantile
regression, Statistical
Modelling, in
press.
Al-Hamzawi,
R. and Yu, K. (2011) Power prior elicitation in
Bayesian quantile
regression, Journal of Probability and
Statistics, doi:10.1155/2011/874907.
Zhu,
H., Zhou, H. and Yu, K. (2011) Bayesian Inference
for Non-parametric Quantile
Regression Using Fourier
Representation, Computational Statistics
and Data Analysis, tentatively accepted.
Alhamzawi, R
, Yu, K.
and Pan J. (2011) .Prior elicitation in Bayesian quantile
regression for longitudinal data. Journal
of Biometrics and
Biostatistics, forthcoming.
Al-Hamzawi,
R. and Yu, K. (2011) Variable Selection in Quantile
Regression Via Gibbs Sampling,
Journal of
Applied Statistics, in press.
2010
Wang,
B., Yu, K. and Jones, M.C. (2010) Inference under
progressively Type II
right censored sampling
for certain
lifetime distributions, Technometrics,
52(4), pp.
453–460.
Wei,
X., Yang, S., Yu, K. and Yang, X. (2010), Bahadur
representation of linear kernel quantile
estimator
of VaR under
mixing assumptions, Journal
of Statistical Planning and Inference, 140, 1620--1634.
Wu,
T. Z., Yu, K. and Yu, Y. (2010)
Single-Index
Quantile Regression, Journal
of Multivariate
Analysis, 101, 1607--1621.
Yu,
K.,
Allay, A., Yang, S. and Hand, D.J. (2010) Kernel Quantile based Estimation of
Expected Shortfall, The Journal of Risk, 12, 15--32.
Gannoun,
A.,
Saracco, J. and Yu,
K. (2010) On Semiparametric
Mode Regression Estimation,
Communications in
Statistics: Theory and Methods,
39, 1141--1157.
Reed
C. and Yu, K. (2010), Efficient
Gibbs sampling for Bayesian
quantile regression,
(under revision).
Reed,
C. Dunson, D. and Yu,
K. (2010) Bayesian
quantile regression
model selection using stochastic search
(under
revision).
Yu,
K. and Stander, J.
(2010), Bayesian
inference of conditional flood quantiles
in a
changing climate, (under revision).
2009
Vinciotti,
V. and Yu, K. (2009) M-quantile
Regression Analysis of Temporal Gene Expression Data, Statistical
Applications in Genetics and Molecular Biology, 8, Iss.
1.
Yu,
K.
and A. Ally (2009) Improving Prediction Intervals: Some
Elementary Methods, The
American
Statistician, 63, 17-19.
Yu,
Y., Yu, K., Li, M., Wang, Q. (2009) Semiparametric Estimation for
Time-Inhomogeneous
Diffusions, Statistica
Sinica,
19, 843-867.
Hallin,
M., Lu, Z. and Yu, K. (2009), Local Linear Spatial Quantile Regression, Bernoulli.
15,
659-686.
Wang,
B. and Yu, K. (2009), Optimum Plan for Step-Stress
Model with Progressive Type-II Censoring, TEST, 18,
115–135.
Chen,
L. and Yu, K. (2009), Automatic Bayesian Quantile Regression Curve, Statistics
and Computing, 19,
271–281.
Marston
L, Peacock
JL,
Yu K, Brocklehurst
P, Calvert SA, Greenough
A, Marlow N. (2009) comparing methods of
analysing datasets with small clusters – case studies using
four paediatric
datasets.
Paediatric and Perinatal Epidemiology, 23(4), 380-392.
Hand,
D.J. and Yu, K. (2009), Justifying adverse actions
with new scorecard technologies, The Journal of Financial
Transformation,
26, 13—17.
2008
Hewson,
P.J. and Yu, K. (2008) Quantile
Regression for the Investigation of Benefits
Administration. Applied
Stochastic Models in Business and Industry 24(5): 401-418.
Yang,
S., Su, C. and Yu, K. (2008), A general method to
the strong law of
large numbers and its applications, Statistics and
Probability Letter,78, 794-803.
Wu,
W., Yu, K. (2008), Kernel Conditional Quantile Estimation for
Stationary Processes with
Application to Conditional Value-at-Risk, Journal of
Financial Econometrics,
6(2), 253-270.
Zhu,H.,
Li, F., Yang, J. and Yu, K. (2008), Bayesian heavy-tailed stochastic
volatility
model in finance analysis based on MCMC simulation, Journal of System
Simulation, 20, 2479—2482.
Yu,
K.
(2008) Contribution to the discussion of the paper 'Sure independence
screening
for ultra-high dimensional feature space' of J. Fan and J. Lv,
Journal of the Royal Statistical Society, B, 70, 1-35.
