Volume 1 Stanford University December 2008

Department of Statistics News

INSIDE THIS ISSUE: Letter from the Chair Birthday Events Statistics is thriving as a Ted Anderson 2 field and so is the Brad Efron 2 Stanford Statistics Tom Cover 3 Department. The demand for well-trained Other News 3 statisticians has never In Memoriam been higher, especially in the financial, biotech, Al Bowker 4 web/infospace, and Sam Karlin 5 pharmaceutical Letter from the Chair, cont. 6 industries. Our graduates continue to be in great demand, and high profile

EDITORS: companies like Google, Microsoft, and Goldman Sachs have shown David Siegmund The MS in Financial Math Our PhD program success in luring our top Guenther Walther is a joint Math/Stat continues to draw about PhD graduates away program that will 100 applicants every assisted by Cindy Kirby from academic careers. celebrate the tenth year, from which we The Department of anniversary of its admit about ten. Statistics has so much to founding in 2009. The Currently we have 48 recommend it. We have a number of applicants PhD students at various terrific faculty, supported topped 370 this year, with stages of their programs. by wonderful staff, and a target class size of We have recently had are blessed with between 25 and 30. some exciting additions outstanding students. Our MS program in to our faculty. In 2006 the Apart from our top-rated Statistics is also growing Department gained two flagship PhD program, in stature. This year we new assistant professors, we have two MS had over 100 applications Nancy Zhang and programs which have for 30 positions, and we Andrea Montanari (a attained strong are finding both these joint appointment with reputations, as well as pools ever more EE), and this year we the popular M&CS attractive for recruiting added one more, Bala undergraduate major. PhD students. Rajaratnam.

Continued on Page 6 Chair Trevor Hastie and Student Services Officer Amy Duncan on Commencement Day Page 2 BIRTHDAY EVENTS Statistics News Ted Anderson T.W. Anderson turned 90 Kenneth Arrow, 1972 about the presentations in June, 2008. To Nobel Laureate in are available at the celebrate this milestone, Economics, gave an conference web page. the Departments of overview of the early Statistics and Economics developments in At the end of the second organized a special econometrics, and profiled day, a special issue of the conference in his honor Ted’s contribution to Journal of Statistical over June 6th and 7th. In econometrics during his Planning and Inference presenting their research, time on the Cowles published in recognition of the invited speakers Commission. The list of his birthday was pointed out Ted’s speakers included many presented to Ted by J.N. fundamental contributions of Ted’s former students, Srivastava, Editor-in-Chief and the over-arching coauthors, and of the journal. influence of his early work. colleagues. More details ƒ Tze Lai ƒ

Brad Efron On May 13, 2008, the About 50 people from The results of a week-long department held a Stanford and Berkeley caption contest were “Bradfest” to mark the attended. John Kimmel announced as part of the occasion of Brad Efron’s from Springer presented festivities. The picture was 70th birthday as well as Brad with a leather-bound taken when Brad was at the publication of his copy of the new book, the White House to selected works, The which was already Brad’s receive his National Science of Bradley Efron: favorite part of turning Medal, and many hilarious Selected Papers, edited another year older. Then entries were submitted in by Carl Morris and Robert there were presentations response to the unique Tibshirani. While Brad by Carl Morris and Trevor occasion it captured. The agreed to the conference Hastie on topics winning entry belonged to and celebration, he representing the Jacob Bien, who received requested that it be a ‘bookends’ of Brad's his very own autographed small event and asked career, from his work on copy of The Science of that people “not act like Stein shrinkage to Least Bradley Efron. I’m already dead.” Angle Regression. This was followed by speeches In the evening, a group of both funny and serious faculty and friends went to and a photo retrospective dinner at the Faculty Club, of Brad’s life narrated by where more speeches and his partner of over 20 reflections were offered by years, Donna Spiker. Donna and long-time colleague and friend, Tom Cover.

ƒ Rob Tibshirani ƒ

“Two experts at standard errors.” Statistics News BIRTHDAY EVENTS Page 3 Tom Cover For more than 40 years The conference concluded Thomas, and host Marty Tom Cover has held a with a multimedia Hellman, ended the day’s joint appointment in the retrospective of Tom’s life festivities. Statistics Department and and works, composed by the Information Systems Sergi Verdu of Princeton. There was still more to Laboratory in Electrical A posh cocktail party and come, though, as the next Engineering. During those banquet at the Cantor Arts day Tom and his wife years, Tom has become Center, with warm tributes Karen hosted a barbeque one of the world’s noted by Brad Efron, Dave at their Palo Alto home for experts on information Forney, Peter Hart, Tom all the attendants, more theory and related topics. Kailath, Carl Morris, Joy than 100 in all!

Just a few of those topics ƒ Brad Efron ƒ were highlighted in the logo for Tom’s 70th birthday party, seen here. A conference, dinner and celebration were staged by the two departments on May 16, 2008. Abbas Gamal, the director of ISL, started things off, and talks from an international array of scientific notables followed.

