DOCSLIB.ORG

Frontiers of Statistics and Forecasting in Celebration of the 80Th Birthday of George C

Total Page：16

File Type：pdf, Size：1020Kb

Download full-text PDF Read full-text

Load more

Frontiers of Statistics and Forecasting in Celebration of the 80th Birthday of George C. Tiao Humanities and Social Sciences Building Academia Sinica, Taipei, Taiwan December 17~18, 2013 The Chinese Institute of Probability and Statistics Institute of Economics, Academia Sinica Institute of Statistical Science, Academia Sinica DGBAS, Executive Yuan, R.O.C. Welcome Dear Friends: On behalf of the organizing committee, it is my great privilege and honor to welcome you to the conference “Frontiers of Statistics and Forecasting” to celebrate the 80th birthday of Professor George C. Tiao. A leading figure in statistics, George has had a great impact on many econometricians and statisticians around the world, especially in the Chinese community. It is particularly fitting to have the celebration hosted by the Academia Sinica and sponsored jointed by The Chinese Institute of Probability and Statistics, Institute of Economics, Institute of Statistical Science, and the Directorate General of Budget, Accounting and Statistics. Many of you took a long journey, including from Sao Paulo, London, Madrid, Illinois, New Jersey, Washington DC, Beijing, Hong Kong, Shanghai, and Tokyo, to join the celebration. To you, we say “thank you”. In the next two days, you will hear many of George’s innovative contributions in statistics and economics. However, the conference cannot cover all of George’s contributions. He is instrumental in the developments of statistical education and research in Taiwan, Beijing, and Hong Kong, and in the establishment of the International Chinese Statistical Association. He is also the founding chair-editor of Statistica Sinica. He has co-established both the annual NBER/NSF Time Series Conference and the Conference for Making Statistics More Effective in Schools of Business. We have benefited greatly from George. Please join me in expressing our sincere thanks to George. Happy Birthday George! Sincerely, Ruey S. Tsay, Chair of the Organizing Committee Organizing Committee Ruey S. Tsay Chairman, The University of Chicago Booth School of Business Chun-houh Chen Institute of Statistical Science, Academia Sinica, Taiwan Yi-Ting Chen Institute of Economics, Academia Sinica, Taiwan Ching-Shui Cheng Institute of Statistical Science, Academia Sinica, Taiwan Ray Yeutien Chou Institute of Economics, Academia Sinica, Taiwan Jing-Shiang Hwang -Institute of Statistical Science, Academia Sinica, Taiwan Kamhon Kan Institute of Economics, Academia Sinica, Taiwan Shin-Kun Peng Institute of Economics, Academia Sinica, Taiwan Local Committee Tzu-Pu Chang Chairman, Institute of Economics, Academia Sinica, Taiwan Ci-Ren Jiang Institute of Statistical Science, Academia Sinica, Taiwan Jen-Che Liao Institute of Economics, Academia Sinica, Taiwan Chang-Ching Lin Institute of Economics, Academia Sinica, Taiwan Yin-Jing Tien Institute of Statistical Science, Academia Sinica, Taiwan Tso-Jung Yen Institute of Statistical Science, Academia Sinica, Taiwan How people look at George C. Tiao? We thank The Institute of Mathematical Statistics for granting permission to post this article on our conference website and this program book. Organizing Committee, Frontiers of Statistics and Forecasting About George GEORGE C. TIAO EDUCATION: 1955 B.A. in Economics, National Taiwan University 1958 M.B.A. in Banking and Finance, New York University 1962 Ph.D. in Economics, University of Wisconsin (Title of thesis: Bayesian Analysis of Statistical Assumptions) HONORS: Awarded the Ford Foundation Dissertation Fellowship (1961-62); Elected Fellow of the American Statistical Association (1973); Elected Fellow of the Institute of Mathematical Statistics (1974); Elected Member of Academia Sinica (1976); Elected Member of International Statistical Institute (1980); Honorary Professor, Fudan University, Shanghai (1989); Honorary Professor, Yunnan University, Kunming (1992); Distinguished Service Medal, by the Directorate-General of Budget, Accounting and Statistics, Taipei (1993); Julius Shiskin Award, by the Washington Statistical Society, the National Association for Business Economics, and the American Statistical Association (2001); Samuel S. Wilks Memorial Medal Award, by the American Statistical Association (2001); Honorary Professor, Peking University, Beijing (2002); Doctor Honoris Causa, Universidad Carlos III De Madrid (2003); Honorary Doctorate, National Tsing Hua University (2003); Statistician of the Year Award, by the Chicago Chapter of the American Statistical Association (2005); 2005 Stratospheric Ozone Protection Award, member of a research “Tiger” Team given the award by the EPA (2005). PROFESSIONAL EXPERIENCE: 1962-65 Assistant Professor of Statistics and Commerce, University of