13Th International Workshop on Matrices and Statistics Program And
Total Page:16
File Type:pdf, Size:1020Kb
Load more
Recommended publications
-
Generalized Principal Component Analysis
Generalized Principal Component Analysis Karo Solat Dissertation submitted to the Faculty of the Virginia Polytechnic Institute and State University in partial fulfillment of the requirements for the degree of Doctor of Philosophy in Economics Aris Spanos, Chair Esfandiar Maasoumi Kwok Ping Tsang Richard A. Ashley Eric A. Bahel April 30, 2018 Blacksburg, Virginia Keywords: Factor Model, PCA, Elliptically Contoured Distributions, Exchange Rate, Forecasting, Monte Carlo Simulation, Statistical Adequacy Copyright 2018, Karo Solat Generalized Principal Component Analysis Karo Solat (ABSTRACT) The primary objective of this dissertation is to extend the classical Principal Components Analysis (PCA), aiming to reduce the dimensionality of a large number of Normal interre- lated variables, in two directions. The first is to go beyond the static (contemporaneous or synchronous) covariance matrix among these interrelated variables to include certain forms of temporal (over time) dependence. The second direction takes the form of extending the PCA model beyond the Normal multivariate distribution to the Elliptically Symmetric fam- ily of distributions, which includes the Normal, the Student's t, the Laplace and the Pearson type II distributions as special cases. The result of these extensions is called the Generalized principal component analysis (GPCA). The GPCA is illustrated using both Monte Carlo simulations as well as an empirical study, in an attempt to demonstrate the enhanced reliability of these more general factor models in the context of out-of-sample forecasting. The empirical study examines the predictive capacity of the GPCA method in the context of Exchange Rate Forecasting, showing how the GPCA method dominates forecasts based on existing standard methods, including the random walk models, with or without including macroeconomic fundamentals. -
AMSTATNEWS the Membership Magazine of the American Statistical Association •
January 2015 • Issue #451 AMSTATNEWS The Membership Magazine of the American Statistical Association • http://magazine.amstat.org AN UPDATE to the American Community Survey Program ALSO: Guidelines for Undergraduate Programs in Statistical Science Updated Meet Brian Moyer, Director of the Bureau of Economic Analysis AMSTATNEWS JANUARY 2015 • ISSUE #451 Executive Director Ron Wasserstein: [email protected] Associate Executive Director and Director of Operations Stephen Porzio: [email protected] features Director of Science Policy 3 President’s Corner Steve Pierson: [email protected] 5 Highlights of the November 2014 ASA Board of Directors Director of Education Meeting Rebecca Nichols: [email protected] 7 ASA Leaders Reminisce: Meet ASA Past President Managing Editor Megan Murphy: [email protected] Marie Davidian Production Coordinators/Graphic Designers 11 Benefits of the New All-Member Forum Sara Davidson: [email protected] Megan Ruyle: [email protected] 12 ASA, STATS.org Partner to Help Raise Media Statistical Literacy Publications Coordinator 13 White House Issues Policy Directive Bolstering Federal Val Nirala: [email protected] Statistical Agencies Advertising Manager 14 An Update to the American Community Survey Program Claudine Donovan: [email protected] 17 CHANCE Highlights: Special Issue Devoted to Women in Contributing Staff Members Statistics Jeff Myers • Amy Farris • Alison Smith 18 JQAS Highlights: Football, Golf, Soccer, Fly-Fishing Featured Amstat News welcomes news items and letters from readers on matters in December Issue of interest to the association and the profession. Address correspondence to Managing Editor, Amstat News, American Statistical Association, 732 North Washington Street, Alexandria VA 22314-1943 USA, or email amstat@ 19 NISS Meeting Addresses Transition amstat.org. -
Strength in Numbers: the Rising of Academic Statistics Departments In
