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Dr. Kai-Sheng Song

Professor

University of North Texas

Department of Mathematics

(940) 369-5711

Email: ksong@unt.edu

Education

  • PhD, University of California at Davis, 1993
    Major: Statistics
  • MS, University of California at Davis, 1990
    Major: Statistics
  • BS, Northeast Normal University, 1983
    Major: Mathematics

Professional Positions

  • Professor, University of North Texas. University of North Texas. (2012 - Present).
  • Associate Professor (Tenured), University of North Texas. University of North Texas. (2007 - 2012).
  • Associate Professor (Tenured), Florida State University. Florida State University. (2001 - 2007).
  • Assistant Professor, Florida State University. Florida State University. (1995 - 2001).
  • Visiting Assistant Professor, Texas A&M University. Texas A&M University. (1994 - 1995).
  • Visiting Assistant Professor, Purdue University. Purdue University. (1993 - 1994).
  • Teaching/Research Assistant,, University of California at Davis. University of California at Davis. (1988 - 1993).

Teaching

Teaching Experience

    University of North Texas

  • MATH 1780 - Probability Models, 2 courses.
  • MATH 2730 - Multivariable Calculus, 1 course.
  • MATH 3680 - Applied Statistics, 10 courses.
  • MATH 4610 - Probability, 9 courses.
  • MATH 4650 - Statistics, 16 courses.
  • MATH 5810 - Probability and Statistics, 12 courses.
  • MATH 5820 - Probability and Statistics, 14 courses.
  • MATH 5900 - Special Problems, 25 courses.
  • MATH 5910 - Special Problems, 4 courses.
  • MATH 5950 - Master's Thesis, 2 courses.
  • MATH 6810 - Probability., 2 courses.
  • MATH 6820 - Topics in Statistics, 1 course.
  • MATH 6900 - Special Problems, 30 courses.
  • MATH 6910 - Special Problems, 3 courses.
  • MATH 6950 - Doctoral Dissertation, 42 courses.