2007
Wang,
Q. and Yu, K. (2007), Likelihood-Based Kernel
Estimation in Semiparametric
Errors-in-Covariables
Models with Validation Data, Journal of
Multivariate Analysis, 98, 455--480.
Yu,
K.
and Stander, J. (2007),
Bayesian
analysis of a Tobit quantile
regression model, Journal of Econometrics, 137, 260--276.
Yu,
K.
Mateu, J., Porch, E.
(2007), A
Kernel-based method for nonparametric estimation of
variograms, Statistica
Neerlandica, 61,
173--191.
Feng,
Y.,
Beran, J. and Yu,
K. (2007), Modelling
financial time series with SEMIFAR-GARCH models, IMA Journal
of Management
Mathematics, 18, 395-412.
Gannoun,
A.,
Saracco, J. and Yu,
K. (2007), Comparison of
Nonparametric Estimators of Conditional Distribution Function and Quantile Regression Under
Censoring for Survival Analysis, Statistical
Modelling, 7(4): 329--344.
Jones,
M.C. and Yu, K. (2007),
Improve Double Kernel Local Linear Quantile
Regression, Statistical Modelling, 7(4): 377--389.
Yu,
K.,
V. Vinciotti, X. Liu and P.A.C. 't
Hoen (2007) Bayesian
median regression for temporal gene
expression data. Proceedings
of CompLife
2007, Utrecht.
Yu,
K.,
Yang, S. and Gannoun,
A. (2007), Contribution to the
Discussion of Zeng and
Lin ``Maximum likelhood
estimation in semiparametric
regression models with censored data'' Journal of the Royal
Statistical
Society, B. 69, 557--58.
2006
Zhang,
J. and Yu, K. (2006), The Null Distribution of the
Likelihood-Ratio Test for One or Two Outliers in a Normal Sample. TEST,15, 14--50.
Yu,
K.
and Mamon, R. (2006) Contribution to the
discussion of the paper “Double
hierarchical generalized linear models? by
Lee and Nelder ,
Appl. Statist., 55, 139--85.
Mamon,
R.
and Yu, K. (2006)
Contribution to the
discussion of the paper “Exact and computationally efficient
likelihood-based
estimation for discretely observed diffusion processes?by
Beskos, Papaspiliopoulos,
Roberts and Fearnhead, J.
R. Statist. Soc. B, 68.
2005
Yu,
K.,
Philippe Van Kerm and
J. Zhang
(2005), Bayesian Quantile
Regression: An Application
to the Wage Distribution in 1990s Britain. Sankhya, 67, 359--377.
Yu,
K.
and Zhang, J. (2005), Parameters estimate for asymmetric
Laplace distribution function. Communications in Statistics:
Theory and
Methods, 34, 1867--879.
2004
Yu,
K.,
Lu, Z. (2004), Local linear additive quantile
regression, Scandinavian Journal of Statistics, 31, 333---346.
Yu,
K.,
Jones, M.C. (2004), Likelihood-based local linear estimation
of the conditional variance function. Journal
of the
American statistical Association. 99, 139--44.
Zhang,
J. and Yu, K. (2004), The
null distribution of the likelihood-ratio test for two upper outliers
in a
Gamma sample, Journal of Statistical Computation and
Simulation. 74, 461 --467.
2003
Yu,
K.,
Lu, Z., Stander, J.
(2003), Quantile
regression: applications and current research
area. The Statistician.
52,
331--350.
Gannoun,
A.,
Saracco, J., Yu,
K. (2003), Nonparametric
time-series prediction by conditional median and quantiles.
Journal of Statistical Planning and Inference, 117, 207-223.
2002
Zhang,
Y., Yu, K., Rennolls,
K.
(2002), Bayesian approach for investigating the relationship between
road trafficpollution
and asthma among children. In: J. Mateu,
F. Montes (Eds.) Spatial Statistics through Applications,
Chapter 10, pp239-263, Witpress.
Yu,
K.,
Mateu, J. (2002), Nonparametric
nearest-neighbour variogram
estimation. In: J. Mateu,
F. Montes (Eds.) Spatial Statistics through
Applications, Chapter 5, pp103-125, Witpress.
Yu,
K.
(2002). Reversible jump MCMC Approach
Quantile Regression.
Computational Statistics and
Data Analysis, 40(2), 303-315.
2001
Hand,
D. J., Yu, K. (2001), Idiot’s Bayes
?not so stupid after all? International
Statistical
Review, 69, 385--98.
Yu,
K.,
Moyeed, R. A. (2001),
Bayesian quantile
regression, Statistics and Probability Letters, 54, 437--447.