Agresti · Meng Agresti Eds. Alan Agresti · Xiao-Li Meng Editors Strength in Numbers: The Rising of Academic Statistics DepartmentsStatistics in the U.S. Rising of Academic The in Numbers: Strength Statistics Departments in the U.S. Strength in Numbers: The Rising of Academic Statistics Departments in the U.S. Alan Agresti • Xiao-Li Meng Editors Strength in Numbers: The Rising of Academic Statistics Departments in the U.S. 123 Editors Alan Agresti Xiao-Li Meng Department of Statistics Department of Statistics University of Florida Harvard University Gainesville, FL Cambridge, MA USA USA ISBN 978-1-4614-3648-5 ISBN 978-1-4614-3649-2 (eBook) DOI 10.1007/978-1-4614-3649-2 Springer New York Heidelberg Dordrecht London Library of Congress Control Number: 2012942702 Ó Springer Science+Business Media New York 2013 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. Exempted from this legal reservation are brief excerpts in connection with reviews or scholarly analysis or material supplied specifically for the purpose of being entered and executed on a computer system, for exclusive use by the purchaser of the work. Duplication of this publication or parts thereof is permitted only under the provisions of the Copyright Law of the Publisher’s location, in its current version, and permission for use must always be obtained from Springer. -
Nonlinear Multivariate Tests for High- Dimensional Data Using Wavelets with Applications in Genomics and Engineering Senthil Balaji Girimurugan
Florida State University Libraries Electronic Theses, Treatises and Dissertations The Graduate School 2014 Nonlinear Multivariate Tests for High- Dimensional Data Using Wavelets with Applications in Genomics and Engineering Senthil Balaji Girimurugan Follow this and additional works at the FSU Digital Library. For more information, please contact [email protected] FLORIDA STATE UNIVERSITY COLLEGE OF ARTS AND SCIENCES NONLINEAR MULTIVARIATE TESTS FOR HIGH-DIMENSIONAL DATA USING WAVELETS WITH APPLICATIONS IN GENOMICS AND ENGINEERING By SENTHIL BALAJI GIRIMURUGAN A Dissertation submitted to the Department of Statistics in partial fulfillment of the requirements for the degree of Doctor of Philosophy Degree Awarded: Spring Semester, 2014 Senthil Balaji Girimurugan defended this dissertation on February 05, 2014. The members of the supervisory committee were: Eric Chicken Professor Co-Directing Dissertation Jinfeng Zhang Professor Co-Directing Dissertation Jon Ahlquist University Representative Minjing Tao Committee Member The Graduate School has verified and approved the above-named committee members, and certifies that the dissertation has been approved in accordance with university requirements. ii To my wife Lela. iii ACKNOWLEDGMENTS As I embark on the final stages of my journey as a student of the sciences, I am thankful for spending them with the Department of Statistics at Florida State University. I have come to know more than a handful of dedicated and highly intelligent professors. I ex- press my sincere gratitude to Dr. Chicken for being the best mentor, academically and personally. His sense of humor and laid back attitude has given me solace during stressful times. In addition, I thank him for various discussions in statistical theory and the theory of wavelets that encouraged me to advance my skills further. -
Neural Dynamics and Interactions in the Human Ventral Visual Pathway
Neural dynamics and interactions in the human ventral visual pathway Yuanning Li December 2018 Center for the Neural Basis of Cognition, Dietrich College of Humanities and Social Sciences and Machine Learning Department, School of Computer Science Carnegie Mellon University Pittsburgh, PA 15213 Thesis Committee: Avniel Singh Ghuman (Co-Chair), Max G. G’Sell (Co-Chair), Robert E. Kass, Christopher I. Baker (National Institute of Mental Health) Submitted in partial fulfillment of the requirements for the degree of Doctor of Philosophy. Copyright c 2018 Yuanning Li This work was supported by the National Institute on Drug Abuse Predoctoral Training Grants under R90DA023426 and R90DA023420, the National Institute of Mental Health under awards R01MH107797 and R21MH103592, and the National Science Foundation under award 1734907. The content is solely the responsibility of the author and does not necessarily represent the official views of the National Institutes of Health or the National Science Foundation. Keywords: Cognitive neuroscience, computational neuroscience, machine learning, statisti- cal methods, decoding, functional connectivity, neuroimaging, intracranial electroencephalogra- phy, visual perception To all the beautiful souls that lit up my life iv