{"id":1645,"date":"2020-07-03T14:21:50","date_gmt":"2020-07-03T06:21:50","guid":{"rendered":"https:\/\/www.fst.um.edu.mo\/personal\/?page_id=1645"},"modified":"2025-11-15T11:38:25","modified_gmt":"2025-11-15T03:38:25","slug":"lihuxu","status":"publish","type":"page","link":"https:\/\/www.fst.um.edu.mo\/personal\/lihuxu\/","title":{"rendered":"Lihu Xu"},"content":{"rendered":"\t\t<div data-elementor-type=\"wp-page\" data-elementor-id=\"1645\" class=\"elementor elementor-1645\" data-elementor-post-type=\"page\">\n\t\t\t\t\t\t<section data-particle_enable=\"false\" data-particle-mobile-disabled=\"false\" class=\"elementor-section elementor-top-section elementor-element elementor-element-b69813b elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"b69813b\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-0e6b022\" data-id=\"0e6b022\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-2c66b12 elementor-widget elementor-widget-heading\" data-id=\"2c66b12\" data-element_type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">Lihu Xu (\u5f90\u79ae\u864e)<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-caffe6c elementor-widget elementor-widget-text-editor\" data-id=\"caffe6c\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<pre><span style=\"font-family: 'comic sans ms', sans-serif;font-size: 10pt\"><span style=\"color: #0000ff\">Associate Professor<br>3063, E11, <\/span><span style=\"font-weight: var( --e-global-typography-text-font-weight )\"><span style=\"color: #0000ff\"><span style=\"text-decoration: underline\"><a style=\"color: #0000ff;text-decoration: underline\" href=\"https:\/\/www.fst.um.edu.mo\/math\/\">Department of Mathematics,<\/a><\/span>  <a style=\"color: #0000ff\" href=\"https:\/\/www.fst.um.edu.mo\"><span style=\"text-decoration: underline\">Faculty of Science and Technology<\/span>,<\/a>  <\/span><span style=\"text-decoration: underline\"><a href=\"https:\/\/www.um.edu.mo\"><span style=\"color: #0000ff;text-decoration: underline\">University of Macau<\/span><\/a><\/span><br><span style=\"color: #0000ff\">lihuxu'AT'um.edu.mo,  xulihu2007'AT'gmail.com<\/span><\/span><\/span><\/pre>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-9804fc1 elementor-widget elementor-widget-image\" data-id=\"9804fc1\" data-element_type=\"widget\" data-widget_type=\"image.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t\t\t\t<figure class=\"wp-caption\">\n\t\t\t\t\t\t\t\t\t\t<img fetchpriority=\"high\" decoding=\"async\" width=\"507\" height=\"477\" src=\"https:\/\/www.fst.um.edu.mo\/personal\/wp-content\/uploads\/2024\/11\/LXu.png\" class=\"attachment-large size-large wp-image-46885\" alt=\"\" srcset=\"https:\/\/www.fst.um.edu.mo\/personal\/wp-content\/uploads\/2024\/11\/LXu.png 507w, https:\/\/www.fst.um.edu.mo\/personal\/wp-content\/uploads\/2024\/11\/LXu-300x282.png 300w\" sizes=\"(max-width: 507px) 100vw, 507px\" \/>\t\t\t\t\t\t\t\t\t\t\t<figcaption class=\"widget-image-caption wp-caption-text\"><\/figcaption>\n\t\t\t\t\t\t\t\t\t\t<\/figure>\n\t\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section data-particle_enable=\"false\" data-particle-mobile-disabled=\"false\" class=\"elementor-section elementor-top-section elementor-element elementor-element-e81c6d9 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"e81c6d9\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-a5bbeec\" data-id=\"a5bbeec\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-43c72f8 elementor-widget elementor-widget-text-editor\" data-id=\"43c72f8\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<p style=\"text-align: justify\"><span style=\"font-family: arial, helvetica, sans-serif\"><span style=\"font-size: 12pt\"><span style=\"color: #000000;font-weight: var( --e-global-typography-text-font-weight )\">I received my PhD from Imperial College London in 01\/2008, and did postdoctoral research at Bonn University (09\/2007-08\/2008), Technology University of Eindhoven (09\/2008-08\/2010), and Technology University of Berlin (10\/2010-08\/2011). I was a lecturer (permanent position, equal to assistant professor) at Brunel University London f<\/span><span style=\"color: #000000;font-weight: var( --e-global-typography-text-font-weight )\">rom 09\/2011 to 11\/2013, and a visiting scholar at<\/span><span style=\"color: #000000;font-weight: var( --e-global-typography-text-font-weight )\">\u00a0Boston College from 10\/2013 to 12\/2013. I joined UM as an assistant professor in 01\/2014 and was promoted to associate professor in 08\/2019. From 01\/2024 to 07\/2024, I was a visiting faculty in the Department of Statistics at Harvard University. I am also an <span style=\"font-size: 12pt\">as<span style=\"color: #0000ff\"><span style=\"color: #000000\">sociate member in<\/span>\u00a0<span style=\"text-decoration: underline\"><a style=\"color: #0000ff;text-decoration: underline\" href=\"https:\/\/cam.fst.um.edu.mo\/\">Center for Applied Mathematics<\/a><\/span>\u00a0<span style=\"color: #000000\">and<\/span> \u00a0<span style=\"text-decoration: underline\"><a style=\"font-weight: var( --e-global-typography-text-font-weight );color: #0000ff;text-decoration: underline\" href=\"https:\/\/cair.ici.um.edu.mo\/\" target=\"_blank\" rel=\"noopener\">Center for Artificial Intelligence and Robotics<\/a>.<\/span>\u00a0<\/span><\/span><\/span><\/span><span style=\"font-size: 12pt\"><span style=\"color: #000000\">More information about me can be found at<span style=\"text-decoration: underline\"> <span style=\"color: #0000ff;text-decoration: underline\"><a style=\"color: #0000ff;text-decoration: underline\" href=\"https:\/\/scholar.google.co.uk\/citations?user=r7kREu8AAAAJ&amp;hl=en\">my google scholar page<\/a><\/span><\/span> and <span style=\"text-decoration: underline\"><span style=\"color: #0000ff;text-decoration: underline\"><a style=\"color: #0000ff;text-decoration: underline\" href=\"https:\/\/www.fst.um.edu.mo\/people\/lihuxu\/\">my home page of UM<\/a>.<\/span><\/span><\/span><span style=\"text-decoration: underline\">\u00a0\u00a0<\/span><\/span><\/span><\/p><p><span style=\"font-style: italic;font-size: 16px\"><span style=\"color: #000080\"><span style=\"color: #0000ff\">If you are interested in my research or being a PhD student under my supervision, please feel free to contact me\u00a0by email. You may find from the following links: <\/span><\/span><\/span><\/p><p><span style=\"color: #ff0000\"><span style=\"font-style: italic;font-size: 16px\"><a style=\"color: #ff0000\" href=\"https:\/\/grs.um.edu.mo\/index.php\/prospective-students\/phd-funding\/um-phd-scholarship\/\">The information of PhD program and financial support <\/a><\/span><span style=\"font-style: italic;font-size: 16px\">\u00a0<\/span><\/span><\/p><p><span style=\"font-size: 16px;font-style: italic;color: #ff0000\"><a style=\"color: #ff0000\" href=\"https:\/\/grs.um.edu.mo\/index.php\/prospective-student\/recommended-direct-admission\/?lang=zh-hant#\">The information of \u5185\u5730\u751f\u63a8\u514d\u62db\u751f (Summer Camp, postgraduate students are also welcome)<\/a><\/span><span style=\"font-style: italic;font-size: 16px\"><span style=\"color: #000080\"><span style=\"color: #800080\"><br \/><\/span><\/span><\/span><\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section data-particle_enable=\"false\" data-particle-mobile-disabled=\"false\" class=\"elementor-section elementor-top-section elementor-element elementor-element-479fd59 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"479fd59\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-f7af5b5\" data-id=\"f7af5b5\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-0d3bbb7 elementor-widget elementor-widget-toggle\" data-id=\"0d3bbb7\" data-element_type=\"widget\" data-widget_type=\"toggle.