Other News being organized by Amir Seen at Amazon.com January 2009 will see the Dembo, Persi Diaconis publication of Self- and Andrea Montanari, Life Distributions: Structure Normalized Processes: From the Editors and will be held at Stanford of Nonparametric, Limit Theory and over March 26--28, 2009. We are interested in Semiparametric, and Applications, by Tze with Plenary speakers on the news about our Parametric Families is the Victor de la Pena and Qi- program include Omer alumni! latest release from Albert Man Shao, written to mark Angel (University of W. Marshall and Ingram the 100th anniversary of the Please email updates Toronto), Maury Bramson Olkin, released in Summer, 1908 introduction by William and milestones to (University of Minnesota), 2007. Gosset of Student’s t- stat-newsletter@ Sourav Chatterjee statistic. Œ lists.stanford.edu. The new book by Tze Lai (University of California, and Haipeng Xing is titled Upcoming Events Berkeley), Christina Statistical Models and Goldschmidt (University of Methods for Financial The next Seminar on Oxford) and Scott Sheffield Markets and is now out. Stochastic Processes is (Courant Institute). Œ Page 4 In Memoriam Statistics News

CUNY he expanded the Albert Bowker, 1919 – 2008 university from four senior In so many ways Al received his doctorate colleges and a few Bowker was a man for all from Columbia in 1949, community colleges to 18 seasons. He became the after Stanford had already campuses. He inaugural Chair of the recruited him. implemented a policy of Statistics Department at open enrollment designed Stanford, serving from Al was a talented leader to permit all students to 1947 to 1963 when he and developer. At attend at least one of became Chancellor of The Stanford he helped the these. The policy was City University of New Mathematics Department controversial, but he York. In 1977 Al returned become an eminent believed that it was to California as Chancellor organization in applicable untenable for an all-white of The University of math (a term Al preferred university to be located in California at Berkeley. In to ‘applied mathematics’). the heart of Harlem 1980 he was appointed as He had the foresight to without welcoming the full the first Assistant attract George Forsythe to community. Another Secretary for campus with the idea of example came in 1988, starting a department of While he was Chancellor Postsecondary Education when Al was president of of the University of in the newly formed US computer science, The Cosmos Club in California at Berkeley, Department of Education. possibly the first in the Washington DC, an all- Al once said to his He became the founding country. He also formed male club for its entire 110 President, David Saxon: Dean of the School of the Applied Math and years. Female visitors “David, if I believe half Public Affairs at the Statistics Laboratory and were not even allowed to the things I am told University of Maryland in obtained ONR support to walk through the front about you, I think you 1981, and went on to be sustain it. doors, but were expected ought to be named Executive Vice to use a side entrance. institutionalized. A key feature in Al’s President. He returned to One of Al’s first acts was Remember that, will thinking was that a to change the by-laws to you, about me?” The City University of New statistics department York Research allow women to become would not be large, and rightful members. Foundation in 1986, that it would be wise to where he served as Vice have joint appointments The New York Times President for Planning with other departments. noted that Al until 1993. Thus the Statistics faculty demonstrated Albert Hosmer Bowker had joint appointments extraordinary vision in was born in Winchendon, with Psychology, Math, promoting access and Massachusetts, on Economics, Education, excellence in public higher September 8, 1919. He Earth Sciences, Electrical education, to which we Engineering, and the can add that he was a More tributes to Al: received his BS degree in Mathematics from MIT in Medical School. As a promoter of Statistics in ™ Stanford News Service 1941, before joining the result, a rather small every way that he could wartime Statistical department has had great find. He will be missed by ™ The City University of Research Group (SRG) at influence within the all those who knew him, New York Columbia. His thesis topic university. and by future students on asymptotic distributions and faculty who continue ™ UC Berkeley News Al was always concerned to benefit from the was suggested by Harold with what we now call Hotelling and approved by exemplary efforts of his diversity and equity. While lifetime. Ted Anderson. He he was Chancellor at ƒ Ingram Olkin ƒ Statistics News In Memoriam Page 5

