S t a t i s t i c s & A c t u ar i a l s C i e n ce Fall 2006 sampler

2 Faculty & Staff News from the Chair Faculty Books 3 Recent Publications

Research and Grants 4 It is now well into the fall semester of a new year and we have finally had a chance to catch our breath and report to you on the happenings over the last year. It was a very successful year with Student Awards many exciting developments. & Scholarships Qihe Tang joined our faculty in January as an assistant professor in . We also 5 hired Rhonda DeCook who will start in January 2007 as assistant professor in statistics. Matt Bognar has also joined us as a full- time lecturer in statistics. We are extremely pleased with these new Dedications additions. Our faculty have been very active with many new honors, publications, and grant awards. 6 Read more about it in the following pages! This year we graduated three Ph.D. students from our department: Elizabeth Hansen, Rui Qin, Honor Roll and Noelle Samia. All have found excellent positions: Elizabeth at Western Illinois, Rui at the Mayo 7 of Contributors Clinic, and Noelle at Northwestern. We also awarded 4 M.S. degrees and 4 B.S. degrees in statistics last year. Our actuarial science program awarded 24 M.S. degrees and 9 B.S. degrees. Our students’ pass rates on the SOA exams continue to be exceptional. In addition, 16 alumni became Fellows Recent Grads Iand 18 became Associates of the Society of . 11 We are very grateful for the generous donations from alumni, friends, and companies who allow us to attract and support the best students. During the 2005-2006 academic year we spent Invited Speakers more than $95,000 on our students, the vast majority in the form of scholarships, actuarial exam 12 fee reimbursements, and awards. This is a big investment, but having the best students makes it worthwhile. Thank you for helping to make our programs successful! Alumni News A very important way to support the department’s efforts in hiring and retaining the best faculty 13 In Memoriam is the establishment of endowed chairs in the department. We recently instituted the Robert V. Hogg Professorship account at the Foundation to fund a chair in our department in Bob’s honor. I hope you will enjoy reading the news about the department, students, faculty, staff, and alumni NBER/NSF Workshop on the following pages. We would be happy to include any news you would like to share with former 15 classmates in next year’s newsletter. Please use the enclosed sheet to send your information, or send us an email. Craig Lectures 16 Best Wishes,

Luke Tierney Chair, Statistics and Actuarial Science Ralph E. Wareham Professor of Mathematical Sciences (319) 335-0712 [email protected] 17 Faculty and Staff News

Rhonda DeCook has been hired to start in the spring Robert V. Hogg gave the 9th Annual Spencer and 2007 semester as an assistant professor of statistics. Spencer Systems Lecture on April 24, 2006, at the She comes to us from Iowa State University in Ames, University of Missouri, St. Louis. It was entitled Iowa. Her research interests include statistical “Probability and Life.” In addition, Bob was awarded methods for microarray analysis, QTL analysis, and the 2006 Carver Medal from the Institute of Math- eQTL analysis, and computer-intensive methods with ematical Statistics (IMS). His citation reads: “To Bob application to the biological sciences. Rhonda earned her PhD at Hogg, whose past service as IMS Program Secretary (1969-1974) and long Iowa State University in 2006. Before pursuing a graduate degree, term support of the Central Region helped build and sustain the IMS, and she received a teaching certification from the University of Iowa which continues to epitomize the best in service to the Institute, we award and taught high school mathematics in Madison, Wisconsin. We the Carver Medal.” Congratulations, Bob! are looking forward to working with you, Rhonda!

Dale Zimmerman gave invited talks at the National Matt Bognar has joined the faculty as a lecturer in Academy of Science in Washington D.C., at the ENAR statistics, starting the fall 2006 semester. Matt is an Meeting in Tampa, FL, at the Department of Statistics alumnus of the Department and we are very excited of Washington State University, at a Salmon Habitat to work with him. Welcome, Matt! Modeling Workshop in Anchorage, AK (which was sponsored by the Nature Conservancy) and at the Joint Statistical Meetings in Seattle, Washington.