Directed Student Learning

  • Doctoral Advisory Committee Chair, Mathematics. (2023).
  • Doctoral Advisory Committee Chair, Mathematics. (2022).
  • Doctoral Advisory Committee Chair, Mathematics. (2021).
  • Doctoral Advisory Committee Chair, Mathematics. (2021).
  • Doctoral Advisory Committee Chair, Mathematics. (2020).
  • Doctoral Advisory Committee Chair, Mathematics. (2019).
  • Doctoral Advisory Committee Chair, Mathematics. (2018).
  • Directed Individual/Independent Study, Mathematics. (August 2023 - December 2023).
  • Directed Individual/Independent Study, Mathematics. (August 2023 - December 2023).
  • Other (Dissertation Research Hours), Mathematics. (August 2023 - December 2023).
  • Master's Thesis Committee Chair, "Hidden Markov Models with Applications," Mathematics. (2022 - 2023).
  • Doctoral Advisory Committee Chair, "Option Pricing Under New Classes of Jump-Diffusion Processes," Mathematics. (2021 - 2023).
  • Directed Individual/Independent Study, Mathematics. (January 2023 - May 2023).
  • Other (Dissertation Research Hours), Mathematics. (January 2023 - May 2023).
  • Directed Individual/Independent Study, Mathematics. (August 2022 - December 2022).
  • Other (Dissertation Research Hours), Mathematics. (August 2022 - December 2022).
  • Master's Thesis Committee Member, Mathematics. (September 2022 - 2022).
  • Dissertation Committee Member, Mathematics. (August 2019 - 2022).
  • Directed Individual/Independent Study, "HIGH-DIMENSIONAL STATISTICS," Mathematics. (August 29, 2022 - December 16, 2022).
  • Directed Individual/Independent Study, Mathematics. (January 2022 - May 2022).
  • Other (Dissertation Research Hours), Mathematics. (January 2022 - May 2022).
  • Doctoral Advisory Committee Chair, "Optimal Pair-Trading Decision Rules for a Class of Non-linear Boundary Crossings by Ornstein-Uhlenbeck Processes," Mathematics. (August 2018 - 2021).
  • Doctoral Advisory Committee Chair, "A New Class of Stochastic Volatility Models for Pricing Options Based on Observables as Volatility Proxies," Mathematics. (2014 - 2021).
  • Other (Dissertation Research Hours), Mathematics. (August 23, 2021 - December 10, 2021).
  • Other (Dissertation Research Hours), Mathematics. (June 1, 2021 - August 6, 2021).
  • Other (Dissertation Research Hours), Mathematics. (January 11, 2021 - May 1, 2021).
  • Other (Dissertation Research Hours), Mathematics. (August 24, 2020 - December 11, 2020).
  • Other (Dissertation Research Hours), Mathematics. (January 13, 2020 - May 8, 2020).
  • Doctoral Advisory Committee Chair, "A Global Spatial Model for Loop Pattern Fingerprints and its Spectral Analysis," Mathematics. (2016 - 2019).
  • Doctoral Advisory Committee Chair, "A Novel Two-Stage Adaptive Method for Estimating Large Covariance and Precision Matrices," Mathematics. (2016 - 2019).
  • Directed Individual/Independent Study, Mathematics. (August 26, 2019 - December 13, 2019).
  • Other (Dissertation Research Hours), Mathematics. (August 26, 2019 - December 13, 2019).
  • Other (Dissertation Research Hours), Mathematics. (June 2019 - August 2019).
  • Directed Individual/Independent Study, Mathematics. (January 14, 2019 - May 10, 2019).
  • Other (Dissertation Research Hours), Mathematics. (January 14, 2019 - May 10, 2019).
  • Directed Individual/Independent Study, Mathematics. (August 2018 - December 2018).
  • Directed Individual/Independent Study, Mathematics. (August 2018 - December 2018).
  • Other (Dissertation Research Hours), Mathematics. (August 2018 - December 2018).
  • Other (Dissertation Research Hours), Mathematics. (August 2018 - December 2018).
  • Dissertation Committee Member, Mathematics. (October 2018 - 2018).
  • Other (Undergraduate Honors Thesis Committee Member), Information Science. (April 19, 2018 - 2018).
  • Doctoral Advisory Committee Chair, Mathematics. (May 2014 - June 2018).
  • Directed Individual/Independent Study, Mathematics. (January 2018 - May 2018).
  • Directed Individual/Independent Study, Mathematics. (January 2018 - May 2018).
  • Other (Dissertation Research Hours), Mathematics. (January 2018 - May 2018).
  • Major Professor, Mathematics. (August 2017 - May 2018).
  • Doctoral Advisory Committee Chair, "A General Approach to Bühlmann Credibility Theory," Mathematics. (June 2012 - June 2017).
  • Major Professor, "Expectation-Maximization Algorithm for the Analysis of Missing Data," Mathematics. (January 2013 - May 2014).
  • Doctoral Advisory Committee Chair, "Maximum Likelihood Estimation of Logistic Sinusoidal regression models," Mathematics. (January 2010 - November 2013).
  • Major Professor, Mathematics. (2011 - 2012).
  • Major Professor, Mathematics. (2011 - 2012).
  • Doctoral Advisory Committee Chair, Mathematics. (May 2009 - October 2012).
  • Major Professor, Mathematics. (2009 - 2010).
  • Other, (2008 - 2008).
  • Other, (2008 - 2008).
  • Other, (2006 - 2006).
  • Other, (2006 - 2006).
  • Other, (2000 - 2000).