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<div class=\"elementor-toggle\">\n\t\t\t\t\t\t\t<div class=\"elementor-toggle-item\">\n\t\t\t\t\t<div id=\"elementor-tab-title-1381\" class=\"elementor-tab-title\" data-tab=\"1\" role=\"button\" aria-controls=\"elementor-tab-content-1381\" aria-expanded=\"false\">\n\t\t\t\t\t\t\t\t\t\t\t\t<span class=\"elementor-toggle-icon elementor-toggle-icon-left\" aria-hidden=\"true\">\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<span class=\"elementor-toggle-icon-closed\"><i class=\"fas fa-caret-right\"><\/i><\/span>\n\t\t\t\t\t\t\t\t<span class=\"elementor-toggle-icon-opened\"><i class=\"elementor-toggle-icon-opened fas fa-caret-up\"><\/i><\/span>\n\t\t\t\t\t\t\t\t\t\t\t\t\t<\/span>\n\t\t\t\t\t\t\t\t\t\t\t\t<a class=\"elementor-toggle-title\" tabindex=\"0\">Teaching <\/a>\n\t\t\t\t\t<\/div>\n\n\t\t\t\t\t<div id=\"elementor-tab-content-1381\" class=\"elementor-tab-content elementor-clearfix\" data-tab=\"1\" role=\"region\" aria-labelledby=\"elementor-tab-title-1381\"><p><span style=\"font-size: 14pt\"><span style=\"color: #000080\"><strong>Teaching at UM<\/strong>\u00a0 <strong>(12 courses)<\/strong><\/span><\/span><\/p><ul><li><span style=\"color: #000000;font-size: 12pt\">2025\/2026<\/span><\/li><\/ul><p><span style=\"font-size: 12pt\"><span style=\"color: #000000\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0\u00a0<\/span><span style=\"color: #000000\">MATH3025 Topics in Statistics and Data Science&#8211;Reinforcement Learning\u00a0<\/span><\/span><\/p><p><span style=\"font-size: 12pt\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 <span style=\"color: #000000\">MATH2010<\/span><span style=\"color: #000000\"> Computational Statistics<\/span><\/span><\/p><ul><li><span style=\"color: #000000;font-size: 12pt\">2024\/2025<\/span><\/li><\/ul><p><span style=\"font-size: 12pt\"><span style=\"color: #000000\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0\u00a0<\/span><span style=\"color: #000000\">MATH3025 Topics in Statistics and Data Science&#8211;Bayesian Inferences and MCMC<\/span><\/span><\/p><p><span style=\"font-size: 12pt\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 <span style=\"color: #000000\">MATH2010<\/span><span style=\"color: #000000\"> Computational Statistics<\/span><\/span><\/p><p><span style=\"font-size: 12pt\">\u00a0 \u00a0 \u00a0 \u00a0 <span style=\"color: #000000\">\u00a0 \u00a0MATH3008 Introduction to Stochastic Calculus\u00a0<\/span><\/span><\/p><ul><li><span style=\"color: #000000;font-size: 12pt\">2023\/2024<\/span><\/li><\/ul><p><span style=\"font-size: 12pt\"><span style=\"color: #000000\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0\u00a0<\/span><span style=\"color: #000000\">MATH3025 Topics in Statistics and Data Science&#8211;Bayesian Inferences and MCMC<\/span><\/span><\/p><p><span style=\"font-size: 12pt\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 <span style=\"color: #000000\">MATH2010<\/span><span style=\"color: #000000\"> Computational Statistics<\/span><\/span><\/p><p><span style=\"font-size: 12pt\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 <span style=\"color: #000000\">Sabbatical Leave (spring term)<\/span>\u00a0<\/span><\/p><ul><li><span style=\"font-size: 12pt\"><span style=\"color: #000000\">2022\/2023<\/span><\/span><\/li><\/ul><p><span style=\"font-size: 12pt\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 <span style=\"color: #000000\">MATH2010 Computational Statistics<\/span><\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 MATH3008 Introduction to Stochastic Calculus<\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 <span style=\"color: #000000\">MATH3017\u00a0 Data Driven Sampling Methods<\/span>\u00a0 \u00a0 \u00a0<\/span><\/p><ul><li><span style=\"color: #000000;font-size: 12pt\">2020\/2021<\/span><\/li><\/ul><p><span style=\"color: #000000;font-size: 12pt\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 MATH2010 Computational Statistics<\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 MATH3008 Introduction to Stochastic Calculus<\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 MATH7004 Advanced Probability and Statistics&#8211;High Dimensional Probability with Applications to Data Science<\/span><\/p><ul><li><span style=\"color: #000000;font-size: 12pt\">2019\/2020<\/span><\/li><\/ul><p><span style=\"color: #000000;font-size: 12pt\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 MATH2005 Probability<\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 MATH3008 Introduction to Stochastic Calculus<\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 MATH7013 Stochastic Differential Equations\u00a0<\/span><\/p><ul><li><span style=\"color: #000000;font-size: 12pt\">2018\/2019<\/span><\/li><\/ul><p><span style=\"color: #000000;font-size: 12pt\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 MATH2006 Applied Statistics<\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 MATH3008 Introduction to Stochastic Calculus<\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 MATH7013 Stochastic Differential Equations<\/span><\/p><ul><li><span style=\"color: #000000;font-size: 12pt\">2017\/2018<\/span><\/li><\/ul><p><span style=\"color: #000000;font-size: 12pt\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 MATH2005 Probability<\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 MATH3008 Introduction to Stochastic Calculus<\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 MATH7013 Stochastic Differential Equations<\/span><\/p><ul><li><span style=\"color: #000000;font-size: 12pt\">2016\/2017<\/span><\/li><\/ul><p><span style=\"color: #000000;font-size: 12pt\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 MATH2005 Probability<\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 MATH3008 Introduction to Stochastic Calculus<\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 MATB325 Introduction to Real Analysis and Hilbert Space<\/span><\/p><ul><li><span style=\"color: #000000;font-size: 12pt\">2015\/2016<\/span><\/li><\/ul><p><span style=\"color: #000000;font-size: 12pt\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 MATH2005 Probability<\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 MATH3008 Introduction to Stochastic Calculus<\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 MATH7004 Topics in Probability and Statistics&#8211;Advanced Probability<\/span><\/p><ul><li><span style=\"color: #000000;font-size: 12pt\">2014\/2015<\/span><\/li><\/ul><p><span style=\"color: #000000;font-size: 12pt\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 MATH2005 Probability<\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 MATH3008 Introduction to Stochastic Calculus<\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 MATH111 Probability and Statistics for Engineering<\/span><\/p><ul><li><span style=\"color: #000000;font-size: 12pt\">2013\/2014<\/span><\/li><\/ul><p><span style=\"color: #000000;font-size: 12pt\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 MATH111 Probability and Statistics for Engineering<\/span><\/p><p><span style=\"font-size: 14pt;color: #000080\"><strong>Teaching at Brunel University London <span style=\"font-size: 14pt\"><span style=\"color: #000080\">(4 courses)<\/span><\/span><\/strong><\/span><\/p><ul><li><span style=\"color: #000000;font-size: 12pt\">Probability (UG)<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\">Analysis II (UG)\u00a0<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\">Analysis I (UG)\u00a0<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\">Financial Mathematics (UG, Final Year Project Course)<\/span><\/li><\/ul><p><span style=\"color: #000080;font-size: 14pt\"><strong>Teaching at Technology University of Berlin <span style=\"font-size: 14pt\"><span style=\"color: #000080\">(1 course)<\/span><\/span><\/strong><\/span><\/p><ul><li><span style=\"color: #000000;font-size: 12pt\"><span style=\"color: #000000;font-size: 12pt\">Introduction to Stochastic Partial Differential Equations (PhD)<\/span><\/span><\/li><\/ul><p><span style=\"color: #000080;font-size: 14pt\"><strong>Final Year Projects at UM<\/strong><\/span><\/p><ul><li><span style=\"color: #000000;font-size: 12pt\"><span class=\"fontstyle0\">Theory of diffusion models (2025)<\/span><\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\"><span class=\"fontstyle0\">Generative AI: diffusion models (2023)<\/span><\/span><\/li><li><span class=\"fontstyle0\" style=\"font-size: 12pt;color: #000000\"> Tensor data analysis and its applications (2022)<\/span><\/li><li><span class=\"fontstyle0\" style=\"font-size: 12pt;color: #000000\"> A test of machine learning method by MNIST dataset (2021)<\/span><\/li><li><span style=\"font-size: 12pt;color: #000000\">Prediction of occurrence of influenza A and B in Macao using methodological factors (Joint with Professor Xiaohua Zhang, 2020)<\/span><\/li><li><span class=\"fontstyle0\" style=\"font-size: 12pt;color: #000000\"> Central limit theorem for high dimensional regressions (2019)<\/span><\/li><li><span class=\"fontstyle0\" style=\"font-size: 12pt;color: #000000\">Fused Kolmogorov filter: a nonparametric model-free screening method (2018)<\/span><\/li><li><span style=\"color: #000000\">\u00a0<span style=\"font-size: 12pt\"><span class=\"fontstyle0\">Dictionary identification-sparse matrix-factorization via <\/span><span class=\"fontstyle3\">\u2113<\/span><span class=\"fontstyle4\">1 <\/span><span class=\"fontstyle0\">minimization (2017)<\/span><\/span><\/span><\/li><li><span class=\"fontstyle0\" style=\"font-size: 12pt;color: #000000\">False discovery rate in statistics (2016)<\/span><\/li><li><span class=\"fontstyle0\" style=\"font-size: 12pt\"><span style=\"color: #000000\">Least angle regression and squre-root lasso (2015)<\/span><\/span><\/li><\/ul><\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t<div class=\"elementor-toggle-item\">\n\t\t\t\t\t<div id=\"elementor-tab-title-1382\" class=\"elementor-tab-title\" data-tab=\"2\" role=\"button\" aria-controls=\"elementor-tab-content-1382\" aria-expanded=\"false\">\n\t\t\t\t\t\t\t\t\t\t\t\t<span class=\"elementor-toggle-icon elementor-toggle-icon-left\" aria-hidden=\"true\">\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<span class=\"elementor-toggle-icon-closed\"><i class=\"fas fa-caret-right\"><\/i><\/span>\n\t\t\t\t\t\t\t\t<span class=\"elementor-toggle-icon-opened\"><i class=\"elementor-toggle-icon-opened fas fa-caret-up\"><\/i><\/span>\n\t\t\t\t\t\t\t\t\t\t\t\t\t<\/span>\n\t\t\t\t\t\t\t\t\t\t\t\t<a class=\"elementor-toggle-title\" tabindex=\"0\">Students<\/a>\n\t\t\t\t\t<\/div>\n\n\t\t\t\t\t<div id=\"elementor-tab-content-1382\" class=\"elementor-tab-content elementor-clearfix\" data-tab=\"2\" role=\"region\" aria-labelledby=\"elementor-tab-title-1382\"><p><span style=\"font-size: 12pt\"><em><span style=\"color: #000080\"><span style=\"color: #0000ff\">If you are interested in my research or being a PhD student under my supervision, please feel free to contact me\u00a0by email:\u00a0\u00a0lihuxu@um.edu.mo, xulihu2007@gmail.com.\u00a0You may find the information of PhD program and financial support from<\/span>\u00a0<span style=\"color: #800080\"><a style=\"color: #800080\" href=\"https:\/\/grs.um.edu.mo\/index.php\/prospective-students\/phd-funding\/um-macao-phd-scholarship\">here<\/a>.\u00a0<\/span><\/span><\/em><\/span><\/p><p style=\"line-height: 1.13\"><span style=\"color: #000080;font-size: 14pt\"><strong>Post-doc<\/strong><\/span><\/p><div><span style=\"color: #000000;font-size: 12pt\"><strong>\u00a0Dr. Huiming Zhang<\/strong> (2020&#8211;2022)<\/span><\/div><div><span style=\"color: #000000;font-size: 12pt\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 <em>First job: Tenure track Associate Professor at Beihang University (\u5317\u4eac\u822a\u7a7a\u822a\u5929\u5927\u5b78)<\/em><\/span><\/div><div>\u00a0<\/div><p style=\"line-height: 1.13\"><span style=\"color: #000000;font-size: 14pt\"><strong><span style=\"color: #000080\">PhD<\/span> Students<\/strong><\/span><\/p><p><span style=\"font-size: 12pt\"><span style=\"color: #000000\"><strong>Dr. Fang Xie <\/strong>(2015\u20132018)<\/span><\/span><\/p><p><span style=\"font-size: 12pt\"><span style=\"color: #000000\"><i>\u00a0 \u00a0 \u00a0 \u00a0 \u00a0Thesis: L1 penalized methods in high-dimensional regressions and its theoretical properties\u00a0<\/i><\/span><\/span><\/p><p><span style=\"font-size: 12pt\"><span style=\"color: #000000\">\u00a0 \u00a0 \u00a0 <em>\u00a0 \u00a0First Job: Postdoc<\/em> at Ruhr-Universitaet Bochum<\/span><\/span><\/p><p><span style=\"font-size: 12pt\"><span style=\"color: #000000\"><em>\u00a0 \u00a0 \u00a0 \u00a0 \u00a0Current Job<\/em>: <em>Assistant Professor at UIC of BNU-HKBU<\/em><\/span><\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><strong>Dr. Peng Chen<\/strong> (2017\u20132021)<\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><i>\u00a0 \u00a0 \u00a0 \u00a0 \u00a0Thesis: Probability approximations with their applications to limit theorems and stochastic algorithms<\/i><\/span><\/p><p><span style=\"font-size: 12pt\"><em><span style=\"color: #000000\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0First Job: Assistant Professor at Nanhang University (\u5357\u4eac\u822a\u7a7a\u822a\u5929\u5927\u5b78)<\/span><\/em><\/span><\/p><p><span style=\"font-size: 12pt\"><em><span style=\"color: #000000\">\u00a0 \u00a0 \u00a0 \u00a0 Current Job: Associate Professor at Nanhang University (\u5357\u4eac\u822a\u7a7a\u822a\u5929\u5927\u5b78)<\/span><\/em><\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><strong>Dr. Xinghu Jin<\/strong> (2017\u20132021)<\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><i>\u00a0 \u00a0 \u00a0 \u00a0 \u00a0Thesis: Approximation to steady states of M\/Ph\/M+n queques,\u00a0 \u00a0 <\/i><\/span><\/p><p><span style=\"font-size: 12pt\"><em><span style=\"color: #000000\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0First Job: Assistant Professor at Hefei University of Technology<\/span><\/em><\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><strong>Dr. Xin Xu<\/strong> (2017\u20132021) <\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><i>\u00a0 \u00a0 \u00a0 \u00a0 \u00a0Thesis: Aggregation in several chemotaxis models<\/i> (Co-supervisor: Xuefeng Wang, Linlin Su)<\/span><\/p><p><span style=\"font-size: 12pt\"><em><span style=\"color: #000000\">\u00a0 \u00a0 \u00a0 \u00a0 \u00a0First Job: Postdoc at Nankai University<\/span><\/em><\/span><\/p><p><span style=\"font-size: 12pt\"><em><span style=\"color: #000000\">\u00a0 \u00a0 \u00a0 \u00a0 Current Job: Assistant Professor at South China Normal University<\/span><\/em><\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><strong>Dr. Jianya Lu<\/strong> (2018\u20132022)<\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><i>\u00a0 \u00a0 \u00a0 \u00a0 \u00a0Thesis: Limit theorems of time series and stochastic algorithms<\/i><\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><i>\u00a0 \u00a0 \u00a0 \u00a0 \u00a0First Job:\u00a0 <\/i><em><span style=\"color: #800080\"><span style=\"color: #000000\">Lecturer\u00a0 (Assistant Professor)\u00a0 in Statistics at University of Essex<\/span>, <a href=\"https:\/\/um2.umac.mo\/apps\/com\/bulletin.nsf\/0\/6f9d1952d5ff6e7e4825889800173005?OpenDocument&amp;TableRow=4.1#4.\"><span style=\"color: #0000ff\">see the news of UM.<\/span>\u00a0<\/a><\/span><\/em><\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><strong>Dr. Qiuran Yao<\/strong> (2019&#8211;2023) <\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><em>\u00a0 \u00a0 \u00a0 \u00a0 Thesis: Robust estimations in statistical learning and distribution estimations via DNN-based GAN <\/em>(Co-supervisor: Lianjie Shu)<\/span><\/p><p><em><span style=\"color: #000000;font-size: 12pt\">\u00a0 \u00a0 \u00a0 \u00a0 First Job: Assistant Professor at Zhuhai City Polytechnic\u00a0<\/span><\/em><\/p><p><span style=\"color: #000000;font-size: 12pt\"><strong>Dr. Xiang Li<\/strong> (2020&#8211;2024)<\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><em>\u00a0 \u00a0 \u00a0 \u00a0 Thesis: Non-asymptotic convergence analysis of stochastic processes and related algorithms.<\/em><\/span><\/p><p><em><span style=\"color: #000000;font-size: 12pt\">\u00a0 \u00a0 \u00a0 \u00a0 First Job: Postdoc at Southern University of Science and Technology\u00a0<\/span><\/em><\/p><p><span style=\"color: #000000;font-size: 12pt\"><strong>Dr. Yu Wang<\/strong> (2021&#8211;2025)<\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><em>\u00a0 \u00a0 \u00a0 \u00a0 Thesis: Unified Analysis of Stochastic Differential Equations: EM schemes, Underdamped Langevin Dynamics, and Coupling methods with Levy noise.