Qihe Tang joined the faculty as an assistant professor in actuarial science in January 2006. He came to our Joseph Lang was promoted to full professor department from Concordia University in Montreal, effective August 2006. Congratulations, Joe! Canada. His research interests include risk manage- Professor Lang gave a talk at the International ment, financial mathematics, ruin theory and precise Workshop on Statistical Modeling in Galway, large deviations. This semester he is teaching Ireland this summer as well. Mathematical Statistics I and Advanced Topics in Actuarial Science. Welcome aboard, Qihe! Joe Cavanaugh, who has a joint appointment with the Department of Biostatistics, was the recipient Kung-Sik Chan was named Fellow of the Institute of Mathemati- of the 2005-06 College of Public Health Collegiate cal Statistics (IMS). The induction ceremony took place August 2, Teaching Awards. The award recognizes faculty 2006, at the IMS Meetings in Rio de Janeiro, Brazil. Professor members for their excellence in undergraduate Chan received the award for major contributions to time series and graduate teaching. analysis, introducing important new methodologies for inference from non-linear time series, and developing a new theory describ- ing properties of those techniques and of methods introduced by Russell Lenth has been selected as the Program others. Chair for the 2008 Joint Statistical Meetings in Denver. His website on power and sample size continues to attract users—about 10,000 visits per Elias Shiu was granted a career development award month on average. for the fall semester of 2005. He visited the Hong Kong Polytechnic University, University of Hong Kong, University of New South Wales, Australian Jian Huang continued working on several research National University, and The Swiss Federal Institute projects supported by grants from the NIH , includ- of Technology in Zurich. He also gave talks in a ing the HHBLI Shared Microarray Facility Grant and meeting of the Australian Institute of Actuaries, the annual the Holden Comprehensive Cancer Center’s Support meeting of the , and the ASTIN-AFIR joint Grant. Professor Huang gave invited talks at the meeting. In the summer he presented papers at the Shanghai- 2006 International Biometric Society Eastern Hong Kong and Actuarial Forum, Fudan University, North American Region Spring Meeting in Tampa, FL, at Leiden Shanghai, the Tenth International Congress on Insurance: University in the Netherlands, the Biostatistics Seminar at Mathematics and , Katholieke Universiteit Leuven, the University of Michigan, and the Statistics Seminar at Iowa Belgium, and the First International Workshop on Gerber-Shiu State University. Functions (named after Professor Shiu) in Concordia University, Montreal.

 Jessie Trepanier was a recipient of the Mary Louise Kelley Professional Development Award More Recent Publications given to staff by the College of Liberal Arts and Sciences. She attended the Iowa Administrative Huang, J., Wang, D. L., and Zhang, C.-H. (2005). Assistants Conference. The conference offered A Two-Way Semilinear Model for Normalization and Analysis of several sessions designed to assist administrators cDNA Microarray Data. Journal of American Statistical Association, with their professional development as well as their image 100: 814-829. and communication skills. Huang, J. and Zhang, C.-H. (2005). Asymptotic Analysis of a Two-Way Semiparametric Regression Model for Microarray Data. Tammy Siegel was a recipient of a Career Statistica Sinica, 15: 597-618. Development Award from UI Staff Development. Tammy used it to attend the 3-day Seven Habits Ma, S. G. and Huang, J. (2005). Regularized ROC Method for of Highly Effective People Series. Keep up the Disease Classification and Biomarker Selection with Microarray great work, Tammy! Data. Bioinformatics, 21: 4356-4362.

Huang, J., Ma, S. G., and Xie, H. L. (2006). Regularized Estima- tion in the Accelerated Failure Time Model with High-Dimension- al Covariates. Accepted for publication by Biometrics.

Huang, J., Ma, S. G., and Xie, H. L. (2006). Least Absolute Deviations Estimation for the Accelerated Failure Time Model. Faculty Books Accepted for publication by Statistica Sinica.