Yu,
K.
(2001), Contribution to the discussion of the paper “A
penalized likelihood approach to image warping?by C. A. Glasbey and K. V.
Mardia, J. R.
Statist. Soc. B,
63.
Recent
conference proceedings
Aristodemou,
K. and Yu, K. (2008), CaViaR
via Bayesian Nonparametric Quantile
Regression,
Proceedings of the Workshop Inference and Estimation in Probabilistic
Time-Series Models at the Isaac Newton Institute for Mathematical
Sciences,
Cambridge, UK, June 2008.
Yu,
K., V. Vinciotti, X. Liu and P.A.C.
't Hoen
(2007) Bayesian median
regression for temporal gene expression data. Proceedings of CompLife 2007,
Utrecht, October 2007.
Publications
before 2001
Yu,
K.
(1999). Smoothing Regression Quantile by Combining k-NN
Estimation with Local Linear
Kernel Fitting, Statistica
Sinica, 9, 759-774.
Yu, K., Jones, M. C. (1998). Local
linear quantile
regression, Journal of the
American Statistical Association, 93, 228-238.
Yu, K., Jones, M. C. (1997). A
comparison of local constant and local linear regression quantile
estimators, Computational Statistics and Data Analysis, 25,
159-66.
Yu,
K. (1997).
Contribution to the discussion of
the paper Statistics and the theory of measurement?by David Hand, J.
R. Statist. Soc.
A, 159, 445-492.
Hand,
D. J., Yu, K.,
Adams, N. (1997).
Assessing and improving classification rules, Proc. Sixth
International Workshop on AI and Statistics, Fort Lauderdale,
FL, USA.
Garthwaite
P.H., Yu, K. and Hope, P.B.(1995).
Bayesian analysis of a multiple
recapture model. Communications
in Statistics: Theory and Methods, 24, 2229-2247.
Yu,
K.
(1994) Contribution the discussion of Royston and Altman's
paper "Regression using fractional polynomials."
.
Appl. Statist., 43, 429-467.
Yu,
K.
and Wang, J. (1994), The
outlier test
for a constrained linear model (Chinese), Gaoxiao
Yingyong Shuxue Xuebao
Ser. A, 9, no. 4, 416--20.
Yu,
K. (1988).
The random
weighting approximation for the error of sample variance estimator and
the
application of random weighting method to sample surveys. Chinese J. Appl. Prob. Statist.
4, 121-132.
Jing,
X. and Yu, K. (1987), On
the convergence rates for the virtual waiting time of a GI/G/1 system
(Chinese), Chinese J. Appl. Probab.
Statist. 3, no. 4,
298-305.
Yu,
K.
(1987) The asymptotic
bias and
variance of non-linear regression model. Gaoxiao
Yingyoung Shuxue Xuebao
Ser, A, 2, 124-141.
Yu,
K. (1987) Boostrapping
sampling for AR model. J. of
East China Normal University,
Natur.Sci.
Ed, 3,
3--10.
Technical
reports
Yu,
K.
and Dunson, D.B., The
skewed Lasso.
Mitra,
L.,
Sun, X. Roman, D., Mitra,
G. and Yu, K.
(2009), Mixed
distribution scenarios for investment
decisions with downside risk.
Aristodemou,
K., Yu, K. and Vinciotti
,
V. (2009) Bayesian quantile
regression for errors in
variable model.
Dunson,
D.B., Reed, C. and
Yu, K. (2009),
Bayesian variable selection in quantile
regression
Serguieva,
S. Bozhkov, A. Scurr, K. Yu:
Computational approaches to estimating catastrophic and operational
risk, Fifth
International Conference on Computational Management Science,
London, Abstracts
pp 43-45, 2008.
Journal of
Empirical Finance (revision).
Yu,
K., Song,
S. and Hardle,
W.K. (2009) Nonparametric and Semiparametric
Quantile Regression for
Longitudinal Data Analysis
Aristodemou,
K. and Yu, K. (2009) CaViaR
via Bayesian Nonparametric Quantile
Regression
Currently
teaching ``Statistical design of
experiments and General linear model’’ for the
final year of undergraduate math students and "Biostatistics'' for the
graduate students in Public Health.
Previously
teaching
the following courses: Computer Intensive Methods in
Statistics; Probability and Statistics Inferences; Stochastic Process;
Business
Data Analysis for Postgraduate students; Time series analysis with R.
Past
MPhil/PhD students:
1.
Aseemali Fazal,
2006. Project Title: Dynamic Asset Pricing Using Statistics Forecasting
Methods.
2.