<\/em><\/span><\/p><p><em><span style=\"color: #000000;font-size: 12pt\">\u00a0 \u00a0 \u00a0 \u00a0 First Job: Assistant Professor at Yunnan Normal University<\/span><\/em><\/p><p><span style=\"color: #000000;font-size: 12pt\"><strong>Mr. Yingjun Mo<\/strong> (2022&#8211;):<\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><strong>Mr. Qiyang Pei<\/strong> (2023&#8211;):\u00a0<\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><strong>Mr. Zhihao Zhang<\/strong> (2024&#8211;): Joint with Professor Jinqiao Duan from Great Bay University.\u00a0<\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><strong>Mr. Bo Wu<\/strong> (2025&#8211;):\u00a0<\/span><\/p><p style=\"line-height: 1.13\"><span style=\"font-size: 14pt;color: #000080\"><strong>Master Students<\/strong><\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><strong>Ms. Fang Xie<\/strong> (2013\u20142015)<\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><i>\u00a0 \u00a0 \u00a0 \u00a0 Thesis: High dimensional lasso regressions<\/i><\/span><\/p><p><span style=\"font-size: 12pt\"><em>\u00a0 \u00a0 \u00a0 \u00a0<span style=\"color: #000000\"> First Job:<\/span><span style=\"color: #000000\"> PhD at the University of Macau<\/span><\/em><\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><strong>Mr. Libang Deng<\/strong> (2013\u20142015): <\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><i>\u00a0 \u00a0 \u00a0 \u00a0Thesis: Asset pricing models and an SPDE <\/i><\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><i>\u00a0 \u00a0 \u00a0 \u00a0First Job: <span class=\"fontstyle0\">Huashi Finance Co. Ltd<\/span>\u00a0<\/i><\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><strong>Mr. Zhilei Fan<\/strong> (2015\u20142017)<\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><i>\u00a0 \u00a0 \u00a0 \u00a0Thesis: False discovery rate and self-normalized Cramer type moderate deviations <\/i><\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><i>\u00a0 \u00a0 \u00a0 \u00a0First Job: <span class=\"fontstyle0\">Beijing Tao Capital Company Limited<\/span>\u00a0<\/i><\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><strong>Ms. Qiuran Yao<\/strong> (2016\u20132019)<\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><i>\u00a0 \u00a0 \u00a0 Thesis: Lasso and estimation consistency of Tweedie\u2019s compound Poisson model with elastic net <\/i><\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><i>\u00a0 \u00a0 \u00a0 First Job: PhD at the University of Macau<\/i><\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><strong>Mr. Xiang Li<\/strong> (2018\u20132020)<\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><i>\u00a0 \u00a0 \u00a0 Thesis: L1-regression of a truncated estimator of the mean and a stable approximation <\/i><\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><i>\u00a0 \u00a0 \u00a0 First Job: PhD at the University of Macau<\/i><\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><strong>Ms. Jinjin Yu<\/strong> (2018\u20132021)<\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><i>\u00a0 \u00a0 \u00a0 Thesis: Variable selection with square root loss function based on kernel methods <\/i><\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><i>\u00a0 \u00a0 \u00a0 First Job: PhD at the University of Macau<\/i><\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><strong>Mr.\u00a0 Man-Nok Lou<\/strong> (2019-2021)<\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><i>\u00a0 \u00a0 \u00a0 Thesis: Applications of linear regressions <\/i><\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><i>\u00a0 \u00a0 \u00a0 First Job: Peidao High School<\/i><\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><strong>Mr. Qiyang Pei<\/strong> (2021&#8211;2023)\u00a0 <\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><i>\u00a0 \u00a0 \u00a0 Thesis: Malliavin calculus and its applications to stochastic numerical analysis <\/i><\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><i>\u00a0 \u00a0 \u00a0 First Job: PhD at the University of Macau<\/i><\/span><span style=\"font-size: 12pt\"><span style=\"color: #000000\">\u00a0<\/span><\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><strong>Ms. Yueren Zhao<\/strong> (2023&#8211;2025)<\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><i>\u00a0 \u00a0 \u00a0 Thesis: Thompson Sampling and its applications<\/i><\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><strong>Mr. Tiansui Tu<\/strong> (2024&#8211;2026, expected)\u00a0<\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\"><i>\u00a0 \u00a0 \u00a0 Thesis: Gaussian processes with Matern covariance and the related regression on ODE.<\/i>\u00a0<\/span><\/p><p>\u00a0<\/p><\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t<div class=\"elementor-toggle-item\">\n\t\t\t\t\t<div id=\"elementor-tab-title-1383\" class=\"elementor-tab-title\" data-tab=\"3\" role=\"button\" aria-controls=\"elementor-tab-content-1383\" aria-expanded=\"false\">\n\t\t\t\t\t\t\t\t\t\t\t\t<span class=\"elementor-toggle-icon elementor-toggle-icon-left\" aria-hidden=\"true\">\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<span class=\"elementor-toggle-icon-closed\"><i class=\"fas fa-caret-right\"><\/i><\/span>\n\t\t\t\t\t\t\t\t<span class=\"elementor-toggle-icon-opened\"><i class=\"elementor-toggle-icon-opened fas fa-caret-up\"><\/i><\/span>\n\t\t\t\t\t\t\t\t\t\t\t\t\t<\/span>\n\t\t\t\t\t\t\t\t\t\t\t\t<a class=\"elementor-toggle-title\" tabindex=\"0\">Research<\/a>\n\t\t\t\t\t<\/div>\n\n\t\t\t\t\t<div id=\"elementor-tab-content-1383\" class=\"elementor-tab-content elementor-clearfix\" data-tab=\"3\" role=\"region\" aria-labelledby=\"elementor-tab-title-1383\"><p><span style=\"font-size: 14pt;color: #000080\"><strong>Research Interests<\/strong><\/span><\/p><p style=\"text-align: justify\"><span style=\"font-size: 12pt\"><span style=\"color: #000000\"><span style=\"text-align: inherit;letter-spacing: -0.015em\">My research interests include several topics in the field of probability, statistics and data science: applied <\/span><span style=\"text-align: inherit;letter-spacing: -0.015em\"><span style=\"letter-spacing: -0.015em\">stochastic processes, large deviations (rare events), normal and non-normal approximations, Stein&#8217;s method, with their applications to high dimensional statistics and stochastic algorithms in machine learning. I am also interested in applying probability to machine learning and mathematical modellings.\u00a0<\/span><\/span><\/span><\/span><\/p><p><span style=\"color: #000080;font-size: 14pt\"><strong>Research Grants<\/strong><\/span><\/p><p><span style=\"color: #000000;font-size: 12pt\">I have been the PI of 8 external grants from FDCT of S.A.R. Macau and NSFC of China. Among them, \u00a0the recent grant FDCT\/0074\/2023\/R1A2 from FDCT and \u00a0two general project grants No. 12071499 and No. 11571390 from NSFC were very prestigious and competitive.\u00a0 \u00a0<\/span><\/p><p><strong><span style=\"color: #000080;font-size: large\">Publications\u00a0<\/span><\/strong><\/p><p><span style=\"font-size: 12pt;color: #000000\"><u>\u00a0XXX:<\/u>\u00a0current or former PhD student or postdoc<\/span><\/p><ol><li><span style=\"font-size: 12pt;color: #000000\">Changsong Deng, Rene Schilling,\u00a0<strong>Lihu Xu<\/strong>:<\/span>\u00a0<a class=\"gsc_oci_title_link\" href=\"https:\/\/arxiv.org\/pdf\/2302.03372\" data-clk=\"hl=en&amp;sa=T&amp;ei=L9h5Zs7PD9bNy9YP3MKMuAo\">\u00a0<span style=\"font-size: 12pt\">Optimal Wasserstein-1 distance between SDEs driven by Brownian motion and stable processes<\/span><\/a><span style=\"font-size: 12pt;color: #000000\">, \u00a0<em><strong>Bernoulli<\/strong><\/em>\u00a0(accepted).\u00a0<\/span><\/li><li><span style=\"font-size: 12pt;color: #000000\">Hui Jiang, <strong>Lihu Xu, <\/strong>Qingshan Yang:<\/span> <a class=\"gsc_oci_title_link\" href=\"https:\/\/arxiv.org\/pdf\/2206.01351\" data-clk=\"hl=en&amp;sa=T&amp;ei=dNd5ZsCEJY_Ly9YP07KP8AI\"><span style=\"font-size: 12pt\">Functional large deviations for Stroock&#8217;s approximation to a class of Gaussian processes with application to small noise diffusions<\/span><\/a><span style=\"font-size: 12pt;color: #000000\">, \u00a0<em><strong>Journal of Theoretical Probability<\/strong><\/em>\u00a0(accepted).