Jonathan Cryer and Kung-Sik Chan are working on Scheetz, T. E., Kim, K.-Y. A., Swiderski, R. E., Philp, A. R., Braun, a book entitled Time Series Analysis. It is essentially a T. A., Knudtson, K. L., Dorrance, A. M., DiBona, G. F., Huang, J., revision of Jon’s old text with the same title that has Casavant, T. L., Sheffield, V. C., and Stone, E. M. (2006). Regula- been out of print for a while. However, much new tion of Gene Expression in the Mammalian Eye and its Relevance material will be added to the new edition, with four to Eye Disease. Proceedings of the National Academy of Sciences. new chapters on time series regression, time series September 26, 2006. Vol 103: 14429-14434. models of heteroscedascity, threshold models, Jahrsdörfer, B., Blackwell, S. E., Wooldridge, J. E., Huang, J,, spectral analysis and long-memory time series. An R package has Andreski, M. W., Jacobus, L. S., Taylor, C. M., and Weiner, G. J. been under development for the new book. The R package will be (2006). B-Chronic Lymphocytic Leukemia Cells and Other B available to the public. A manual on the use of R in time series Cells Can Produce Granzyme B and Gain Cytotoxic Potential modeling will be published as a separate volume. The tentative After Interleukin-21-Based Activation. Blood. 2006. plan is to publish the two books with Springer Verlag in early summer 2007. Wang, D. and Huang, J. (2006). Detecting Linkage Disequilib- rium in the Presence of Locus Heterogeneity. Accepted for Johannes Ledolter, with co-author Arthur J. Swersey of the Yale publication by Annals of Human Genetics. School of Management, has published the book Testing 1 – 2 – 3: Experimental Design with Applications in Marketing and Service Chiang, A. P., Beck, J. S., Yen, H.-J., Tayeh, M. K., Scheetz, T. E., Operations (Stanford University Press, 2007). While tools of Swiderski, R., Nishimura, D., Braun, T. A., Kim, K.-Y., Huang, J., experimental design are widely used in the physical sciences and Elbedour, K., Carmi, R., Slusarski, D. C., Casavant, T. L., Stone, in manufacturing, there are few reported applications in the E. M., and Sheffield, V. C. (2006). Homozygosity Mapping with business and operations management literature. The book fills SNP Arrays Identifies a Novel Gene for Bardet-Biedl Syndrome this large gap by emphasizing marketing, service operations, and (BBS11). Proceedings of the National Academy of Sciences (USA), general business problems. The text is written for both academic vol. 103, no. 16:6287-6292. and practitioner audiences. It can be used effectively in MBA Zhang, H. and Zimmerman, D.L. (2005). Toward Reconciling courses in quality management and marketing research, and in Two Asymptotic Frameworks in Spatial Statistics. Biometrika, 92, undergraduate and graduate courses in design of experiments. It 921-936. is also well suited for self-study by quality professionals, manage- ment consultants, and other practitioners. Rushton, G., Armstrong, M.P., Gittler, J., Greene, B.R., West, M.M., and Zimmerman, D.L. (2006). Geocoding in Cancer Research: A Review. American Journal of Preventative Medicine, 30 (2S), S16-S24.

Svendsen, E.R., Thorne, P.S., O’Shaughnessy, P.T., Zimmerman, D.L., and Reynolds, S.J. (2006). House Dust Collection Efficiency of the High Volume Small Surface Sampler on Worn Carpets. Journal of the Occupational and Environmental Hygiene, 3, 334-341.

