Biography
Education
Admission Information
Work Experience
Social Position
Research Areas
Courses Taught
Research Project
Selected Publications
- Tan, Jingyu;He, Zhijian;Wang, Xiaoqun,EXTENSIBLE GRID SAMPLING FOR QUANTILE ESTIMATION,Mathematics of Computation,2025
- Zhang, Jingyi;He, Zhijian*,GMM-based procedure for multiple hypotheses testing,Communications in Statistics - Simulation and Computation,2024
- Ouyang, Du;Wang, Xiaoqun;He, Zhijian,Achieving High Convergence Rates by Quasi-Monte Carlo and Importance Sampling for Unbounded Integrands,SIAM Journal on Numerical Analysis,2024
- Xu, Zhenghang;He, Zhijian;Wang, Xiaoqun,Efficient risk estimation via nested multilevel quasi-Monte Carlo simulation,Journal of Computational and Applied Mathematics,2024
- He, Zhijian;Zheng, Zhan;Wang, Xiaoqun,ON THE ERROR RATE OF IMPORTANCE SAMPLING WITH RANDOMIZED QUASI-MONTE CARLO*,SIAM Journal on Numerical Analysis,2023
- He, Zhijian*,Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo,European Journal of Operational Research,2022
- He, Zhijian;Xu, Zhenghang;Wang, Xiaoqun,UNBIASED MLMC-BASED VARIATIONAL BAYES FOR LIKELIHOOD-FREE INFERENCE,SIAM Journal on Scientific Computing,2022
- He Zhijian,Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo,European Journal of Operational Research,2022
- He, Zhijian;Wang, Xiaoqun,CONVERGENCE ANALYSIS OF QUASI-MONTE CARLO SAMPLING FOR QUANTILE AND EXPECTED SHORTFALL,Mathematics of Computation,2021
- He, Zhijian;Wang, Xiaoqun,An Integrated Quasi-Monte Carlo Method for Handling High Dimensional Problems with Discontinuities in Financial Engineering,Computational Economics,2021
- Zhang, Chaojun;Wang, Xiaoqun;He, Zhijian,EFFICIENT IMPORTANCE SAMPLING IN QUASI-MONTE CARLO METHODS FOR COMPUTATIONAL FINANCE,SIAM Journal on Scientific Computing,2021
- Xie, Fei;Giles, Michael B.;He, Zhijian,QMC Sampling from Empirical Datasets,2020
- Zhijian He;Xiaoqun Wang,An Integrated Quasi-Monte Carlo Method for Handling High Dimensional Problems with Discontinuities in Financial Engineering,Computational Economics,2020
- Zhijian He;Xiaoqun Wang,Convergence analysis of quasi-Monte Carlo sampling for quantile and expected shortfall,Mathematics of Computation,2020
- He, Zhijian;Zhu, Lingjiong,Asymptotic normality of extensible grid sampling,Statistics and Computing,2019
Achievements
Patent
Honor
- “教师教学荣誉体系”教学优秀奖（研究生）,数学学院,何志坚,2023
Software achievement