\u00a0<\/span><\/li><li><span style=\"font-size: 12pt;color: #000000\"><u>Xinghu Jin<\/u>, Guodong Pang, <strong>Lihu Xu<\/strong>, <u>Xin Xu<\/u>:<\/span>\u00a0<span style=\"font-size: 12pt;color: #000000\"><a href=\"https:\/\/arxiv.org\/pdf\/2209.07361.pdf\">An approximation to the invariant measure of the limiting diffusion of G\/Ph\/n+GI queues in the Halfin-Whitt regime and related asymptotics<\/a>, \u00a0<em><strong>Mathematics of Operations Research<\/strong><\/em> (accepted).<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\">Xiequan Fan, Haijuan Hu,\u00a0 <strong>Lihu Xu: <\/strong><a href=\"https:\/\/arxiv.org\/pdf\/2209.06475.pdf\">Normalized and self-normalized Cramer-type moderate deviations for Euler&#8211;Maruyama scheme for SDE<\/a>, <em><strong>Science China Mathematics<\/strong><\/em> (to appear).<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\"><u>Peng Chen<\/u>, Ivan Nourdin,\u00a0<span style=\"font-weight: bold\">Lihu Xu<\/span>, Xiaochuan Yang:<a href=\"https:\/\/arxiv.org\/pdf\/1911.12917.pdf\"> Multivariate stable approximation in Wasserstein distance by Stein&#8217;s method<\/a>, <em><span style=\"font-weight: bold\">Journal of Theoretical Probability, <\/span>37 (1), 446-488, 2024<\/em>.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\"><span style=\"color: #000000\"><u>Peng Chen<\/u><\/span>, Changsong Deng, Rene Schilling, <strong>Lihu Xu<\/strong>:\u00a0 <a class=\"gsc_a_at\" href=\"https:\/\/arxiv.org\/pdf\/2205.01342.pdf\">Approximation of the invariant measure of stable SDEs by an Euler\u2013Maruyama scheme<\/a>,\u00a0 <em><strong>Stochastic Processes and Their Applications<\/strong><\/em>, 163,136-167, 2023.\u00a0<\/span><\/li><li><span style=\"font-size: 12pt\"><span style=\"color: #000000\"><strong>Lihu Xu,<\/strong> Fang Yao, <u>Qiuran Yao<\/u>, <u>Huiming Zhang<\/u>: <\/span><span style=\"color: #000000\"><a href=\"https:\/\/www.jmlr.org\/papers\/volume24\/22-0034\/22-0034.pdf\">Non-asymptotic guarantees for robust statistical learning under infinite second moment assumption<\/a>,<\/span> <span style=\"color: #000000\">\u00a0<strong><em>Journal of Machine Learning Research<\/em><\/strong><\/span><span style=\"color: #000000\">, 24, 1-46, 2023.\u00a0<\/span><\/span><\/li><li><span style=\"font-size: 12pt\"><span style=\"color: #000000\">Vahagn Nersesyan, Xuhui Peng, <strong>Lihu Xu<\/strong>: <a href=\"https:\/\/arxiv.org\/pdf\/2201.12977.pdf\">Large deviations principle via Malliavin calculus for the Navier-Stokes system driven by a degenerate white-in-time noise<\/a><\/span>,<span style=\"color: #000000\"> <strong><em>Journal of Differential Equations<\/em><\/strong><\/span>, <span style=\"color: #000000\">362, 230-249,2023.\u00a0<\/span><\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\"><u>Peng Chen<\/u>, Qi-Man Shao and <b>Lihu Xu<\/b>: <a href=\"https:\/\/arxiv.org\/pdf\/2011.10985.pdf\">A probability approximation framework: Markov process approach<\/a>,\u00a0 <em><span style=\"font-weight: bolder\">Annals of Applied Probability, <\/span><\/em>33(2), 1619-1659, 2023.\u00a0<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\"><u>Peng Chen<\/u>, <u>Jianya Lu<\/u> and <b>Lihu Xu<\/b>: <a href=\"https:\/\/scholar.google.co.uk\/citations?view_op=view_citation&amp;hl=en&amp;user=r7kREu8AAAAJ&amp;cstart=20&amp;pagesize=80&amp;sortby=pubdate&amp;citation_for_view=r7kREu8AAAAJ:J_g5lzvAfSwC\">Approximation to stochastic variance reduced gradient Langevin dynamics by stochastic delay differential equations<\/a>,\u00a0\u00a0<em><span style=\"font-weight: bolder\">Applied Mathematics &amp; Optimizations,<\/span>\u00a0<\/em>85, no.2, Paper No.15, 40pp, 2022.<\/span><\/li><li><span style=\"font-size: 12pt\"><span style=\"color: #000000\">Changsong Deng, Rene Schilling and\u00a0<span style=\"font-weight: bolder\">Lihu Xu<\/span>: <a href=\"https:\/\/arxiv.org\/pdf\/2009.04785.pdf\">Singular integrals of subordinators with applications to structure properties of SPDEs<\/a>,\u00a0 <\/span><span style=\"color: #000000\"><span style=\"font-weight: bolder\"><em>Transactions of the American Mathematical Society,\u00a0 <\/em><\/span>375, no. 9, 6043-6073, 2022.<\/span><\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\"><u>Peng Chen<\/u>, Ivan Nourdin,\u00a0<span style=\"font-weight: bold\">Lihu Xu<\/span>, Xiaochuan Yang and Rui Zhang: <a href=\"https:\/\/arxiv.org\/pdf\/1903.12315.pdf\">Non-integrable stable approximation by Stein&#8217;s method<\/a>,\u00a0<em><span style=\"font-weight: bold\">Journal of Theoretical Probability, <\/span><\/em>2, 1137-1186, 2022.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\"><u>Jianya Lu<\/u>, Yuzhen Tan and\u00a0<span style=\"font-weight: bolder\">Lihu Xu<\/span>: <a href=\"https:\/\/arxiv.org\/pdf\/2012.04328.pdf\">Central limit theorem and self-normalized Cramer type moderate deviation for Euler-Maruyama scheme<\/a>,\u00a0\u00a0<span style=\"font-weight: bolder\"><em>Bernoulli,\u00a0<\/em><\/span>28 (2), 937-964, 2022.\u00a0<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\"><u>Peng Chen, Xinghu Jin, Xiang Li <\/u>and <b>Lihu Xu<\/b>:<a href=\"https:\/\/scholar.google.co.uk\/citations?view_op=view_citation&amp;hl=en&amp;user=r7kREu8AAAAJ&amp;cstart=20&amp;pagesize=80&amp;sortby=pubdate&amp;citation_for_view=r7kREu8AAAAJ:35N4QoGY0k4C\"> A generalized Catoni&#8217;s M-estimator under finite \\alpha-th moment assumption with \\alpha \\in (1,2),\u00a0<\/a>\u00a0<em><span style=\"font-weight: bolder\">Electronic Journal of Statistics,\u00a0<\/span><\/em>15 (2), 5523-5544, 2021.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\">Amarjit Budhiraja, Yong Chen and\u00a0<span style=\"font-weight: bolder\">Lihu Xu<\/span>: <a href=\"https:\/\/arxiv.org\/abs\/2004.08754\">Large deviations of the entropy production rate for a class of Gaussian processes<\/a>,\u00a0\u00a0<\/span><br \/><span style=\"color: #000000;font-size: 12pt\"><span style=\"font-weight: bolder\"><em>Journal of Mathematical Physics,\u00a0<\/em><\/span>62 (5), 052702, 2021.\u00a0<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\">Hao Shen, Jian Song, Rongfeng Sun and\u00a0<span style=\"font-weight: bolder\">Lihu Xu<\/span>: <a href=\"https:\/\/pdf.sciencedirectassets.com\/272601\/1-s2.0-S0022123621X00122\/1-s2.0-S0022123621001488\/am.pdf?X-Amz-Security-Token=IQoJb3JpZ2luX2VjEHoaCXVzLWVhc3QtMSJGMEQCIDOzPlRxuT3XEljadIf2pFffNsbQkAvZ9%2BLj1Fwbjzj2AiAoXdXcR9y2xntA1kADOzTeW0qQ9XHCZiI0M2x%2B2Alx7yq8BQiz%2F%2F%2F%2F%2F%2F%2F%2F%2F%2F8BEAUaDDA1OTAwMzU0Njg2NSIMhl%2FBuFlHUH9zxoe3KpAFF1Vwii%2B17TOW1WaWvVb9%2Fm9C8VSo0LarbuYwk9BO7cYevfe%2FoiAF3%2Bi8zK1JI0WfTVVFLgg%2BFVBnoWMk9i5pJisry8XMJC%2F0W96Kf8oq9Ji0fvJs%2FoWNzwtyC%2FR2kORasV2plYTyUb%2BQMrHprzREJYA9Df4QP5GqNBQcstIP%2FnLlZqWqWwJOZYuXb4F2IMRMi7T7REJepa4Yh0ZtGlDZmUms0tzFJtfaPZ33x9cT0P6boWpAJlJMOhhgvoG6vWBtHg%2FOXBgE2pIcZHZgAVUZIFRIxXp1S61IOL94QQhF3m3oWDIUyaM%2FFTssg3DDLAmURN8ilxDA7%2Fh5vE8WgHcQI%2B%2F7mUhrmrhuj7v6Uy4do7N1vJZclv0v3%2BQp1CYLD8TGQMzTUULNIOiMVqc%2F77yjVCK4ZnNJUE9q%2B39%2BJj2WIpGy8uM8N1IdVI%2BDMoQtkK0tjhCpGkLsf%2F6hisj0LxB2cqdg56nkuanPY1w%2B4%2F2nQAeaLh0aH6Nw51w25ByaGilVx1AOp00PlkjtA%2BgInmAgEPEDJlCT8Nv%2BLZq2qkGixnrgJEwjvvyGq4LGEz18RrXmj3ZIkq9qFX%2By9ewicOqCmzDjN0D3qjUkBHpa8KUKoWBgXoQspc05%2FtaGaOl7Obrcf%2BDTDvDRxKBXA%2BFNZgBAEB1o2%2FsYeQV4Se%2B8uUo8xq68idE9znQXCTrmHEpoA0guwAPRsM4KAs0Q02sYWChOC8VXoJyP5TRCesz9Sn4pB2kVM%2BKVJgwr%2BBI90OkSsz462nSsgRuj2%2Fx4ZNGck0nRgjn%2BLwRl8wm6fJfprkSzx21yGiyIifWByhJ%2BWSLiRGAmK8Oei5HkYbUxfku1driYM2AHaBq4f2%2Ffa%2F99e8f0BPYwrqf3sAY6sgG4ncGiUDFnXT74zYopGew%2F0AQb3jRTQK0tUtPYE9zXFxX7Yfz2kSWAfMyzOzI9u6LMvwe483gceBosuoO1TNL4CQUJ1GFXkcWncWiGjO7IO03wM6AEftdC2Cgf63E7dOYrlCoFvBr%2BCbIu15gViG%2BIWjcUDBy2yVXik6AVCVfSDOuTASGGtOHDPiM%2F9ZIVoKzqtH%2Bp4r5G%2BbjK4sIuNYewemFHwnpR5CJ4TucRdxLuexrG&amp;X-Amz-Algorithm=AWS4-HMAC-SHA256&amp;X-Amz-Date=20240416T025753Z&amp;X-Amz-SignedHeaders=host&amp;X-Amz-Expires=300&amp;X-Amz-Credential=ASIAQ3PHCVTY6Q2FHY6W%2F20240416%2Fus-east-1%2Fs3%2Faws4_request&amp;X-Amz-Signature=13b9b180138e2df15abd7c29d5d41456dffc8068af850e91093a2e9530031b2c&amp;hash=b16bea2377504045d5ad410e2b41d67dec9b8fa42b6298e18980545c24ac4a6d&amp;host=68042c943591013ac2b2430a89b270f6af2c76d8dfd086a07176afe7c76c2c61&amp;pii=S0022123621001488&amp;tid=pdf-aeec1845-23c8-47b9-a9aa-c5b546044142&amp;sid=f95136253d570048d509020642584ebd3cfagxrqa&amp;type=client\">Scaling limit of a directed polymer among a Poisson field of independent walks<\/a>,\u00a0<span style=\"font-weight: bolder\"><em>Journal of Functional Analysis,<\/em><\/span>\u00a0281 (5), 109066, 2021.