 Research and Grants

A team es socio-economic ed into the University science and other scyphomedusa Chrysa- of five issues, such as what of Iowa’s research fields, e.g., finance. He ora melanaster in the research- factors drive the price computational Grid will study new methods Bering Sea as a model ers from of gasoline. Jian (HawkGrid), which is a for analyzing time system to examine the Huang’s work involves node of the nationwide series data with long- processes that control Depart- collaboration with Open Science Grid. memory temporal the spatial and ment of medical researchers in Thus, the cluster will patterns. temporal patterns Statistics and Actuarial the Cancer Center at contribute to broader The developed method- of marine organisms Science led by Kate the University of Iowa research on Grid ologies will furnish with complex life cycles Cowles has been and will contribute to computing methodol- general tools for involving a sessile awarded an NSF grant the development of ogy, and, when not analyzing changes in (source) and a pelagic in the amount of more effective methods being used to capacity the volatility pattern in (sink) phase. Scypho- $95,000 for the period for using genetic by researchers in the the data, exploring medusa (a.k.a., July 15, 2006 to June information in the Statistics and Actuarial structural relationships jellyfish) blooms are 30, 2007. The grant, diagnosis and treat- Science Department, it within a set of time common occurrences awarded under the ment of cancer. Luke will be a research series data, and in many marine Scientific Computing Tierney develops computing resource for assessing effects of habitats and are Research Environ- methods for simplify- the greater University aggregating the data important events ments in the Math- ing the development of of Iowa community and over longer observa- controlling plankton ematical Sciences parallel statistical for users of the Open tional periods. These dynamics in these (SCREMS) program, algorithm and is also Science Grid. methods have applica- systems. Evidence has will be used to pur- interested in applica- tions in various fields, shown increases in chase a high-perfor- tions of parallel Kung-Sik Chan was e.g., pricing of financial jellyfish populations in mance Beowulf cluster computing to data awarded a grant by the derivatives. various locations and of computers for visualization. This work National Science so their impacts on computationally- will assist educators, Foundation under the Kung-Sik Chan has zooplankton and fish intensive statistical researchers, and users title Statistical Analysis also received funding populations probably research. Although of data in business, of Long-Memory from NSF for a are increasing. final specifications are government, and any Continuous-Time collaborative grant for In this study the still being worked out, other field. Tierney Processes. Professor research on Nonlinear research team proposes the new cluster will also is involved in the Chan will study con- Spatio-Temporal to analytically recon- have approximately 88 statistical side of brain tinuous-time fraction- Dynamics and Source- struct the interannual processor cores (22 imaging using PET ally-integrated auto- Sink Reconstruction in distribution of C. nodes, each with 4 technology. Jun Yan regressive moving- Marine Species. One of melanaster benthic cores and 8 gigabytes of and Kate Cowles are average processes and the primary goals of polyps, by statistically memory) and a total of working to improve their variants, based on ecological studies is to merging medusa two terabytes of disk statistical computing recent advances in develop the under- distributional data and storage. It is a huge step strategies for data stochastic calculus of standing and means to predictions from an up from the 28- measured over space fractional Brownian predict how the ocean circulation processor Beowulf and time, and are using motion. Such models abundance and model. Furthermore, cluster purchased by their methods to study provide a general distribution of aquatic the team proposes to the department in 2002 changes in the avail- framework for analyz- organisms respond to identify the factors under a previous able water supply in the ing univariate or multi- changing environmen- affecting the spatio- SCREMS grant. western variate discrete-time tal conditions. After temporal dynamics of and levels of radon gas data sampled from an decades of monitoring medusae by implement- The new grant is to (a risk factor for lung underlying strongly- large marine ecosys- ing a nonlinear and provide research cancer) in buildings. dependent continuous- tems, rich spatial and nonadditive regression computing capacity The new cluster will time process. In temporal datasets are framework that can needed by John also be a valuable particular, he will beginning to emerge, simultaneously account Geweke, Jian Huang, resource for graduate develop methods for yet the statistical for zero inflation and Luke Tierney, Kate students in studying volatility, methods to analyze spatial correlation. The Cowles and Jun Yan, the department. fractional co-integra- these complex systems