Cornell University. He Sam Karlin, 1924 – 2007 gave many invited lectures, including the Professor Samuel Karlin academic position was at Josiah Willard Gibbs made fundamental the California Institute of Lecture of the American contributions to game Technology, where he Mathematical Society, the theory, analysis, attained the rank of Sir Ronald Fisher Lecture mathematical statistics, Professor in 1955. In 1956 of the Royal Society of total positivity, probability Karlin moved to Stanford, Great Britain, the and stochastic processes, where he was Professor Mahalanobis Memorial mathematical economics, of Mathematics and of Lecture of the Indian inventory theory, Statistics. In 1978, he was Statistical Institute, and population genetics, named the Robert the first of the Abraham bioinformatics and Grimmett Professor of Wald Memorial Lectures biomolecular sequence Mathematics. For six of the Institute of analysis. He was the years starting in 1970, Mathematical Statistics. author or coauthor of ten Karlin divided his time books and over 450 between Stanford and the While Sam Karlin’s early Former grad student published papers, and Weizmann Institute of research interests focused Burt Singer has a clear received many awards for Science in Rehovot, on game theory, inventory memory of what it was his work. Sam was Israel, where he rose to theory, total positivity, like to be outside famous for his work ethic become Head of Applied approximation theory, and Karlin’s office at and for guiding more than Mathematics as well as stochastic processes, Stanford. “The door 70 PhD students during Dean of what is now the more recently his principal was closed, but it might his academic career. To Faculty of Mathematics areas of concern were just as well have been describe the collection of and Computer Science. molecular biology and open. You could hear the shouting.” his students as bioinformatics. Besides an Professor Karlin received astonishing in excellence extraordinary depth and many honors, including and breadth is to breadth of research, Sam elected membership in the understate the truth of the had an unparalleled role American Academy of matter. It is easy to argue as adviser and teacher of Arts and Sciences, the that Sam was the Ph.D. students. One National Academy of foremost teacher of former student said that Sciences USA, and the advanced students in his Karlin had “an uncanny th American Philosophical fields of study in the 20 sixth sense about the Society, an association of century. capabilities, interests, and which he was especially psychological makeup of Karlin was born in proud. He received a each student,” knowing Yonova, Poland, on June National Medal of Science “when to intervene with 8, 1924. He came to in 1989, the Lester R. close guidance, [and] More tributes to Sam: Chicago as a young child Ford Award of the when to leave [each and attended the Illinois Mathematical Association ™ Stanford News Service student] alone to Institute of Technology, of America, and the John struggle.” This gift is so where he graduated with a von Neumann Theory ™ The New York Times very rare, and we are BS in 1944. He earned his Prize of the Operations fortunate that Samuel ™ Lee Altenberg’s Math PhD in Mathematics from Research Society of Karlin used it to guide his Genealogy Page Princeton University in America. From 1975 to teaching for so many 1947 under the direction 1981 Karlin was the decades. of the celebrated Salomon Andrew D. White Bochner. His first Professor-at-Large of ƒ Richard Olshen and Burton Singer ƒ

Page 6 Statistics News

SEQUOIA HALL Letter from the Chair 390 Serra Mall (Continued from Page 1)

Stanford University Stanford, CA 94305-4065 Nancy Zhang graduated from our department in 2005 with David Siegmund as her advisor, and then spent a year and a half as a post-doc at UC Berkeley working with Terry Speed. Nancy specializes in genomic applications of statistics.

Phone 650 725 2229 Andrea Montanari received a PhD in theoretical physics from the Scuola Normale Fax 650 725 8977 Superiore in Pisa, Italy. From 2002 until 2006 he was Chargé de Recherche at Laboratoire de Physique Théorique de l’Ecole Normale Supérieure, Paris. Among his Email stat-newsletter@ lists.stanford.edu many interests are the theoretical aspects of graphical models and large assemblies of Web elementary components. http://statistics.stanford.edu Bala Rajaratnam received his PhD from Cornell University, and joined Stanford in 2007 as a post-doc. Luckily for us he was here during our search for a new assistant professor, and we snapped him up. Bala works on graphical models.

In addition, there was the ‘new’ appointment of Iain Johnstone, who finished four years in the H&S Dean’s Office. We were afraid that his apparently unmatched ability (and willingness) to get his mind around the financial issues facing the School would lead to indefinite incarceration in the administration.

Our faculty continue to haul in awards. In July, 2007, Brad Efron received the National Medal of Science for 2005, awarded by the President of the United States at a ceremony in the East Room of the White House. Nancy Zhang received one of four silver prizes in the New World Mathematics Awards for her PhD thesis work. Jonathan Taylor received the 2008 André-Aisenstadt Mathematics Prize for his work in Gaussian random fields. Andrea Montanari was the recipient of an NSF Career Award in 2008 and co-awarded the ACM Sigmetrics Best Paper Award. He was also invited to give a mini-course at the XII Brazil Graduate School of Probability in August 2008, which he co-taught with Amir Dembo. Amir himself will give the Lévy Lecture at the 33rd Conference on Stochastic Processes and Their Applications for the Bernoulli Society, to be held in Berlin in 2009. Jerome Friedman will be the 2009 IMS Wald Lecturer at the Joint Statistical Meetings in Washington, DC. David Siegmund gave the IMS Rietz Lecture for 2007, Rob Tibshirani delivered the IMS Medallion Lecture in the same year, and Jonathan Taylor will be the IMS Special Invited Lecturer for 2009. Graduate student Daniela Witten was one of two winners of the 2008 Gertrude W. Cox Scholarships presented by the ASA Committee on Women in Statistics and the Caucus for Women in Statistics.

I am happy to report that during my chairmanship the number and quality of the social functions have increased. In separate events we celebrated the arrival of our new faculty, Brad’s National Medal and later his 70th birthday, and Ted Anderson’s 90th. We are getting quite good at this now, and even have a secret Department wine cellar, although it does not (yet) compete with those found at Oxford and Cambridge.

ƒ Trevor Hastie ƒ