Work Experience

2022.08–Present，Associate Professor，School of Statistics, Renmin University of China

2021.08-2022.08，Lecturer，School of Statistics, Renmin University of China

2019.07-2021.08，Faculty Postdoc，School of Statistics, Renmin University of China

Research Interests

Model selection and model averaging、Forecast combination

Funding

1、Research on model averaging for spatial data，National Natural Science Foundation of China，12001534，PI，2021-2023

2、Research on model averaging methods for high-dimensional complex data，General Research Project of the Ministry of Education's Humanities and Social Sciences Program，24YJC910004，PI，2025-2027

Publications

1.  Lin, P., Liao, J., Lu, Z., You, K. and Zou, G. (2025+). Optimal averaging estimation for density functions, Statistica Sinica, in press. (Co-first authors)

2. Chen, Z., Liao, J., Xu, W., Yang, Y. (2025+). Optimal model averaging for imbalanced classification, Statistica Sinica, in press.

3.  Liao, J., Wan, A.T.K., He, S. and Zou, G. (2023). Frequentist model averaging for the nonparametric additive model. Statistica Sinica. 33: 401-430.  

4. Chen, Z., Liao, J., Xu, W., Yang, Y. (2023). Multifold cross-validation model averaging for generalized additive partial linear models. Journal of Computational and Graphical Statistics. 32: 1649-1659

5. Liao, J., Wan, A.T.K., He, S. and Zou, G. (2022). Optimal model averaging for multivariate regression models. Journal of Multivariate Analysis. 189: 104858.

6.  Li, J., Lv, J., Wan, A.T.K. and Liao, J. (2022). AdaBoost semiparametric model averaging prediction for multiple categories. Journal of the American Statistical Association. 117: 495–509. 

7. Liao, J., Zou, G., Gao, Y. and Zhang, X. (2020). Model averaging prediction for time series models with a diverging number of parameters. Journal of Econometrics. 223: 190-221. 

8.  Liao, J. and Zou, G. (2020). Corrected Mallows criterion for model averaging. Computational Statistics and Data Analysis. 144: 106902. 

9. Zhao, S., Liao, J. and Yu, D. (2020). Model averaging estimator in ridge regression and its large sample properties. Statistical Papers. 61: 1719–1739. 

10.  Liao, J., Zong, X., Zhang, X. and Zou, G. (2019). Model averaging based on leave-subject-out cross-validation for vector autoregressions. Journal of Econometrics, 209: 35-60. 

11.  Liao, J., Zou, G. and Gao, Y. (2019). Spatial Mallows model averaging for geostatistical data. Canadian Journal of Statistics, 47: 336-351. 

12.  Liao, J., Zou, G. and Gao, Y. (2017). Optimal model averaging by data perturbation for spatial noisy data. Environmental and Ecological Statistics, 24: 415-431.

Teaching

1.Undergraduate：Regression Analysis, Econometrics B

2.Graduate：Econometric Analysis A

Invited Talks

1.Optimal Distributed Prediction by Model Averaging，Academic Annual Conference of the Chinese Mathematical Society, November 2024, Jiaxing