Yang Liu, 2007. Project Title: Modelling Credit Risk
Securities.
3.
Tracy Wu, 2008. Project Title: Single-Index Quantile
Regression.
4.
Xiaochen Sun, 2009. Project Title: Copula Methods for risk
management in finance.
5.
Craig Reed, 2010. Project Title: New Gibbs sampling and
variable selection for
quantile
regression with application.
6.
Abdallah Ally,
2011. Project Title: Quantile-based methods for
prediction and risk analysis.
7.
Antonios Koutsourelis, 10/2008--12/2011. Project Title:
``Bayesian inference extreme quantile
regression and
hidden Markov models with application in risk
analysis.’’
8.
Balash Vladimir,
10/2010--12/2011. Project Title: `Stochastic Volatility Model with an
Exogenous
Control Process of News Flow.''
Current
PhD students:
1.
Katerina Aristodemou, 10/2006—present.
Project Title:
``Bayesian Quantile
Time Series and Missing Data
Analysis’’.
2.
Zhuo Sheng, 10/2008--, Project Title: ``Extreme quantiles
based volatility measurement in high-frequency
data’’.
3.
Raheem Jabbar
Thaher, 2009--, Project
Title: ``Prior selection in
Bayesian quantile
inference'', funded by Iraq
Government.
4.
Ali Al-Kenani, 10/2009--, Project Title: ``Dimension
reduction in regression’’.
Recent
Research Visitors (2005 onward)
Prof.
Yan
Chen, from Beijing University of Post and Telecommunications,
09/2008—08/2009.
Prof.
Zhijie Xiao, from Boston
College, USA,
3/3/2008—10/3/2008.
Prof.
Xiangyu Yang, from Hunan
University,
China, funded by Chinese Government, 03/2007--3/2008.
Prof.
Huiming Zhu, from Hunan
University,
China, funded by Chinese Government, 10/2007--10/2008.
Prof.
Shanchao Yang, from Gangxi Normal University, China,
funded by Chinese
Government, 03/2006--03/2007.
Ms
Xiu Kan from Shanghai Donghua University,
Project Title: ``Multivariate quantile
regression.''
Prof Xinsheng Liu from Nanjing University of Aeronautics and Astronautics. 10/2011-09/2012
A
Collection of Bayesian Quantile Regression related PhD projects
and publications by reseachers in the world (more than a dozen of PhD
projects and a hundred of articles)
PhD
dissertations include
1. (2010) On Bayesian Regression Regularization Methods by Qing Li,
Department of Mathematics, Washington University in St. Louis with Advisor : Nan Lin
2. (2010) Essays on
Bayesian Quantile Regression Using Laplace-like Distributions with
Applications in Economics by Dries F. Benoit , Faculty of Economics and
Business Administration, Ghent University with advisor Prof. dr. Dirk Van den
Poel
3. (2011) Bayesian
Spatial Quantile Regression by Kristian Lum in Department of Statistical
Science, Duke University with advisor Alan Gelfand.
4. (2011) Quantile
Regression: Bayesian and Likelihood-based Approaches by Paul D. Baines in
Harvard University with advisor Xiao-Li Meng.
5. (2008) Bayesian
Nonparametric Approach to Inference for Quantile regression by MA TADDY in Department
of Applied Math and Statistics, University of California with advisor Athanasios
Kottas.
6. (2005) Contributions
to Bayesian Statistical Analysis: Model Specification and Nonparametric
Inference by Milovan Krnjajic in Department of Applied Math and Statistics,
University of California with advisor Athanasios Kottas.
7. (2010) Spatially
Adaptive Priors for Regression and Spatial Modeling by Yu Yue in Department of
Statistics, University of Missouri with Advisor: Paul L. Speckman.
8. (2011) Expectile and
Quantile Regression Using the Idea of Bayesian Semiparametric Regression by
Arash Ardalan, University of Auckland
with advisors: Matt Wand (University of Technology, Sydney) and Thomas Yee
(University of Auckland)
9. (2011) Bayesian linear
QR by Feng, Yang in Department of
Statistics, University of Illinois with advisor Yuguo Chen
10. (2009) Semiparametric Bayesian regression
by Jungmo Yoon in Department of Economics, University of Illinois with
advisor Roger Koenker
11. (2011) Bayesian Empirical
Likelihood for Quantile Regression by Yunwen Yang in Department of Statistics,
University of Illinois with advisor Xuming He.
12. (2011) Gibbs
Sampling Methods for Bayesian Quantile Regression by Hideo Kozumi
in Graduate School of Business, Kobe University with advisor Genya
Kobayashia
More than 50 researchers
and practitioners across the world have published articles in the field/topics recent ten years.