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\"><span style=\"letter-spacing: -0.27px\"><u>Peng Chen<\/u>; Ivan Nourdin and\u00a0<\/span><span style=\"font-weight: bold;letter-spacing: -0.27px\">Lihu Xu<\/span><span style=\"letter-spacing: -0.27px\">: <a href=\"https:\/\/arxiv.org\/pdf\/1808.02405.pdf\">Stein&#8217;s method for asymmetric alpha-stable distribution, with applications to stable CLT<\/a>,\u00a0\u00a0<span style=\"font-weight: bold;letter-spacing: -0.27px\"><em>Journal of Theoretical Probability,\u00a0<\/em><\/span><\/span>34 (3), 1382-1407, 2021.\u00a0<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\">Xiaobin Sun, Ran Wang, <strong>Lihu Xu<\/strong> and Xue Yang:<a href=\"https:\/\/arxiv.org\/pdf\/1811.00290.pdf\">\u00a0<\/a><span class=\"title\"><a href=\"https:\/\/arxiv.org\/pdf\/1811.00290.pdf\">Large deviation for two-time-scale stochastic Burgers equation<\/a>, <span style=\"letter-spacing: -0.27px\"><span style=\"font-weight: bold;letter-spacing: -0.27px\"><em>Stochastic and Dynamics, <\/em><\/span>no. 5<span style=\"font-weight: bold;letter-spacing: -0.27px\"><em>,<\/em><\/span><\/span><\/span> Paper No. 2150023, 37 pp, 2021.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\">Ran Wang, Jie Xiong and\u00a0<span style=\"font-weight: bolder\">Lihu Xu<\/span>: <a href=\"https:\/\/www.researchgate.net\/profile\/Ran-Wang-9\/publication\/336253810_Large_deviation_principle_of_occupation_measures_for_Non-linear_monotone_SPDEs\/links\/6066c2c6458515614d2b8df7\/Large-deviation-principle-of-occupation-measures-for-Non-linear-monotone-SPDEs.pdf\">Large deviation principle of occupation measures for non-linear monotone SPDEs<\/a>,\u00a0<span style=\"font-weight: bolder\">S<em>cience China Mathematics,\u00a0<\/em><\/span>64 (4), 799-822, 2021.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\"><span style=\"text-align: inherit;letter-spacing: -0.015em\">Zhao Dong; Feng-Yu Wang and <\/span><strong style=\"text-align: inherit;letter-spacing: -0.015em\">Lihu Xu<\/strong><span style=\"text-align: inherit;letter-spacing: -0.015em\">: <a href=\"https:\/\/scholar.google.co.uk\/citations?view_op=view_citation&amp;hl=en&amp;user=r7kREu8AAAAJ&amp;cstart=20&amp;pagesize=80&amp;sortby=pubdate&amp;citation_for_view=r7kREu8AAAAJ:qUcmZB5y_30C\">Irreducibility and asymptotics of stochastic Burgers equation driven by alpha-stable processes<\/a>,<\/span><strong style=\"text-align: inherit;letter-spacing: -0.015em\"> <em>Potential Analysis,<\/em><\/strong><span style=\"text-align: inherit;letter-spacing: -0.015em\">\u00a052, 371-392, 2020.<\/span><\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\">Jinzhu Jia, <u>Fang Xie<\/u> and <strong>Lihu Xu<\/strong>: <a href=\"https:\/\/scholar.google.co.uk\/citations?view_op=view_citation&amp;hl=en&amp;user=r7kREu8AAAAJ&amp;cstart=20&amp;pagesize=80&amp;sortby=pubdate&amp;citation_for_view=r7kREu8AAAAJ:j3f4tGmQtD8C\">Sparse Poisson regression with penalized weighted score function<\/a>.\u00a0<strong><em>Electronic Journal of Statistics<\/em><\/strong>, 13(2),\u00a02898\u20132920, 2019.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\"><u>Peng Chen<\/u> and <strong>Lihu Xu<\/strong>:\u00a0<a href=\"https:\/\/www.sciencedirect.com\/science\/article\/pii\/S0022247X1930589X\">Approximation to stable law by the Lindeberg principle<\/a>.\u00a0<strong><em>Journal of Mathematical Analysis and Applications<\/em><\/strong>, 480(2),\u00a0123338, 28 pp, 2019.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\">Xiaobin Sun, Yingchao Xie and<strong> Lihu Xu<\/strong>:\u00a0<a href=\"https:\/\/arxiv.org\/pdf\/1510.01902.pdf\">Exponential mixing for SPDEs driven by highly degenerate L\u00e9vy noises<\/a>. <strong><em>Illinois Journal of Mathematics,<\/em><\/strong> 64(1),\u00a075-102, 2019.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\"><strong>Lihu Xu: <\/strong><a href=\"https:\/\/scholar.google.co.uk\/citations?view_op=view_citation&amp;hl=en&amp;user=r7kREu8AAAAJ&amp;cstart=20&amp;pagesize=80&amp;sortby=pubdate&amp;citation_for_view=r7kREu8AAAAJ:hFOr9nPyWt4C\">Approximation of stable law in Wasserstein-1 distance by Stein\u2019s method<\/a>,<strong> <em>Annals of Applied Probability<\/em>, <\/strong>29(1), 458-504, 2019.<\/span><p><span style=\"color: #0000ff;font-size: 12pt\"><i>This paper <strong>\u2018<\/strong>breaks new grounds on the Stein\u2019s famous method and also opens up many new interesting research problems\u2019 (from a 5 pages\u2019 referee\u2019s report)<\/i><em>.<\/em><\/span><\/p><\/li><li><span style=\"color: #000000;font-size: 12pt\">Xiao Fang; Qi-Man Shao and<strong> Lihu Xu:<\/strong> <a href=\"https:\/\/arxiv.org\/pdf\/1801.07815.pdf\">Multivariate approximations in Wasserstein distance by Stein\u2019s method and Bismut\u2019s formula<\/a>, <strong><em>Probability Theory and Related Fields, <\/em><\/strong>174(3,4), 945\u2013979, 2019.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\"><strong>Lihu Xu<\/strong>: <a href=\"https:\/\/arxiv.org\/pdf\/1801.07830.pdf\">Singular integrals of stable subordinator<\/a>, <strong><em>Statistics &amp; Probability Letters<\/em><\/strong>, Vol. 139, 115-118, 2018.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\">Xiaobin Sun, Yimin Xiao, <strong>Lihu Xu\u00a0<\/strong>and Jianliang Zhai: <a href=\"https:\/\/scholar.google.co.uk\/citations?view_op=view_citation&amp;hl=en&amp;user=r7kREu8AAAAJ&amp;cstart=20&amp;pagesize=80&amp;sortby=pubdate&amp;citation_for_view=r7kREu8AAAAJ:QIV2ME_5wuYC\">Uniform dimension results for a family of Markov processes<\/a>, <strong><em>Bernoulli<\/em><\/strong>, Vol. 24 4B, 3924-3951, 2018.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\">Ran Wang and <strong>Lihu Xu<\/strong>: <a href=\"https:\/\/www.sciencedirect.com\/science\/article\/pii\/S0304414917302016\">Asymptotics for stochastic reaction-diffusion equation driven by subordinate Brownian motions<\/a>, <strong><em>Stochastic Processes and Their Applications<\/em><\/strong>, Vol. 128, 5, 1772-1796, 2018.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\"><u>Fang Xie<\/u>, <strong>Lihu Xu<\/strong>\u00a0and Youcai Yang:\u00a0<a href=\"https:\/\/scholar.google.co.uk\/citations?view_op=view_citation&amp;hl=en&amp;user=r7kREu8AAAAJ&amp;cstart=20&amp;pagesize=80&amp;sortby=pubdate&amp;citation_for_view=r7kREu8AAAAJ:KlAtU1dfN6UC\">Lasso for sparse linear regression with exponentially\u00a0\u03b2-mixing errors<\/a>.\u00a0<strong><em>Statistics and Probability Letters<\/em><\/strong>,\u00a0125\u00a0(2017)<a style=\"color: #000000\" href=\"http:\/\/www.ams.org\/mathscinet\/search\/publications.html?pg1=ISSI&amp;s1=350936&amp;sort=oldest\">,\u00a0<\/a>64\u201370.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\">Ran Wang, Jie Xiong\u00a0and <strong>Lihu Xu<\/strong>: <a href=\"https:\/\/scholar.google.co.uk\/citations?view_op=view_citation&amp;hl=en&amp;user=r7kREu8AAAAJ&amp;cstart=20&amp;pagesize=80&amp;sortby=pubdate&amp;citation_for_view=r7kREu8AAAAJ:_FxGoFyzp5QC\">Irreducibility of stochastic real Ginzburg-Landau equation driven by alpha-stable noises and applications<\/a>, <strong><em>Bernoulli<\/em><\/strong><em>, <\/em>23\u00a0(2017),\u00a0no. 2,\u00a01179\u20131201.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\"><strong>Lihu Xu<\/strong>, Wen Yue and Tusheng\u00a0Zhang:\u00a0<a href=\"https:\/\/arxiv.org\/pdf\/1601.06275.pdf\">Smooth densities of the laws of perturbed diffusion processes<\/a>, <strong><em>Statistics and Probability Letters<\/em><\/strong><em>,<\/em>\u00a0119\u00a0(2016)<a style=\"color: #000000\" href=\"http:\/\/www.ams.org\/mathscinet\/search\/publications.html?pg1=ISSI&amp;s1=346314&amp;sort=oldest\">,\u00a0<\/a>55\u201362.