proposed approach is who are developing and In addition to tion and temporal have either not been particularly relevant for applying statistical serving research aggregation of long- developed or are not rare species (which are computing methods to computing needs in the memory time series accessible to ecolo- often characterized by use massive, complex Department of data. Time series data gists. By employing zero inflation and data to answer real- Statistics and Actuarial are data collected novel statistical spatio-temporal world questions. John Science, the new sequentially over time, approaches, the correlation) and for Geweke’s work address- cluster will be integrat- and they abound in research team uses the species that disperse  student awards and scholarships from specific source In May 2006, Luke Rattanasamay and Jie Zhou for locations. For example, Tierney was awarded a outstanding performance in 22S:174 the proposed approach three year grant by NSF (Taylor/Craig Award), Hing Wu and could be used to under- to study Computing Zhen Li for outstanding perfor- stand the movement of Environments for mance in 22S:180 (Taylor/Cosby larval fish away from Statistics. This work Award), and Cory Gusland and spawning grounds, the will explore and Zhenzhou Lei for outstanding spread of herbivorous develop new principles performance in 22S:182 (Taylor/ insects through forests, for the design of Knowler Award). dispersal of non- statistical software to Scholarships totaling $44,668 indigenous species take advantage of were awarded to 25 students in the away from points of modern computing 2005-06 academic year. Included introduction, and the power. Particular Jennifer Sternemann receives her award from among these were several named proliferation of emphasis is placed on Professor Luke Tierney scholarships: infectious diseases exploring the effective from epicenters. use of compilation, Our annual student awards were AmerUs Charitable Foundation code analysis, and presented at the 36th annual Craig Scholarships In fall 2005, Dale exception handling for Lectures on April 27, 2006. Our Reilly Peterson and Hing Wu Zimmerman joined a statistical languages, outstanding teaching assistant of the team of researchers and on developing year was Jennifer Sternemann, who Principal Financial Group from the College of effective tools and received the Allen T. Craig Award. Foundation Scholarship Public Health and the frameworks for parallel The Lloyd A. Knowler Awards were Shaun Cullinane Department of computing in statistics. presented to Shaun Cullinane, Minh Geography on a project Pilot implementations Doan, and Cory Gusland. The Henry Towers Perrin Scholarships funded by the Centers are incorporated in L. Rietz Award was presented to Emily Montag, Pamela Walz, for Disease Control and open source statistical Dong Liang for his outstanding Chu-Yu Chung, and Jingxia Wen Prevention, called software systems. performance on the Ph.D. Compre- Comprehensive hensive Exams this year. Harold W. Schloss Assessment of Rural Memorial Scholarship Health in Iowa. The Jin (Alex) He goal of this project is to investigate whether D.W. Simpson & Co. Scholarship there are associations Cory Gusland between various rural risk factors (such as Charles and Eleanore Wilson distance from a Scholarships person’s residence to Kimberly Cessna, Cameron the nearest concen- Cunion, Alexander Duran, trated animal feeding Stepanie Fahy, Matthew Gan- operation) and various April 18, 2006 at the Iowa River Power Restaurant— dolfo, Whitney Gerlich, Cory health outcomes (for Zhen Li, Zhenzhou Lei, Nealand Rattanasamay, Cory Gusland, Myung Joo (Richard) example, birth defects Gusland, Prof. Robert V. Hogg, Jie Zhou, Andrew Ng, Kim, Jennifer Lingenfelter, or cancer). One of Hing Wu Jeffrey McClure, Colleen Professor Zimmerman’s McGlaughlin, Kyle Mulholland, contributions to the Mr. Robert H. Taylor wishes to Kent Schrad, Lindsey Scott, project has been to encourage all students in the depart- Peter Tigges, and Seth Truka devise a statistical ment (as well as students outside the privacy protection department) to pursue scholarship in In addition to scholarships, the protocol, which is a the actuarial profession. Accordingly, department refunded a total of method for allowing Mr. Taylor established this fund to $19,950 to students passing CAS/ important statistical support annual awards to be given to SOA exams in 2005-06. analyses to go forward the University of Iowa students who We are pleased to have so many while maintaining the demonstrate excellence in research outstanding students receiving confidentiality of and academic performance. scholarships and passing exams, just individuals’ health This year’s recipient of the Taylor as we are grateful for the generous information. He also Award in Actuarial Analysis was donations from corporations, provides overall Cheuk-Yin Andrew Ng. The recipients alumni and friends who make these statistical support. of the Taylor Awards for academic scholarships and exam refunds performance were Nealand possible.  Over the past year we lost many good friends. This section pays tribute to two of these friends, Jim Hickman and Ralph Wareham.