Awards and Honors

  • Faculty Teaching Award, Department of Mathematics, University of North Texas. (2022).
  • Faculty Teaching Award, Department of Mathematics, University of North Texas.
  • The Big Data Challenge Awards for the Best Innovator Solution, Sabre Corporation, DHISCO, INC. and UNT Toulouse Graduate School. (2017).
  • The Big Data Competition Award for the Best Technical Approach, DHISCO, INC.. (2015).
  • Nominee for the Distinguished Teacher Award, Florida State University. (2006).
  • Provost Recognition for being Ranked in the Excellent Teaching Category by At Least 90% of the Students Taught, Florida State University. (2006).
  • The IBM Faculty Award awarded in recognizing outstanding faculty, IBM. (2005).
  • Provost Recognition for being Ranked in the Excellent Teaching Category by At Least 90% of the Students Taught, Florida State University. (2003).
  • University Excellence in Teaching Award, Florida State University. (2000).
  • Julius R. Blum Memorial Award, University of California at Davis, Department of Statistics. (1992).

Research

Published Intellectual Contributions

    Conference Proceeding

  • Song, K. (1998). K.-S. Song: On Compound Exponential Distribution. Proceedings of the 13th international Workshop on Statistical Modeling, 490-493, 1998..
  • Song, K. (1998). K.-S. Song: Recent Developments in Population Pharmacokinetic Modeling. Invited Papers of the XIXth International Biometric Conference, 197-204, 1998..