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\">Yong Chen, Hao Ge, Jie Xiong and<strong> Lihu Xu<\/strong>: <a href=\"https:\/\/arxiv.org\/pdf\/1510.01898.pdf\">The large deviation principle and steady-state fluctuation theorem for the entropy production rate of a stochastic process in magnetic fields<\/a>,<em> <strong>Journal of Mathematical Physics<\/strong><\/em>,\u00a057\u00a0(2016),\u00a0no. 7<a style=\"color: #000000\" href=\"http:\/\/www.ams.org\/mathscinet\/search\/publications.html?pg1=ISSI&amp;s1=343818&amp;sort=oldest\">,<\/a>\u00a0073302, 16 pp.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\">Xiao-Hong Chen, Qi-Man Shao, Wei Biao Wu and <strong>Lihu Xu<\/strong>:<a href=\"https:\/\/scholar.google.co.uk\/citations?view_op=view_citation&amp;hl=en&amp;user=r7kREu8AAAAJ&amp;cstart=20&amp;pagesize=80&amp;sortby=pubdate&amp;citation_for_view=r7kREu8AAAAJ:UebtZRa9Y70C\"> Self-normalized Cramer Type Moderate Deviations under Dependence<\/a>, <strong><em>Annals of Statistics<\/em><\/strong>, 44\u00a0(2016),\u00a0no. 4<a style=\"color: #000000\" href=\"http:\/\/www.ams.org\/mathscinet\/search\/publications.html?pg1=ISSI&amp;s1=344019&amp;sort=oldest\">,<\/a>\u00a01593\u20131617.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\">Feng-Yu Wang, Jie Xiong and <strong>Lihu Xu<\/strong>:\u00a0<a href=\"https:\/\/arxiv.org\/pdf\/1510.01881.pdf\">Asymptotics of sample entropy production rate for stochastic differential equations<\/a>, <strong><em>Journal of Statistical Physics<\/em><\/strong><em>,<\/em>\u00a0163\u00a0(2016),\u00a0no. 5<a style=\"color: #000000\" href=\"http:\/\/www.ams.org\/mathscinet\/search\/publications.html?pg1=ISSI&amp;s1=342160&amp;sort=oldest\">,<\/a>\u00a01211\u20131234.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\">Zhao Dong, Symon Peszat and <strong>Lihu Xu<\/strong>: <a href=\"https:\/\/scholar.google.co.uk\/citations?view_op=view_citation&amp;hl=en&amp;user=r7kREu8AAAAJ&amp;cstart=20&amp;pagesize=80&amp;sortby=pubdate&amp;citation_for_view=r7kREu8AAAAJ:4DMP91E08xMC\">On some\u00a0 smoothening effects of the transition semigroup\u00a0 of\u00a0 a\u00a0 Levy process<\/a>,\u00a0<strong><em>Journal of Mathematical Analysis and Applications<\/em><\/strong><em>,\u00a0<\/em>434\u00a0(2016),\u00a0no. 2,\u00a01566\u20131580.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\">Matthias Winter, <strong>Lihu Xu<\/strong>, Jianliang Zhai and Tusheng Zhang: <a href=\"https:\/\/scholar.google.co.uk\/citations?view_op=view_citation&amp;hl=en&amp;user=r7kREu8AAAAJ&amp;cstart=20&amp;pagesize=80&amp;sortby=pubdate&amp;citation_for_view=r7kREu8AAAAJ:MXK_kJrjxJIC\">The dynamics of the stochastic shadow Gierer-Meinhardt system<\/a>,\u00a0<strong><em>Journal of Differential Equations<\/em><\/strong><em>\u00a0<\/em>260\u00a0(2016),\u00a0no. 1,\u00a084\u2013114.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\">Fang Li and <strong>Lihu Xu<\/strong>:<a href=\"https:\/\/scholar.google.co.uk\/citations?view_op=view_citation&amp;hl=en&amp;user=r7kREu8AAAAJ&amp;cstart=20&amp;pagesize=80&amp;sortby=pubdate&amp;citation_for_view=r7kREu8AAAAJ:M3ejUd6NZC8C\"> Finite time blowup of the stochastic shadow Gierer-Meinhardt System<\/a>, <strong><em>Electronic Communication on Probability<\/em><\/strong>, 20 (2015).<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\">Feng-Yu Wang, <strong>Lihu Xu <\/strong>and Xicheng Zhang: <a href=\"https:\/\/www.sciencedirect.com\/science\/article\/pii\/S0022123615003663\">Gradient estimates for SDEs driven by multiplicative Levy noise<\/a>, <strong><em>Journal of Functional Analysis<\/em><\/strong>, 269 (2015), 3195\u20133219.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\">Ran Wang and <strong>Lihu Xu<\/strong>: <a href=\"https:\/\/arxiv.org\/pdf\/1412.3545.pdf\">Asymptotics of the Entropy Production Rate for d-Dimensional Ornstein\u2013Uhlenbeck Processes<\/a>. <strong><em>Journal of Statistical Physics<\/em><\/strong>, 160 (2015), no. 5, 1336\u20131353.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\">Feng-Yu Wang and<strong> Lihu Xu<\/strong>:<a href=\"https:\/\/scholar.google.co.uk\/citations?view_op=view_citation&amp;hl=en&amp;user=r7kREu8AAAAJ&amp;cstart=20&amp;pagesize=80&amp;sortby=pubdate&amp;citation_for_view=r7kREu8AAAAJ:mB3voiENLucC\"> Log-Harnack inequality for Grushin type semigroup<\/a>, <strong><em>Revista Mathematica Iberoamericna<\/em><\/strong>, 30 (2014), no. 2, 405-418.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\"><strong>Lihu Xu<\/strong>: <a href=\"https:\/\/arxiv.org\/pdf\/1112.1647.pdf\">Exponential mixing for 2D SDEs forced by degenerate Levy noises<\/a>, <strong><em>Journal of Evolution Equations<\/em><\/strong>14 (2014), no. 2, 249-272.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\">Zhao Dong, <strong>Lihu Xu<\/strong>\u00a0and Xicheng Zhang: <a href=\"https:\/\/arxiv.org\/pdf\/1208.5804.pdf\">Exponential ergodicity of stochastic Burgers equations forced by alpha-stable processes<\/a>, <strong><em>Journal of Statistical Physics<\/em><\/strong>, (2014), no. 4, 929-949.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\"><strong>Lihu Xu<\/strong>: <a href=\"https:\/\/www.sciencedirect.com\/science\/article\/pii\/S0304414913001439\">Ergodicity of stochastic real Ginzburg-Landau equations forced by alpha-stable noises<\/a>, <strong><em>Stochastic Processes and their Applications<\/em><\/strong>, 123, no 10, (2013), 3710-3736.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\">Feng-Yu Wang and <strong>Lihu Xu<\/strong>: <a href=\"https:\/\/arxiv.org\/pdf\/1009.1464.pdf\">Derivative Formula and Applications for Hyperdissipative Stochastic Navier-Stokes\/Burgers Equations<\/a>, <strong><em>Infinite Dimensional Analysis Quantum Probability and Related Topics<\/em><\/strong><em>,<\/em> Vol. 15, No. 3 (2012), pp 19.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\">Sergio Albeverio, Arnaud Debussche and <strong>Lihu Xu<\/strong>:<a href=\"https:\/\/arxiv.org\/pdf\/0910.0614.pdf\"> Exponential mixing of the 3D stochastic Navier-Stokes equations driven by mildly degenerate noises<\/a>,<em> <strong>Applied Mathematics &amp; Optimizations<\/strong><\/em>, 66, 2 (2012), 273-308.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\">Enrico Priola, Armen Shirikyan,<strong> Lihu Xu<\/strong>\u00a0and Jerzy Zabczyk: <a href=\"https:\/\/www.sciencedirect.com\/science\/article\/pii\/S030441491100264X\">Exponential ergodicity and regularity for equations with Levy noise<\/a>, <strong><em>Stochastic Processes and their Applications<\/em><\/strong>, 122, 1 (2012), 106-133.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\">Zhao Dong, <strong>Lihu Xu <\/strong>and Xicheng Zhang:<a href=\"https:\/\/scholar.google.co.uk\/citations?view_op=view_citation&amp;hl=en&amp;user=r7kREu8AAAAJ&amp;cstart=20&amp;pagesize=80&amp;sortby=pubdate&amp;citation_for_view=r7kREu8AAAAJ:9yKSN-GCB0IC\"> Invariance measures of stochastic 2D Navier-Stokes equations driven by alpha-stable processes<\/a>, <strong><em>Electronic Communication on Probability<\/em><\/strong>, Vol. 16 (2011), 678-688.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\"><strong>Lihu Xu<\/strong>: <a href=\"https:\/\/arxiv.org\/pdf\/1102.1162.pdf\">A modified log-Harnack inequality and asymptotically strong Feller property,<\/a> <strong><em>Journal of Evolution Equations<\/em><\/strong>, 11 (2011), 925-942.