Wisconsin, Madison 1965-66 Visiting Associate Professor, Harvard Business School 1966-68 Associate Professor of Statistics and Business, University of Wisconsin, Madison 1968-81 Professor of Statistics and Business, University of Wisconsin, Madison 1970-71 Visiting Professor, University of Essex, Colchester, England 1973-75 Chairman, Department of Statistics, University of Wisconsin, Madison 1975-76 Visiting Chair Professor, National Taiwan University, Taipei 1980-81 Visiting Ford Foundation Professor of Statistics, University of Chicago 1981-82 Bascom Professor of Statistics and Business, University of Wisconsin, Madison 1982-97 W. Allen Wallis Professor of Statistics, Graduate School of Business, University of Chicago 1987-94 Research Fellow, Institute of Statistical Science, Academia Sinica, Taipei 1996 Visiting Chair Professor, National Tsing Hua University, Hsinchu 1997-03 W. Allen Wallis Professor of Econometrics and Statistics, Graduate School of Business, University of Chicago 2001 Distinguished Visiting Professor, Guanghua School of Management, Peking University, Beijing 2002- Distinguished Research Fellow, Xian Statistical Research Institute, Xian 2003- W. Allen Wallis Professor of Econometrics and Statistics (emeritus), Graduate School of Business, University of Chicago PROFESSIONAL SERVICE: Associate Editor, Journal of the American Statistical Association (1976-81); Member, Review Board, American Statistical Association/Bureau of the Census Research Project (1978-87); Chairman, Business and Economics Section, American Statistical Association (1980-81); Member, Ad Hoc Emergency Committee, Institute of Mathematical Statistics (1979-81); Senior Advisor, Bureau of Statistics, Taipei (1976-); Member, Technical Council, Air Pollution Control Association (1976-81); Member of Council, Institute of Mathematical Statistics (1979-83); Member, U.S. Census Advisory Committee (1979-85); Associate Editor, Journal of Time Series Analysis (1980-88); Associate Editor, Journal of Business&Economic Statistics (1981-88); Member, NSF Panel for the Mathematical Sciences Postdoctoral Research Fellowships (1983-90; Chair, 1986 and 1990); Member, Board of Academic Advisors, Institute of Statistical Science, Academia Sinica, Taipei (1982-; Chair, 1994-96); Member, Finance Committee, Institute of Mathematical Statistics (1984-87); Member, Committee on Applied and Theoretical Statistics, National Research Council (1985-88); Nominating Committee, American Statistical Association (1988-89); Member, International Committee, American Statistical Association (1990-93); Founding President, International Chinese Statistical Association (1987-88); Founding Chair Editor, Statistica Sinica (1988-93); Member, Review Board, Chiang Ching-Kuo Foundation for International Exchange (1989-91; 1993-98; 2000-2002); Member, Board of Academic Advisors, Institute of Economics, Academia Sinica, Taipei (1991-); Advisor, Chung Hua Institution of Economic Research, Taipei (1985-); Advisor, National Statistical Bureau, Beijing (1992-); Member of Council, Academia Sinica , Taipei (1993-); Chair, Search Committee for Editor of Journal of Business and Economic Statistics, American Statistical Association (1994); Advisor, National Tsing-Hua University, Hsinchu (1994-97); Member, Advisory Committee, Division of Biostatistics and Bioinformatics, National Health Research Institute, Taipei (1996-; Chair 1996-2001); Member, Wilks Memorial Medal Committee, American Statistical Association (1997-99); Principal Advisor, Quantitative Finance Program, National Tsing Hua University, Hsinchu (1997-); President, Chinese Economic Association in North America (1999); Member, Advisory Board, School of Technology Management, National Tsing Hua University, Hsinchu (1999-); Member, Advisory Board, Econometric Theory (1999-); Member, Advisory Board, University Centers for Excellence Program, Ministry of Education, Taipei (1999-); Chair, Advisory Committee, Department of Business Statistics and Econometrics, Guanghua School of Management, Peking University, Beijing (2001-); Chair, International Relations Committee, American Statistical Association (2003-). MEMBERSHIPS: Royal Statistical Society; Institute of Mathematical Statistics; American Statistical Association; Chinese Statistical Association, Taipei; International Statistical Institute; International Chinese Statistical Association. Books A Course in Time Series Box on Quality and Discovery, Bayesian Inference in Statistical Analysis with Design, Control, and Analysis Robustness Directions in Time Series Bayesian Inference The Collected Works of G.E.P. Box, Vol. I and II Schedule Dec. 16 (Mon.) Dec. 17 (Tue.) Dec. 18 (Wed.) 8:00 Registration 8:50 Opening Remarks 9:20 Plenary 1 Plenary 3 10:10 Plenary 2 Plenary 4 11:00 Photo Session / Break Break 11:20 Session 1 Session 4 12:30 Lunch
Recommended publications
  • National Academy Elects IMS Fellows Have You Voted Yet?