    • Journal Article

  • Song, K. (2022). Yujie Yan and Kai-Sheng Song, "A general optimal approach to Bühlmann credibility theory". Insurance: Mathematics & Economics. 104 (May) 262-282.
  • Song, K. (2021). Simultaneous Statistical Modelling of Excess Zeros, Over/underdispersion, and Multimodality with Applications in Hotel Industry. Journal of Applied Statistics. 48 (9) 1603-1627.
  • Song, K. (2017). D. Taylor, K.S. Kelly, M.L. Kohut, and K.S. Song, "Is Insomnia a Risk Factor for Decreased In uenza Vaccine Response?", Behavioral Sleep Medicine, 270-287, 2017. Behavioral Sleep Medicine. 15 (4) 270-287.
  • Taylor, D.J., Kelly, K.S., Kohut, M., Song, K. (2017). Is Insomnia as a Risk Factor for Decreased Influenza Vaccine Response?. Behavioral Sleep Medicine. 15 (4) 270-287.
  • Song, K. (2017). K.-S. Song and R. Kieschnick, "Statistical Analysis of Financial Data with Many Zeros", Invited Focus Article, WIREs Computational Statistics , 9, 1-12, 2017..
  • Song, K. (2014). D. Taylor, K.S. Kelly, M.L. Kohut, and K.S. Song, "Insomnia as a Risk Factor for Decreased Antibody Response to the In uenza Vaccine", PSYCHOSOMATIC MEDICINE, 76, A55- A56, 2014..
  • Song, K. (2013). Kai-Sheng Song: Asymptotic Relative Efficiency and Exact Variance Stabilizing Transformation for the Generalized Gaussian stribution IEEE Transactions on Information Theory, 59, 4389-4396, 2013..
  • Song, K. (2011). K.S. Song and T.H. Li: Asymptotics of Least Squares for Nonlinear Harmonic Regression. Statistics: A Journal of Theoretical and Applied Statistics, 1029-4910, 2010..
  • Song, K. (2011). K.S. Song: Max-Min Bernstein Polynomial Estimation of a Discontinuity in Distribution . Nonparametric Statistical Methods and Related Topics: Festschrift in Honor of Professor P.K. Bhattacharya on the Occasion of his 80th Birthday, Jiang, J., Roussas, G.G. and Samaniego, F.J., Eds., World Scientific..
  • Song, K. (2009). T.-H. Li and K.-S. Song: Estimation of the Parameters of Sinusoidal Signals in Non-Gaussian Noise. IEEE Transactions on Signal Processing, 57, 62-72, 2009..
  • Song, K. (2008). K.-S. Song: Globally Convergent Algorithms for Estimating Generalized Gamma Distributions in Fast Signal and Image Processing. IEEE Transactions on Image Processing, 17, 1233-1250,2008.
  • Song, K. (2008). T.-H. Li and K.-S. Song: On Asymptotic Normality of Nonlinear Least Squares for Sinusoidal Parameter Estimation. IEEE Transactions on Signal Processing, 56, 4511-4515, 2008..
  • Song, K. (2007). K.-S. Song: Fast and Globally Convergent Statistical Algorithms for Biomedical Imaging. Book of Short Papers of the Fifth S. Co. Conference on Complex Models and Computational Intensive Methods for Estimation and Prediction, 469-474, 2007..
  • Song, K. (2007). T.-H. Li and K.-S. Song: Estimation of the Frequency of Sinusoidal Signals in Laplace Noise. Proceedings of The IEEE International Symposium on Information Theory (ISIT), 1786-1790, 2007..
  • Song, K. (2006). K.-S. Song and T.-H. Li: On Convergence and Bias Correction of a Joint Estimation Algorithm for Multiple Sinusoidal Frequencies. The Journal of the American Statistical Association, Vol. 101, No. 474, 830-842 (2006)..
  • Song, K. (2006). K.-S. Song: A Globally Convergent and Consistent Method for Estimating the Shape Parameter of a Generalized Gaussian Distribution. IEEE Transactions on Information Theory, 52, 510-527 (2006).
  • Song, K. (2006). T.-H. Li and K.-S. Song: A Joint Estimation Algorithm for Multiple Sinusoidal Frequencies. Proceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP)}, 3, III-508-III-511, 2006..
  • Song, K. (2005). K.-S. Song: Blind Efficient Scores Detection and Decoding of Multi-bit Watermarks. Proceedings of the SPIE Conference on ``Mathematics of Data/Image Coding, Compression, and Encryption VIII, with Applications, 5915, 591507, 1-10, 2005..
  • Song, K. (2003). M. Hollander, G. Laird and K.-S. Song: Nonparametric Inference for the Proportionality Function in the Random Censorship Model. Journal of Nonparametric Statistics, 15, 151-169, 2003..
  • Song, K. (2002). H. Xiao, C. Campbell and K.-S. Song: A Trend Analysis of Organ Transplantation among Racial or Ethnic Groups. Journal of National Medical Association, 94, 15-20, 2002..
  • Song, K. (2002). J. Salzman, J.B. Ruhl and K.-S. Song: Regulatory Traffic Jams. Wyoming Law Review, 2, 253-289, 2002.
  • Song, K. (2002). J.B. Ruhl, J. Salzman, K.-S Song and H. Yu: Environmental Compliance: Another Integrity Crisis or Too Many Rules? Natural Resources & Environment , 17, 24-29, 2002..
  • Song, K. (2002). K.-S. Song: Goodness-of-Fit Tests Based on Kullback-Leibler Discrimination Information. IEEE Transactions on Information Theory, 48, 1103-1117, 2002..
  • Song, K. (2002). T.-H. Li and K.-S. Song: Asymptotic Analysis of a Fast Algorithm for Efficient Multiple Frequency Estimation. IEEE Transactions on Information Theory , 48, 2709-2720 , 2002..
  • Song, K. (2001). K.-S. Song: Renyi Information, Loglikelihood and an Intrinsic Distribution Measure. Journal of Statistical Planning and Inference, 93, 51-69, 2001..
  • Song, K. (2001). M. Hollander, G. Laird and K.-S. Song: Maximum Likelihood Estimation in the Proportional Hazards Model of Random Censorship. Statistics, 35, 245-258, 2001..
  • Song, K. (2000). K.-S. Song and T.-H. Li: A Statistically and Computationally Efficient Method for Frequency Estimation. Stochastic Processes and Their Applications, 86, 29-47, 2000..
  • Song, K. (2000). K.-S. Song: Limit Theorems for Nonparametric Sample Entropy Estimators. Statistics and Probability Letters, 49, 9-18, 2000..
  • Song, K. (1997). H.G. Muller and K.-S. Song: Two-Stage Change-Point Estimators in Smooth Regression Models. Statistics and Probability Letters, 34, 323-335, 1997..
  • Song, K. (1996). H.G. Muller and K.-S. Song: A Set-Indexed Process in a Two-Region Image. Stochastic Processes and Their Applications, 62, 87-101, 1996..
  • Song, K. (1995). H. Rubin and K.-S. Song: Exact Computation of the Asymptotic Efficiency of Maximum Likelihood Estimators of Discontinuous Signal in a Gaussian White Noise. The Annals of Statistics, 23, 732-739, 1995..
  • Song, K. (1995). K.-S. Song, H.G. Muller, A.J. Clifford, H.C. Furr, and J.A. Olson: Estimating Derivatives of Pharmacokinetic Response Curves with Varying Bandwidths. Biometrics, 51, 12-20, 1995..
  • Song, K. (1994). H.G. Muller and K.-S. Song: Cube Splitting in Multidimensional Edge Estimation. Change-point Problems, IMS Lecture Notes-Monograph Series, 23, 210-223, 1994..
  • Song, K. (1994). H.G. Muller and K.-S. Song: Maximin Estimation of Multidimensional Boundaries. Journal of Multivariate Analysis, 50, 265-281, 1994..
  • Song, K. (1993). H.G. Muller and K.-S. Song: Identity Reproducing Multivariate Nonparametric Regression. Journal of Multivariate Analysis, 46, 237-253, 1993..
  • Song, K. (1985). R. Z. Chen, H. Gao, and K.-S. Song: Existence and Uniqueness of Regular Solutions of a Nonstationary Population Evolution Equation with a Migration Term. Journal of Northeast Normal University, 3, 1-6, 1985..