Abstract The ventral visual pathway in the brain plays central role in visual object recog- nition. The classical model of the ventral visual pathway, which poses it as a hier- archical, distributed and feed-forward network, does not match the actual structure of the pathway, which is highly interconnected with reciprocal and non-hierarchical projections. Here we address three major consequences of this non-classical struc- ture with regard to neural dynamics and interactions: (i) the model does not consider any extended information processing dynamics; (ii) the model does not allow for adaptive and recurrent interactions between areas; (iii) the model only character- izes evoked-response with no state-dependence from the neural context. -
Education Research 2007
USING STATISTICS EFFECTIVELY in mathematics education research 2007 A report from a series of workshops organized by the American Statistical Association with funding from the National Science Foundation The American Statistical Association ® USING STATISTICS EFFECTIVELY IN MATHEMATICS EDUCATION RESEARCH A report from a series of workshops organized by the American Statistical Association with funding from the National Science Foundation Working Group on Statistics in Mathematics Education Research Richard Scheaffer, Chair Richard Lehrer Martha Aliaga Frank K. Lester Marie Diener-West Ingram Olkin Joan Garfield Dennis Pearl Traci Higgins Alan Schoenfeld Sterling Hilton Juliet Shaffer Gerunda Hughes Edward Silver Brian Junker William Smith Henry Kepner F. Michael Speed Jeremy Kilpatrick Patrick Thompson 2007 1 PREFACE This report had its genesis in a telephone call to the American Statistical Association (ASA) from the Education and Human Resources Directorate of the National Science Foundation. The essence of the questions asked was, “Can the statistics community offer any contributions to improving the quality of mathematics education research? If so, are you willing to contribute to discussions on the issue?” Knowing that mathematics education was in the national limelight and that statisticians value research on applied problems, the answer to both was a qualified “yes”, with the qualification being that ASA was not an education research organization and, if they were to be fruitful, the discussions would have to include mathematics education researchers. The initial discussion did, in fact, appear to be fruitful, leading to an NSF-funded project to hold a series of workshops that would bring together statisticians and mathematics education researchers for deeper discussions. -
Tweedie Award: Po-Ling Loh the IMS Has Selectedpo-Ling Loh As the Winner of CONTENTS This Year’S Tweedie New Researcher Award
Volume 48 • Issue 3 IMS Bulletin April/May 2019 Tweedie Award: Po-Ling Loh The IMS has selected Po-Ling Loh as the winner of CONTENTS this year’s Tweedie New Researcher Award. She is an 1 Po-Ling Loh receives Tweedie assistant professor in the Department of Statistics at New Researcher Award the University of Wisconsin–Madison, with secondary 2–3 Members’ news: Yoav appointments in the Department of Computer Benjamini; Zhen-Qing Chen; Sciences and the Department of Industrial & Systems Speakers at WC2020; David Engineering. She is also an affiliated faculty member of Hinkley the Wisconsin Institute for Discovery. Po-Ling Loh 4–5 Preview articles: Yoav The IMS Travel Awards Committee selected Benjamini, Charles Bordenave Po-Ling for “novel contributions in non-convex optimization, robust statistics, and statistical modeling and inference of random graphs and networks.” 5 Rollo Davidson Prize On receiving the news, she said, “I am very honored to be selected as this year’s 6 Recent papers: Stochastic recipient of the Tweedie award. I will strive to uphold Richard Tweedie’s illustrious Systems; Probability Surveys legacy of scholarship and service! I am also extremely grateful to my mentors in the 7 Meeting: Calcutta Triennial profession who nominated me for the award.” Symposium; Childcare grants Dr. Loh received her PhD—“High-dimensional statistics with systematically 8 Host the 11th World corrupted data”—in 2014 from the University of California, Berkeley, advised by Congress in 2024 Martin Wainwright, and before that her MS in Computer Science in 2013; her BS in Mathematics was from California Institute of Technology in 2009. -
