Minh-Ngoc Tran
Scholar

Minh-Ngoc Tran

Google Scholar ID: 98A6Dq8AAAAJ
Associate Professor, University of Sydney
Bayesian ComputationStatistical Machine LearningFinancial EconometricsExperimental Psychology
Citations & Impact
All-time
Citations
1,569
 
H-index
21
 
i10-index
41
 
Publications
20
 
Co-authors
14
list available
Resume (English only)
Academic Achievements
  • Dec 2023 (updated Apr 2024): Paper 'Natural Gradient Variational Bayes without Fisher Matrix Analytic Calculation and Its Inversion' accepted by Journal of the American Statistical Association
  • Feb 2023: Introduced 'Particle Mean Field Variational Bayes', integrating Optimal Transport and SDEs for scalable Bayesian inference
  • Feb 2023: 'Quantum Variational Bayes on manifolds' (with Anna Lopatnikova) accepted to an invited session at ICASSP 2023; 'Quantum natural gradient for Variational Bayes' under second-round review at Quantum
  • Feb 2023: Developed scalable Bayesian inference methods for Evidence Accumulation Models in psychology/cognitive science
  • Feb 2023: Led by PhD student Chen Liu, 'Realized recurrent conditional heteroskedasticity model for volatility modelling' integrates deep learning and high-frequency trading data for financial risk forecasting
  • Apr 2022: Updated 'An Introduction to Quantum Computing for Statisticians and Data Scientists' published in Foundations of Data Science, with added sections on quantum theory overview and quantum programming
  • Dec 2021: Co-authored 'An Introduction to Quantum Computing for Statisticians' with Anna Lopatnikova, highlighting QC applications in statistics
  • Nov 2021: Co-authored 'A long short-term memory stochastic volatility model' (with N. Nguyen, D. Gunawan, R. Kohn) to be published in Journal of Business and Economic Statistics
  • Oct 2021: Named 'Australia's top researcher in Probability and Statistics with Applications in 2021' by The Australian Research Magazine
  • Oct 2021: Published 'Variational Bayes on manifolds' in Statistics and Computing
Background
  • Associate Professor in the Business Analytics discipline, University of Sydney Business School
  • Chief Investigator at the ARC Centre for Data Analytics for Resources and Environments (DARE)
  • Former Investigator at the ARC Centre of Excellence for Mathematical and Statistical Frontiers (ACEMS)
  • Executive member of the Sydney Vietnam Institute
  • Research focuses on Variational Bayes, quantum computing applications in statistics, Bayesian inference, financial volatility modeling, and evidence accumulation models in cognitive science