Presentations Given

    Invited Talk

  • Song, K. (Author & Presenter), The 2018 ICSA China Conference with the Focus on Data Science, Kai-Sheng Song, "Nonparametric Estimation of ROC Curves and Non-asymptotic Order Selection", Qingdao, China, China. (2018 - 2018).
  • Song , K. (Author & Presenter), Kai-Sheng Song, How Heavy are the Tails of Returns of Speculative Prices?, Texas A&M University, Commerce, Texas, United States of America. (2018).

    • Oral Presentation

  • Song , K. (Author & Presenter), The 2016 Joint Statistical Meetings, Statistical Challenges in Big Data Analysis of the Hotel Industry, Chicago, Illinois, United States of America. (2016 - 2016).
  • Song , K. (Author & Presenter), The 2015 Joint Statistical Meetings, New Econometric Models in Consumer Demand, Seattle, Washington, United States of America. (2015 - 2015).

    • Other

  • Song, K. (Author & Presenter), The 2019 Joint Statistical Meetings, Kai-Sheng Song, "An Accurate and Globally Convergent Algorithm for Estimating General Stable Distributions with Financial Applications", United States of America. (2019).
  • Song , K. (Author & Presenter), The 2017 Joint Statistical Meetings, Kai-Sheng Song, "A Statistical Approach to Corporate Debt Structure", Baltimore, Maryland, United States of America. (2017 - 2017).

Contracts, Grants, Sponsored Research

    Grant - Research

  • Song, K. (Supporting), "Is Insomnia a Risk Factor for Decreased In uenza (e.g. H1N1) Vaccine Response?," sponsored by NIAID, NIH, Federal, $442838 Funded. (2011 - 2014).

Copyrights, Patents

  • Systems, Methods, and Computer Program Products for Compression, Digital Watermarking, and Other Digital Signal Processing for Audio and/or Video Applications, Date Patent Approved: 2010. .
  • Systems, Methods, and Computer Program Products for Image Processing, Sensor Processing, and Other Signal Processing Using General Parametric Families of Distributions, Date Patent Approved: 2010. .