The American Mathematical Society
AMERICAN MATHEMATICAL SOCIETY VOLUME 8, NUMBER 3 ISSUE NO. 54 JUNE 1961 THE AMERICAN MATHEMATICAL SOCIETY Edited by GORDON L. WALKER CONTENTS MEETINGS Calendar of Meetings ••••• , •• , • , • , ••• , • , ••••••••• , • , • , ••• , • 196 Program of the June Meeting in Seattle • • • • • • • • • • • • • • • • • • • • • • • • • • 197 Abstracts for the Meeting - pages 247-259 PRELIMINARY ANNOUNCEMENT OF MEETING. • • • • • • • • • • • • • • • • • • • • • • 204 ACTIVITIES OF OTHER ASSOCIATIONS • • • • • • • • • • • • • • • • • • • • • • • • • • • • • 207 MATHEMATICS IN CONTINENTAL CHINA, 1949-1960- By Marshall Stone •••••• 209 FROM THE AMS SECRETARY •••••••••••••••••••••••••••••••••••• 216 NEWS ITEMS AND ANNOUNCEMENTS ••••••••••••••••••••••••••• 21.5,217 PERSONAL ITEMS •••••••••••••••••••••••••••••••••••••••••••• 223 LETTERS TO THE EDITOR ....................................... 226 MEMORANDA TO MEMBERS The Employment Register • • • • • • • • • • .. • • • • • • • • • • • • • • • • • • • • • • • 230 Reciprocity Agreement with the Edinburgh Mathematical Society •••••••• , 230 Addresses of Authors of Abstracts • • • • • • • • • • • • • • • • • • • • • • • • • • • • . 230 Retired Mathematicians Available for Employment • • • • • • • • • • • • • • • • • • 230 NEW PUBLICATIONS •••••••••••••••••••••••••••••••••••••••••• 231 CATALOG OF LECTURE NOTES •••••••••••••••••••••••••••••••••• 233 SUPPLEMENTARY PROGRAM Number 4. • • • • • • • • • • • • • • • • • • • • • . • • • • • 234 ABSTRACTS OF CONTRIBUTED PAPERS •••••••••••••••••••••••••••• 237 ERRATA ••••••••••••••••••••••••••••••••••••••• -
Department of Statistics Purdue University West Lafayette, Indiana 47907 Department of Statistics University of Washington Seatt
CORE Metadata, citation and similar papers at core.ac.uk Provided by Elsevier - Publisher Connector A Brief Biography and Appreciation of Ingram Olkin* Leon Jay Gleser Department of Statistics Purdue University West Lafayette, Indiana 47907 Michael D. Perlman Department of Statistics University of Washington Seattle, Washington 98195 S. James Press Department of Statistics University of California Riverside, California 92521 and Allan R. Sampson Department of Mathematics and Statistics University of Pittsburgh Pittsburgh, Pennsylvania 15260 Ingrain Olkin, known affectionately to his friends in his youth as "Red," was born July 23, 1924 in Waterbury, Connecticut. He was the only child of Julius and Karola (Bander) Olkin. His family moved from Waterbury to New York City in 1934. Ingram graduated from the Bronx's DeWitt Clinton High School in 1941, and began studying statistics in the Mathematics Department at the City College of New York. After serving as a meteorologist in the Air Force during World War II (1943-1946), achieving the rank of First Lieu- tenant, Ingram resumed his studies at City College. He received his B.S. in mathematics in 1947. Ingrain then began graduate study in statistics at Columbia University, finishing his M.A. in mathematical statistics in 1949. He completed his * Reprinted with permission from Contributions to Probability and Statistics: Essays in Honor of Ingram Olkin (Leon Jay Gleser, Michael D. Perhnan, S. James Press, and Allan R. Sampson, Eds.), Springer-Verlag, 1989, pp. 3-5. LINEAR ALGEBRA AND ITS APPLICATIONS 199:1-15 (1994) 1 © Elsevier Science Inc., 1994 655 Avenue of the Americas,New York, NY 10010 0024-3795/94/$7.00 2 LEON J. -
History of the Department of Statistics at Columbia University
Columbia University Statistics Tian Zheng and Zhiliang Ying Statistical Activities at Columbia Before 1946 Statistical activities at Columbia predate the formation of the department. Faculty members from other disciplines had carried out research and instruction of sta- tistics, especially in the Faculty of Political Sciences (Anderson 1955). Harold Hotelling’s arrival in 1931, a major turning point, propelled Columbia to a position of world leadership in Statistics. Hotelling’s primary research activities were in Mathematical, Economics, and Statistics but his interests had increasingly shifted toward Statistics. According to Paul Samuelson (Samuelson 1960), ‘‘It was at Columbia, in the decade before World War II, that Hotelling became the Mecca towards whom the best young students of economics and mathematical statistics turned. Hotelling’s increasing preoccupation with mathematical statistics was that discipline’s gain but a loss to the literature of economics.’’ His many contributions include canonical correlation, principal components and Hotelling’s T2. In 1938, after attending a conference of the Cowles Commission for Research in Economics, Abraham Wald, concerned by the situation in Europe, decided to stay in the United States. With Hotelling’s assistance, Wald came to Columbia on A substantial part of this chapter was developed based on Professor T. W. Anderson’s speech during our department’s sixtieth year anniversary reunion. We thank Professor Anderson for his help (as a founding member of our department) during the preparation of this chapter, our current department faculty members, Professors Ingram Olkin, and and Tze Leung Lai for their comments and suggestions on earlier versions of this chapter. Columbia University, Room 1005 SSW, MC 4690 1255 Amsterdam Avenue, New York, NY 10027, USA T. -
A Scoring-Based Ranking System and Its Application in Cadaver Kidney Allocation
A SCORING-BASED RANKING SYSTEM AND ITS APPLICATION IN CADAVER KIDNEY ALLOCATION A DISSERTATION SUBMITTED TO THE DEPARTMENT OF MANAGEMENT SCIENCE AND ENGINEERING AND THE COMMITTEE ON GRADUATE STUDIES OF STANFORD UNIVERSITY IN PARTIAL FULFILLMENT OF THE REQUIREMENTS FOR THE DEGREE OF DOCTOR OF PHILOSOPHY Yichuan Ding August 2012 © 2012 by Yichuan Ding. All Rights Reserved. Re-distributed by Stanford University under license with the author. This work is licensed under a Creative Commons Attribution- Noncommercial-No Derivative Works 3.0 United States License. http://creativecommons.org/licenses/by-nc-nd/3.0/us/ This dissertation is online at: http://purl.stanford.edu/nt830sv6639 ii I certify that I have read this dissertation and that, in my opinion, it is fully adequate in scope and quality as a dissertation for the degree of Doctor of Philosophy. Stefanos Zenios, Primary Adviser I certify that I have read this dissertation and that, in my opinion, it is fully adequate in scope and quality as a dissertation for the degree of Doctor of Philosophy. Peter Glynn I certify that I have read this dissertation and that, in my opinion, it is fully adequate in scope and quality as a dissertation for the degree of Doctor of Philosophy. Lawrence Wein I certify that I have read this dissertation and that, in my opinion, it is fully adequate in scope and quality as a dissertation for the degree of Doctor of Philosophy. Yinyu Ye Approved for the Stanford University Committee on Graduate Studies. Patricia J. Gumport, Vice Provost Graduate Education This signature page was generated electronically upon submission of this dissertation in electronic format. -
AMSTATNEWS the Membership Magazine of the American Statistical Association •
October 2019 • Issue #508 AMSTATNEWS The Membership Magazine of the American Statistical Association • http://magazine.amstat.org JSM2019 REMINISCING ON THE IMPACT ALSO: SDSS 2020 to Feature Refereed Submissions Hadley Wickham Wins Prestigious COPSS Presidents’ Award Announcing New in Stata 16 f Meta-analysis f Multiple-dose pharmacokinetic modeling f Lasso-based machine learning f Import data from SAS and SPSS f Python integration f Random-effects models with any combination of MNAR outcomes, f Bayesian predictions nonrandom treatment assignment, and unobserved confounding f Multiple chains in Bayesian estimation f Numerical integration f Truly reproducible reporting f Linear programming f Multiple-group IRT f Nonparametric series regression f Sample-size analysis for inference with confidence intervals stata.com/amstat-stata16 Stata is a registered trademark of StataCorp LLC, 4905 Lakeway Drive, College Station, TX 77845, USA. AMSTATNEWS OCTOBER 2019 • ISSUE #508 Executive Director Ron Wasserstein: [email protected] Associate Executive Director and Director of Operations features Stephen Porzio: [email protected] 3 President’s Corner Director of Science Policy Steve Pierson: [email protected] 5 Highlights of the July 26–27, 2019, ASA Board of Directors Meeting Director of Strategic Initiatives and Outreach Donna LaLonde: [email protected] 7 Study Reveals Gender Imbalance on Director of Education (Bio)statistics Editorial Boards Rebecca Nichols: [email protected] 9 Boston University to Hold Symposium on Managing Editor Statistics and Life