    National Academy Elects IMS Fellows Have You Voted Yet?

    Volume 38 • Issue 5 IMS Bulletin June 2009 National Academy elects IMS Fellows CONTENTS The United States National Academy of Sciences has elected 72 new members and 1 National Academy elects 18 foreign associates from 15 countries in recognition of their distinguished and Raftery, Wong continuing achievements in original research. Among those elected are two IMS Adrian Raftery 2 Members’ News: Jianqing Fellows: , Blumstein-Jordan Professor of Statistics and Sociology, Center Fan; SIAM Fellows for Statistics and the Social Sciences, University of Washington, Seattle, and Wing Hung Wong, Professor 3 Laha Award recipients of Statistics and Professor of Health Research and Policy, 4 COPSS Fisher Lecturer: Department of Statistics, Stanford University, California. Noel Cressie The election was held April 28, during the business 5 Members’ Discoveries: session of the 146th annual meeting of the Academy. Nicolai Meinshausen Those elected bring the total number of active members 6 Medallion Lecture: Tony Cai to 2,150. Foreign associates are non-voting members of the Academy, with citizenship outside the United States. Meeting report: SSP Above: Adrian Raftery 7 This year’s election brings the total number of foreign 8 New IMS Fellows Below: Wing H. Wong associates to 404. The National Academy of Sciences is a private 10 Obituaries: Keith Worsley; I.J. Good organization of scientists and engineers dedicated to the furtherance of science and its use for general welfare. 12-3 JSM program highlights; It was established in 1863 by a congressional act of IMS sessions at JSM incorporation signed by Abraham Lincoln that calls on 14-5 JSM tours; More things to the Academy to act as an official adviser to the federal do in DC government, upon request, in any matter of science or 16 Accepting rejections technology.
  • Equi-Energy Sampler with Applications in Statistical Inference and Statistical Mechanics1,2,3

    Equi-Energy Sampler with Applications in Statistical Inference and Statistical Mechanics1,2,3

    The Annals of Statistics 2006, Vol. 34, No. 4, 1581–1619 DOI: 10.1214/009053606000000515 © Institute of Mathematical Statistics, 2006 DISCUSSION PAPER EQUI-ENERGY SAMPLER WITH APPLICATIONS IN STATISTICAL INFERENCE AND STATISTICAL MECHANICS1,2,3 BY S. C. KOU,QING ZHOU AND WING HUNG WONG Harvard University, Harvard University and Stanford University We introduce a new sampling algorithm, the equi-energy sampler, for efficient statistical sampling and estimation. Complementary to the widely used temperature-domain methods, the equi-energy sampler, utilizing the temperature–energy duality, targets the energy directly. The focus on the energy function not only facilitates efficient sampling, but also provides a powerful means for statistical estimation, for example, the calculation of the density of states and microcanonical averages in statistical mechanics. The equi-energy sampler is applied to a variety of problems, including exponential regression in statistics, motif sampling in computational biology and protein folding in biophysics. 1. Introduction. Since the arrival of modern computers during World War II, the Monte Carlo method has greatly expanded the scientific horizon to study com- plicated systems ranging from the early development in computational physics to modern biology. At the heart of the Monte Carlo method lies the difficult problem of sampling and estimation: Given a target distribution, usually multidimensional and multimodal, how do we draw samples from it and estimate the statistical quan- tities of interest? In this article, we attempt to introduce a new sampling algorithm, the equi-energy sampler, to address the problem. Since the Monte Carlo method began from calculations in statistical physics and mechanics, to introduce the equi- energy sampler, we begin from statistical mechanics.
  • ICSA Member News January 2010 NEWS for ICSA