Some Memories of Jim Hickman Jim will be missed by many; Professor Elias Shiu by Bob Hogg and I considered trying to establish a James C. Hickman Scholarship for actuarial students at Iowa, When James C. Hickman, Professor Emeritus but then we thought it might be better to support of Business and Statistics and former Dean of the Hickman Professorship at Wisconsin. If some of Wisconsin’s School of Business, died on September his former students or friends from Iowa would like 10, 2006, many of us lost a great friend. While Jim to give something in his memory, please consider: and I had not seen too much of each other in recent years, Jim and Margaret were always considered The Hickman Professorship, close friends; at least at each Christmas they would UW-Madison Business School always share some news about their activities and c/o UW Foundation, those of their children, Chuck, Don, and Barbara. 1848 University Avenue I think the last time that I saw them was in 2002 Madison, WI 53726 when they drove from Madison to Iowa City as I was receiving an honor from the Alumni Association. I truly appreciated their effort in helping me “make my day.” Ralph E. Wareham In the early 1950’s, Jim came to the University by Luke Tierney of Iowa and earned his M.S. in Mathematics, Ralph E. Wareham Professor of specializing in Actuarial Science. He then spent the Mathematical Sciences next few years as an at Banker’s Life (now the Principal Financial Group) in Des Moines. On February 27, 2006, Ralph E. Wareham However, he really wanted to return to Iowa and passed away at the age of 91. He is survived by Cora, earn his Ph.D. In the late 1950’s he was accepted, his wife of 17 years, a daughter and a son. and in that first year, he found that advanced A native of Peterson, IA, Ralph earned a mathematics was extremely difficult, especially bachelors degree, with distinction, in mathematics after working in the “real world” for a few years. with an emphasis in actuarial science from the But nothing could stop Jim, for he was deter- University of Iowa in 1935. From 1935 to 1945 Ralph mined—he wrote a fine thesis in statistics under worked as quality control coordinator for General Allen Craig and me—receiving his Ph.D. in Electric in Schenectady, NY, and in 1945 he mathematics in 1961. Professor W.T. Reid, then founded his own quality control consulting firm. head of the Department, Allen Craig, and I went Along with W. Edwards Deming, Eugene Grant, into a huddle and decided we better try to hire Jim and Holbrook Working he was one of the major as an Assistant Professor to fill that position. He contributors to the Stanford University Intensive accepted, and later joined the new Department of Course in Quality Control, which became the basis Statistics when it was formed in 1965. for the War Production Board courses on quality In the early 1970’s, Jim, as an actuary, wanted control held during the Second World War. Ralph more involvement in the College of Business. The was a founding member, fellow, and second national University of Iowa tried but we never could work out president of the American Society for Quality. Ralph has been a long time benefactor of the