Service

University Service

  • Committee Member, Graduate Affairs Committee. (2023 - 2023).
  • Committee Chair, Probability and Statistics Qualifying Exam Committee. (2023 - 2023).
  • Committee Chair, Statistics Search Committee. (2022 - 2023).
  • Committee Member, Executive Committee. (August 2021 - 2023).
  • Committee Chair, Probability and Statistics Qualifying Exam Committee. (August 2021 - 2022).
  • Committee Member, Unit Review Committee. (August 2021 - October 2021).
  • Committee Member, Graduate Affairs Committee. (January 2021 - May 2021).
  • Committee Member, Graduate Affairs Committee. (August 2019 - May 2020).
  • Committee Member, Probability and Statistics Qualifying Exam Committee. (August 2019 - May 2020).
  • Committee Member, Biostatistics Search Committee. (August 2019 - April 2020).
  • Committee Member, Full Professor Promotion Committee. (August 2019 - December 2019).
  • Committee Member, Strategic Planning Committee. (2015 - 2019).
  • Committee Member, Math Chair Search Committee. (February 2019 - May 2019).
  • Committee Member, Biostatistics Search Committee. (August 2018 - May 2019).
  • Committee Chair, Probability and Statistics Qualifying Exam Committee. (August 2018 - May 2019).
  • Faculty Mentor, Mentoring Network for Faculty Success at UNT. (August 2017 - May 2019).
  • Committee Member, Executive Committee, Dept. of Math. at UNT. (August 2017 - April 2019).
  • Committee Chair, Probability and Statistics Ph.D. Qualifying Examination Committee. (January 2018 - December 2018).
  • Committee Member, Probability and Statistics Ph.D. Qualifying Examination Committee. (August 2017 - December 2017).
  • Chairperson, Probability and Statistics Ph.D. Qualifying Examination Committee. (May 2016 - 2017).
  • Committee Member, Personal Aairs Committee (PAC), College of Arts & Sciences, UNT, 2014-2017.. (2014 - 2017).
  • Committee Member, Data Science Faculty Search Committee. (August 2016 - May 2017).
  • Committee Chair, Probability and Statistics Ph.D. Qualifying Examination Committee. (May 2016 - May 2017).
  • Chairperson, Probability and Statistics Ph.D. Qualifying Examination Committee. (2014 - 2016).
  • Committee Chair, Statistics Search Committee. (May 2015 - May 2016).
  • Committee Member, Executive Committee, Dept. of Math. at UNT. (2012 - 2014).

Professional Service

  • Reviewer, Journal Article, Several Mathematics Journals. (2023 - Present).
  • Editor, Associate Editor, Biometrical Journal. (2011 - Present).
  • Committee Member, The International Congress on Image and Signal Processing. (2009 - Present).
  • Reviewer, Journal Article, Several Mathematics Journals. (2022 - 2022).
  • Reviewer, Journal Article, Several Mathematics Journals. (January 2020 - December 2022).
  • Member, External Dissertation Committee, Department of Statistical Science at Southern Methodist University. (August 2018 - July 2021).
  • Reviewer, Journal Article, Several Mathematics Journals. (August 2020 - March 2021).
  • Conference-Related, TC Session Organizer at the 2019 Joint Statistical Meetings. (July 27, 2019 - August 1, 2019).
  • External T&P Letter Writer, Bentley University. (March 2018 - August 2018).
  • Committee Member, The 10th International Congress on Image and Signal Processing, BioMedical Engineering and Informatics (CISP-BMEI 2017). (October 14, 2017 - October 16, 2017).
  • Conference-Related, TC Session Organizer at the 2017 Joint Statistical Meetings. (July 29, 2017 - August 3, 2017).
  • External T&P Letter Writer, University of Louisville. (April 2016 - September 2016).
  • External T&P Letter Writer, University of New Mexico. (August 2014 - October 2014).