报 告 人:   Prof. Wai-Ki CHING 

                   Department of Mathematics

                   The University of Hong Kong

报告题目: Markov Chain Models: Computations and Applications

报告时间: 10月19日（星期三）10:00-11:30

报告地点: 信息楼301

邀 请 人: 系统工程研究所  黄敏教授

Abstract:

   Markov chain models are popular mathematical tools for studying many different kinds of real world systems such as queueing networks (continuous time) and categorical data sequences (discrete time). In this talk, I shall first present some efficient  numerical algorithms for solving Markovian queueing networks. I shall then introduce some other parsimonious high-order and multivariate Markov chain models for categorical sequences with applications. Efficient estimation methods for solving the model parameters will also be discussed. Practical problems and numerical examples will then be given to demonstrate the effectiveness of our proposed models.

Biography:

  Wai-Ki Ching is a Professor and Head of the Department of Mathematics, the University of Hong Kong. He obtained his B. Sci. (Hons) and M. Phil. degrees from the University of Hong Kong. He then received his Ph.D. degree from the Chinese University of Hong Kong. He was a visiting post-doc Fellow at the Cambridge University and a lecturer in the Faculty of Mathematical Studies at the University of Southampton before taking up the lectureship at his Alma Mater.

   Ching’s research interests are stochastic modeling and matrix computations. In particular, the applications of stochastic models and numerical algorithms in solving problems related to Markov chain and its applications, bioinformatics, image processing, management sciences and quantitative finance. He is an author/editor of more than 300 publications including 6 books, 5 edited journal special issues, over 170 refereed journal papers, over 40 refereed book chapters and over 70 conference proceeding papers. Ching has reviewed papers for more than 100 different international journals. He has obtained a number of research grants, as the principal investigator, including GRF Competitive Earmarked Research Grants, External Consultancy Grants, Hung Hing Ying Physical Research Grants and Learnet Grant. He is also a co-investigator of several NSF grants in China.

   He has organized and served as a program committee member in more than 50 conferences and workshops. He has presented over 65 talks. He also provided consultancy services for the HKSAR government and also a number of local companies and the including PCCW, China Light and Power, Hong Kong Government Environmental Protection Department, Hong Kong Hospital Authority, ExchangeRepublic.com, Education Bureau and ETI Consulting Limited. He is currently a member of the Curriculum Development Council Committee on Mathematics Education, Education Bureau, HKSAR.