edicationsan honest joint appointment with Business. The University of Wisconsin made an offer of such an University of Iowa. He provided a generous endow- appointment and he left Iowa in 1972. It was a big ment for the Ralph E. Wareham Chair in Mathemat- loss for us; but as I look back today, it was probably ical Sciences; I had the honor to be appointed to this position in 2002. It was my privilege to meet

D the best thing for his career. Jim really needed that involvement. Jim was certainly one of my most Ralph on a visit to Iowa City shortly after my arrival interesting Ph.D.s. He went on to have an extremely and I very much enjoyed discussing the many successful academic career in Actuarial Science, research topics related to quality management and winning a number of awards, and then serving as forecasting that still fascinated him. He will be Dean of Wisconsin’s School of Business for several sorely missed. years. He was particularly effective raising money for the new business building there.

 Dorner, Colleen O., Griffith, Steven L., The University of Iowa Indianapolis, Ind. Solon, Iowa Dorner, William W., Guerra, Terry, College of Liberal Arts Indianapolis, Ind. Philadelphia, Pa. Driskell, Olga A., Hale, Mark P., Jr., and Sciences Sellersburg, Ind. Iowa City, Iowa Driskell, Richard G., Hamilton, James R., Department of Statistics Sellersburg, Ind. Long Branch, N.J. Dukes, Jean S., Harding, John W., Western Springs, Ill. Arlington Heights, Ill. and Actuarial Science Dukes, Jeffery T., Hayek, Stanley J., Western Springs, Ill. Charles City, Iowa Honor Roll of Contributors Edge, Jana L., Normal, Ill. Hewett, John E., Edge, Orlyn P., Normal, Ill. Columbia, Mo. Eyre, Harry C., Hickman, James C., This honor roll gratefully recognizes graduates, faculty, and friends who Columbus, Ohio Madison, Wis. (PC) contributed $100 or more from January 1, 2005, through June 30, 2006, to Eyre, Margaret Jane, Hickman, Margaret W., the Department of Statistics and Actuarial Science through The University Columbus, Ohio Madison, Wis. (PC) of Iowa Foundation, the preferred channel for private support of all areas of Fagenbaum, Carl R., Hoffman, Kevin L., the University. Contributors are listed alphabetically. Cedar Rapids, Iowa Savannah, Ga. The Presidents Club permanently recognizes those who make outright Farmer, Thurston P., Jr., Hoffman, Lorrie L., gift commitments of $40,000 or more within a 10-year period and those Green Valley, Ariz. Savannah, Ga. pledging substantial deferred support to any area of the University. Corpo- Ferris, Andy P., Chicago, Ill. Hogg, Ann E., Buena Vista, Colo. (DC) rations, foundations, and other organizations are recognized in The Fishman, Morris, Presidents Club Associates. Members of The Presidents Club, the Universi- Clearwater, Fla. Hogg, Barbara J., Kenilworth, Ill. (DC) ty’s highest honor club for contributors, are recognized in bold type. Forbes, Colleen, A (PC) follows the names of those who qualified for membership in the West Simsbury, Conn. Hogg, Robert V., Buena Vista, Colo. (DC) College of Liberal Arts and Sciences Dean’s Club Patrons Circle by contrib- Forbes, Leon D., West Simsbury, Conn. Holden, Douglas C., uting $2,500 or more to any area in the College of Liberal Arts and Sciences Portland, Ore. from January 1, 2005, through June 30, 2006. Contributors of $1,000 Forde, Luther O., Plymouth, Minn. Homer, Charlene through $2,499 from January 1, 2005, through June 30, 2006 qualify for the Redeker, Nitro, W. Va. Foster, Lindsay D., College of Liberal Arts and Sciences Dean’s Club, which is indicated by a Homer, John E., Nitro, W. Va. (DC) following their names. Ankeny, Iowa Garfin, Louis, Howell, John F., Oceanside, Calif. Nashville, Tenn. Garrett, Christopher H., Howell, Margaret H., Marion, Iowa Nashville, Tenn. Gathers, Jeffrey L., Hunt, David