MA Jian

PhD'09, Tsinghua University
Email: majian03@gmail.com

I got my PhD in computer science from Tsinghua University in 2009. My research interests include statistics, machine learning, information theory, theoretical physics, and dynamical systems. I proposed the theory of copula entropy during my PhD study and applied it to several basic statistical problems. I am the author of the R and Python package {copent} that implements the methods based on copula entropy.

Google Scholar · arXiv · Semantic Scholar · ResearchGate · ORCID · GitHub · Blog · Twitter

Book

马健. Copula熵：理论和应用. [ChinaXiv] [pdf]

Selected Papers

Ma, Jian and Sun, Zengqi. Copula Component Analysis. International Conference on Independent Component Analysis and Signal Separation, 2007, 73-80. [arXiv] [DOI]

Ma, Jian, and Sun, Zengqi. Mutual information is copula entropy. Tsinghua Science & Technology, 2011, 16(1): 51-54. [arXiv] [DOI]

Ma, Jian, and Sun, Zengqi. Dependence structure estimation via copula. [arXiv] [code]

Ma, Jian. Discovering Association with Copula Entropy. [arXiv] [code]

Ma, Jian. Variable Selection with Copula Entropy. Chinese Journal of Applied Probability and Statistics, 2021, 37(4): 405-420. [arXiv] [link] [code]

Ma, Jian. Estimating Transfer Entropy via Copula Entropy. [arXiv] [code]

Ma, Jian. copent: Estimating Copula Entropy and Transfer Entropy in R. [arXiv] [CRAN] [PyPI]

Ma, Jian. On Thermodynamic Interpretation of Copula Entropy. [arXiv]

Ma, Jian. Causal Domain Adaptation with Copula Entropy based Conditional Independence Test. [arXiv] [code]

Ma, Jian. Evaluating Independence and Conditional Independence Measures. [arXiv] [code]

Ma, Jian. Multivariate Normality Test with Copula Entropy. [arXiv] [code]

Ma, Jian. Copula Entropy based Variable Selection for Survival Analysis. [arXiv] [code]

Ma, Jian. Identifying Time Lag in Dynamical Systems with Copula Entropy based Transfer Entropy. [arXiv] [code]

Ma, Jian. System Identification with Copula Entropy. [arXiv] [code]

Ma, Jian. Two-Sample Test with Copula Entropy. [arXiv] [code]

Ma, Jian. Change Point Detection with Copula Entropy based Two-Sample Test. [arXiv] [ChinaXiv] [code]

Talks

Central University of Finance and Economics, 2021. Copula Entropy and its Application to Finance, invited talk. [slides]

useR! 2021, Zurich, Switzerland. copent: Estimating Copula Entropy and Transfer Entropy in R, regular talk. [slides] [video]

CIAC 2020, Xitang, China. Copula Entropy: Theory and Applications, keynote talk. [slides]

Softwares

copent : Estimating Copula Entropy and Transfer Entropy

These packages implement the method for estimating empirical copula, the methods for estimating entropy, copula entropy, transfer entropy, the statistics for multivariate normality test and two-sample test, and the method for change point detection.

R :

Python :

Last update: 2024-12-31