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\">Feng-Yu Wang, Jiang-Lun Wu and <strong>Lihu Xu<\/strong>: <a href=\"https:\/\/pdf.sciencedirectassets.com\/272578\/1-s2.0-S0022247X11X00161\/1-s2.0-S0022247X11001454\/main.pdf?X-Amz-Security-Token=IQoJb3JpZ2luX2VjEHsaCXVzLWVhc3QtMSJIMEYCIQCuz0qzQMv3Lmnvql7dij48ry1Vmmt%2FUNxxXhF%2FJpm5qAIhAP7SwBxNBmOpUHyx%2Bg2duTRVIlAhxYGqmw4X9LrfN8nfKrsFCLP%2F%2F%2F%2F%2F%2F%2F%2F%2F%2FwEQBRoMMDU5MDAzNTQ2ODY1IgyeMJKUoLj3eHi2lNcqjwWMsv48nHU%2FE%2FVV%2B0aE1uyOK261MtLg2JrqC8ZsQkVHEHL3ibZcDSZacCiUMPtmIiB1C%2BGfN5SQx6BtdObaAmjS4NEg4wBZPabq82Iai76EnHoG4tAPRye%2BUbFzdp0dX6uwISi71A2UB8B4ubUt2XMWRsNbnJ2UsvB5ze6K0KKAquOG3KT1FfaPEV280Nu3XCX5MnykFV5MRev2xvOodyh%2Bti5t2%2FTE5Pw2DoVux7A9aVLjXvbQ2up4BpuSeuonfq6XmKXO8Nfmp%2F4xQtbA%2BjcNFGmHYkOskSyxf%2BUUtIE6arSODb8b730GS3y9Nf4CM2xOprl1ptRRNxb%2BbYhj3bsR%2B6Pt2KlV9bkOYbBQlNLq7M3KD7H4ZPlWHWCInJ5S1BvTccewOOAGrB%2F1bRdVLrN0CvENANgKuIy6GnU51qzdJn51LD%2BnxAJl3HG4jGcokLa5nDgGobvT2xi%2F06rQCs4lof47jWA%2B73HKloVYVnlx6NeRGx7DR39sDDxjEzdRqIKoNLiNGmSrMHUAoIYHpJcT%2FFZMyuldLf5XM0sffkhG0lI9INJTe%2Ffzf9AwZluFwaROdmbkX1SGXCidOWhzSvG2YbTnWcWS%2Bc%2FQFQf4yPmUF6%2BMuJmm2XLmNoFSVRpWP370%2FPMFan7iPKwpKMLes4d7s%2FiT6E1V%2FwLIJdKvsg6%2F5OKjMHnlNPkfqdS9Ccuu0WXV4S3RkqHvP2uXJV2Et%2BCsP040jpqeEjwA2voRZHLRR18UtbazPoJa7M8%2B2teXb5tsDxam7dzh%2Fx3spxX8cxsqojxLJJ3%2BCS3ji1oydcgydk9lWA5KD4bPFrbTn3jfOMmPjmEEXF%2B5YhHBVjjcqGnoEOlSvjrKMPj5n5kPF9mJMPq597AGOrABXfKX5%2BImyfomh9w8OvIonORmNF8bkfykKyrAhfKQhElJJ9AXAwhaUTQayUn2EAIEMEi8DDztA3aF17ZK1p6bBK4jfB7jUfG5oyjL6MD6K3waFeJ1juSUOs9kQal7Bat%2FsEcELlB5N7Op7%2BSo%2BxbL7qwP5QbjlmJrzd%2B5pPL65v6afbTh22EOLEox7DqoCCXEbqcyAYHy7YYoKNffKII2RpvoDGd3PlvLqZXCY2AUPag%3D&amp;X-Amz-Algorithm=AWS4-HMAC-SHA256&amp;X-Amz-Date=20240416T032402Z&amp;X-Amz-SignedHeaders=host&amp;X-Amz-Expires=300&amp;X-Amz-Credential=ASIAQ3PHCVTY7O2ZX7NT%2F20240416%2Fus-east-1%2Fs3%2Faws4_request&amp;X-Amz-Signature=926de38ac404c3857e8a45445e56bcbcedeeacc62585b4e590d4f4a4a481ae12&amp;hash=c79ff38ff48c782d8ed2ee5ea4098fd8111e9de0b47b76770f4cabc22b76bfe0&amp;host=68042c943591013ac2b2430a89b270f6af2c76d8dfd086a07176afe7c76c2c61&amp;pii=S0022247X11001454&amp;tid=spdf-3cb9722c-3376-4a54-b5fc-0d385f1c099d&amp;sid=f95136253d570048d509020642584ebd3cfagxrqa&amp;type=client&amp;tsoh=d3d3LnNjaWVuY2VkaXJlY3QuY29t&amp;ua=10145c56565752065057&amp;rr=87510f65fa75906b&amp;cc=us\">Log-Harnack inequality of stochastic Burgers equations<\/a>, <strong><em>Journal of Mathematical Analysis and Applications<\/em><\/strong><em>,<\/em> 384 (2011), 151\u2013159.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\">Enrico Priola, <strong>Lihu Xu<\/strong> and J. Zabczyk: <a href=\"https:\/\/arxiv.org\/pdf\/1010.4530.pdf\">Exponential mixing for SPDEs with Levy noises<\/a>, <strong><em>Stochastic and Dynamics<\/em><\/strong>, 11 (2011), 521-534.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\">Marco Romito and <strong>Lihu Xu<\/strong>: <a href=\"https:\/\/www.sciencedirect.com\/science\/article\/pii\/S0304414910002681\">Ergodicity of 3D stochastic Navier-Stokes equations driven by mildly degenerate noises<\/a>, <strong><em>Stochastic Processes and their Applications<\/em><\/strong>, 121, (2011), no. 4, 673-700.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\"><strong>Lihu Xu<\/strong> and Boguslaw Zegarlinski: <a href=\"https:\/\/scholar.google.co.uk\/citations?view_op=view_citation&amp;hl=en&amp;user=r7kREu8AAAAJ&amp;cstart=20&amp;pagesize=80&amp;sortby=pubdate&amp;citation_for_view=r7kREu8AAAAJ:W7OEmFMy1HYC\">Existence and exponential mixing of the alpha-stable systems with unbounded interactions<\/a>, <strong><em>Electronic Journal of Probability<\/em><\/strong>, Vol. 15 (2010), 1994-2018.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\"><strong>Lihu Xu<\/strong> and Boguslaw Zegarlinski: <a href=\"https:\/\/scholar.google.co.uk\/citations?view_op=view_citation&amp;hl=en&amp;user=r7kREu8AAAAJ&amp;cstart=20&amp;pagesize=80&amp;sortby=pubdate&amp;citation_for_view=r7kREu8AAAAJ:zYLM7Y9cAGgC\">Ergodicity of finite and infinite dimensional alpha-stable systems<\/a>, <strong><em>Stochastic Analysis and its Applications<\/em><\/strong>, 27 (2009), no. 4, 797\u2013824.<\/span><\/li><li><span style=\"color: #000000;font-size: 12pt\">Robert Olkiewicz, <strong>Lihu Xu<\/strong> and Boguslaw Zegarlinski: <a href=\"https:\/\/scholar.google.co.uk\/citations?view_op=view_citation&amp;hl=en&amp;user=r7kREu8AAAAJ&amp;cstart=20&amp;pagesize=80&amp;sortby=pubdate&amp;citation_for_view=r7kREu8AAAAJ:Tyk-4Ss8FVUC\">Nonlinear problems in infinite interacting particle systems<\/a>,<strong> <em>Infinite Dimensional Analysis Quantum Probability and Related Topics<\/em><\/strong>, 11 (2008), no. 2, 179\u2013211.<\/span><\/li><\/ol><\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t<div class=\"elementor-toggle-item\">\n\t\t\t\t\t<div id=\"elementor-tab-title-1384\" class=\"elementor-tab-title\" data-tab=\"4\" role=\"button\" aria-controls=\"elementor-tab-content-1384\" aria-expanded=\"false\">\n\t\t\t\t\t\t\t\t\t\t\t\t<span class=\"elementor-toggle-icon elementor-toggle-icon-left\" aria-hidden=\"true\">\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<span class=\"elementor-toggle-icon-closed\"><i class=\"fas fa-caret-right\"><\/i><\/span>\n\t\t\t\t\t\t\t\t<span class=\"elementor-toggle-icon-opened\"><i class=\"elementor-toggle-icon-opened fas fa-caret-up\"><\/i><\/span>\n\t\t\t\t\t\t\t\t\t\t\t\t\t<\/span>\n\t\t\t\t\t\t\t\t\t\t\t\t<a class=\"elementor-toggle-title\" tabindex=\"0\">Honor<\/a>\n\t\t\t\t\t<\/div>\n\n\t\t\t\t\t<div id=\"elementor-tab-content-1384\" class=\"elementor-tab-content elementor-clearfix\" data-tab=\"4\" role=\"region\" aria-labelledby=\"elementor-tab-title-1384\"><ul><li><span style=\"font-size: 12pt;color: #000000\">FST Teaching Excellence Award, UM, 2023\/2024.<\/span><\/li><li><span style=\"font-size: 12pt;color: #000000\">FST Teaching Excellence Award, UM, 2018\/2019.<\/span><\/li><li><span style=\"font-size: 12pt;color: #000000\">Junior Scientific Leader, Banach International Mathematical Center, Poland, 2018.<\/span><\/li><li><span style=\"font-size: 12pt;color: #000000\">Invited Mini Course Lecturer, Simon Semester, Banach International Mathematical Center, Poland, 2018.<\/span><\/li><li><span style=\"font-size: 12pt;color: #000000\">FST Research Excellence Award, 2016\/2017.\u00a0<\/span><\/li><li><span style=\"font-size: 12pt;color: #000000\">DAAD Fellowship, Weierstrass Institute,\u00a0 Berlin, Germany, 2006.\u00a0<\/span><\/li><li><span style=\"font-size: 12pt;color: #000000\">Oversea Research Student (ORS) Award, Imperial College London, UK, 2004-2007.<\/span><\/li><li><span style=\"font-size: 12pt;color: #000000\">International Student Scholarship, Imperial College London, UK, 2004-2007.\u00a0<\/span><\/li><\/ul><\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<\/div>\n\t\t","protected":false},"excerpt":{"rendered":"<p>Lihu Xu (\u5f90\u79ae\u864e) Associate Professor3063, E11, Department of Mathematics, Faculty of Science and Technology, University of Macaulihuxu&#8217;AT&#8217;um.edu.mo, xulihu2007&#8217;AT&#8217;gmail.com I received my PhD from Imperial College London in 01\/2008, and did postdoctoral research at Bonn University (09\/2007-08\/2008), Technology University of Eindhoven (09\/2008-08\/2010), and Technology University of Berlin (10\/2010-08\/2011). I was a lecturer (permanent position, equal to &hellip; <\/p>\n<p class=\"link-more\"><a href=\"https:\/\/www.fst.um.edu.mo\/personal\/lihuxu\/\" class=\"more-link\">Continue reading<span class=\"screen-reader-text\"> &#8220;Lihu Xu&#8221;<\/span><\/a><\/p>\n","protected":false},"author":77,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"elementor_canvas","meta":{"footnotes":"","_links_to":"","_links_to_target":""},"class_list":["post-1645","page","type-page","status-publish","hentry","entry"],"_links":{"self":[{"href":"https:\/\/www.fst.um.edu.mo\/personal\/wp-json\/wp\/v2\/pages\/1645","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.fst.um.edu.mo\/personal\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/www.fst.um.edu.mo\/personal\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/www.fst.um.edu.mo\/personal\/wp-json\/wp\/v2\/users\/77"}],"replies":[{"embeddable":true,"href":"https:\/\/www.fst.um.edu.mo\/personal\/wp-json\/wp\/v2\/comments?post=1645"}],"version-history":[{"count":11,"href":"https:\/\/www.fst.um.edu.mo\/personal\/wp-json\/wp\/v2\/pages\/1645\/revisions"}],"predecessor-version":[{"id":54987,"href":"https:\/\/www.fst.um.edu.mo\/personal\/wp-json\/wp\/v2\/pages\/1645\/revisions\/54987"}],"wp:attachment":[{"href":"https:\/\/www.fst.um.edu.mo\/personal\/wp-json\/wp\/v2\/media?parent=1645"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}