    ICSA Member News January 2010 NEWS for ICSA

    ICSA Member News January 2010 NEWS FOR ICSA *ICSA 2010 Meeting and Announcement The Eighth ICSA International Conference: Frontiers of Interdisciplinary and Methodological Statistical Research Call for Contributed Papers The 8th ICSA International Conference will be held at Guangzhou University, China on December 19-22, 2010. Guangzhou University is located in Guangzhou city in Guangdong Province in Southern China. This conference is co-sponsored by the American Statistical Association, the Chinese Association of Applied Statistics, the Chinese Society of Probability and Statistics, and the Institute of Mathematical Statistics, and International Society for Bayesian Analysis (ISBA), and jointly organized by the College of Mathematics and Information Science, Guangzhou University. The program committee would like to invite contributed papers from the international statistics community. A submission should include a title, an abstract, and contact information (affiliation, position, email and fax) in English. Priorities will be given to submissions on topics related to the theme of the conference. Submissions should be in pdf files and sent via email by September 1, 2010 to [email protected] with "ICSA 2010 Int Conf Contributed Paper Submission" in the subject line. Scientific program committee: Bin Yu (co-chair) Zhiming Ma (co-chair) ICSA 2010 Applied Statistics Symposium The ICSA 2010 Applied Statistics Symposium Program Committee (http://www.icsa2.org/2010/) is soliciting suggestions for invited paper sessions and luncheon table discussion for the ICSA 2010 Applied Statistics Symposium to be held in Indianapolis, Indiana during June 20-23, 2010. Symposium Highlights Keynote Speakers Professor Donald Rubin, Department of Statistics, Harvard University Professor Xihong Lin, Department of Biostatistics, Harvard University Dr.
  • IMS Grace Wahba Award and Lecture

    IMS Grace Wahba Award and Lecture

    Volume 50 • Issue 4 IMS Bulletin June/July 2021 IMS Grace Wahba Award and Lecture The IMS is pleased to announce the creation of a new award and lecture, to honor CONTENTS Grace Wahba’s monumental contributions to statistics and science. These include her 1 New IMS Grace Wahba Award pioneering and influential work in mathematical statistics, machine learning and opti- and Lecture mization; broad and career-long interdisciplinary collaborations that have had a sig- 2 Members’ news : Kenneth nificant impact in epidemiology, bioinformatics and climate sciences; and outstanding Lange, Kerrie Mengersen, Nan mentoring during her 51-year career as an educator. The inaugural Wahba award and Laird, Daniel Remenik, Richard lecture is planned for the 2022 IMS annual meeting in London, then annually at JSM. Samworth Grace Wahba is one of the outstanding statisticians of our age. She has transformed 4 Grace Wahba: profile the fields of mathematical statistics and applied statistics. Wahba’s RKHS theory plays a central role in nonparametric smoothing and splines, and its importance is widely 7 Caucus for Women in recognized. In addition, Wahba’s contributions Statistics 50th anniversary straddle the boundary between statistics and 8 IMS Travel Award winners optimization, and have led to fundamental break- 9 Radu’s Rides: Notes to my Past throughs in machine learning for solving problems Self arising in prediction, classification and cross-vali- dation. She has paved a foundation for connecting 10 Previews: Nancy Zhang, Ilmun Kim theory and practice of function estimation, and has developed, along with her students, unified 11 Nominate IMS Lecturers estimation methods, scalable algorithms and 12 IMS Fellows 2021 standard software toolboxes that have made regu- 16 Recent papers: AIHP and larization approaches widely applicable to solving Observational Studies complex problems in modern science discovery Grace Wahba and technology innovation.
  • International Prize in Statistics the 2021 International Prize in Statistics Has Been Awarded to US Biostatistician and CONTENTS IMS Fellow Nan Laird, Harvey V

    International Prize in Statistics the 2021 International Prize in Statistics Has Been Awarded to US Biostatistician and CONTENTS IMS Fellow Nan Laird, Harvey V

    Volume 50 • Issue 3 IMS Bulletin April/May 2021 International Prize in Statistics The 2021 International Prize in Statistics has been awarded to US biostatistician and CONTENTS IMS Fellow Nan Laird, Harvey V. Fineberg Professor of Biostatistics (Emerita) at 1 International Prize in Harvard T.H. Chan School of Public Health, in recognition of her work on powerful Statistics : Nan Laird methods that have made possible the analysis of complex longitudinal studies. 2 Members’ news : Chao Gao; Thanks to Laird’s work, applied Claire McKay Bowen, Jonas researchers have been able to wring Peters, Aaditya Ramdas, detailed information from large longi- Lingzhou Xue, Alicia Carriquiry, tudinal studies—sometimes over many Wing Hung Wong, David decades, such as with the Nurses’ Health Dunson; Nicholas Jewell; Study in the US or the National Child Chengchun Shi Development Study in the UK. The 5 Anti-Asian Racism design of these studies traditionally made condemned it difficult for researchers to control for 6 Recent papers: Stochastic participants’ individual characteristics Systems and Probability Surveys while also dealing with often-sparse 7 Anirban’s Angle: What are you data from hard-to-reach populations. drinking? Laird’s work gave researchers the tools they needed, allowing them to answer 8 Previews: Axel Munk, Xin Bing; Nan Laird JSM news important questions in health, medicine, psychology and more. This jump-started the field of “random effects modeling for lon- Sound the Gong: Back on the 10 gitudinal data analysis,” and the methods Laird introduced in 1982 are still the most Road widely used techniques in both observational studies and clinical trials today.