L., Ackerson, Frederic, Breen, Christopher C., Christenson, Eugene M., New Canaan, Conn. (PC) Alexandria, Va. Indianapolis, Ind. New Brighton, Minn. Atlanta, Ga. Geiger, Diane Q., Hunt, Sara E., Africa, Mark D., Breen, Yelitza M., Christiansen, Christofer J., New Canaan, Conn. (PC) Fairfax, Iowa Indianapolis, Ind. Ridgefield, Conn. Des Moines, Iowa Geiger, Waldo F., Jr., Johnson, Charles N., AmerUs Group Charitable Brinker, Jennifer J., Christiansen, Laurie Austin, Wylie, Texas Foundation, Pecatonica, Ill. Ridgefield, Conn. Des Moines, Iowa Des Moines, Iowa (PC) Genter, Fredric C., Johnson, James E., Brumbach, John W., CIGNA Foundation, St. Paul, Minn. (PC) Anlian, Edward, Atlanta, Ga. Philadelphia, Pa. (PC) Burlingame, Calif. Santa Fe, N.M. Geweke, John F., Jones, Donn B., Brumbach, Marie T., Claypool, Bill R., Elkhorn, Neb. De Arteaga, Carmen E., Atlanta, Ga. Ankeny, Iowa (DC) Iowa City, Iowa Palisades Park, N.J. Geweke, Lynne O., Jordan, George R., Jr., Buck, Jennifer J., Claypool, Karen V., Houston, Texas Arteaga, Manuel, Pecatonica, Ill. Ankeny, Iowa (DC) Iowa City, Iowa Junker, Richard J., Palisades Park, N.J. Byrne, Ellen O’Brien, Cole, Ray, Lafayette, Calif. Gifford, Nicholas M., Pleasant Hill, Iowa Valrico, Fla. Atkins, Stephen R., Oklahoma City, Okla. Cretney, Kathryn A., Highland Park, Ill. Giles, Jeanne, Robins, Iowa Karsten, Orlo L., Jr., Byrne, Ronald J., Dawsonville, Ga. The Villages, Fla. Atkins, Susan W., Oklahoma City, Okla. Crise, Jane A., Giles, Kevin, Robins, Iowa Highland Park, Ill. Kellen, Kathleen R., Cain, Vern W., Milwaukee, Wis. Glasgow, Carolyn H., Delafield, Wis. Becker, Joseph L., Amelia Island, Fla. Crise, William K., Clearwater, Fla. (DC) Deerfield, Ill. Kellen, Michael L., Calderwood, Philip D., Milwaukee, Wis. Glasgow, James E., Delafield, Wis. Beekman, Jane M., Pearland, Texas Demoney, N. Edwin, Dallas, Texas Muncie, Ind. Kemble, James W., Caldwell, Maxine K., Arlington, Va. (DC) Glasgow, William M., Eden Prairie, Minn. Beekman, John A., Des Moines, Iowa Demoney, Rosalie S., Clearwater, Fla. (DC) Muncie, Ind. Kiernan, William J., Casualty Actuarial Society, Arlington, Va. (DC) Goebel, Ralph H., Cos Cob, Conn. Bentz, Dale F., Arlington, Va. (DC) DePrenger, Herbert L., Edina, Minn. Calabasas, Calif. King, Patricia M., Chen, Anney, Chester West Des Moines, Iowa Graf, Thomas J., Clive, Iowa Little Rock, Ark. Bentz, Judith Lee, Springs, Pa. DePrenger, L. Jeanne, Gray, Anthony R., Calabasas, Calif. King, Russell L., Chen, Winnie Hsin-Wen, West Des Moines, Iowa Winter Park, Fla. Little Rock, Ark. Botkin, Leroy V., Louisville, Ky. DeWitt, Jane E., Greenberg, Norman G., Northbrook, Ill. Kinne, Katherine A., Chrabaszcz, Edward J., Iowa City, Iowa Arlington, Va. Teton Village, Wyo. (DC) Brackey, Donald G., Kenilworth, Ill. (DC) Donahey, James R., Griffey, Denise M., Glenview, Ill. Springfield, Va. Lenexa, Kan. (DC)  Kinne, Morris Y., Morgan, Lori R., Rogers, Gerald S., Weldon, Theodore T., III, Teton Village, Wyo. (DC) Bloomington, Ill. Las Cruces, N.M. (DC) Chicago, Ill. Klinzman, Frank W., Mortensen, James M., Rosky, Jacqueline Reed, Wilmesmeier, Barbara T., Redding, Conn. Medford, Ore. Louisville, Ky. St. Cloud, Minn. Kluesner, Ray J., Mowery, Brent M., Rosky, Theodore S., Wilmesmeier, James M., Sun Prairie, Wis. McLean, Va. Louisville, Ky. St. Cloud, Minn. Knowling, Doug J., Myers, Robert J., Rugger, Barbara D., Wilson, Eleanore G., Wildwood, Mo. Silver Spring, Md. (DC) San Diego, Calif. San Antonio, Texas (PC) Kraegel, Wilfred A., Nesbitt, Maxine L., Rugger, Gerald K., Woodworth, Carrol H., Mequon, Wis. Carmel, Ind. San Diego, Calif. Iowa City, Iowa (DC) Langlitz, Leon L., Nesbitt, William M., Ruhl, Janifer L., Carmel, Ind. Woodworth, George G., Lenexa, Kan. (DC) Carmel, Ind. 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10 Recent Grads

Elizabeth Hansen to finish my doctorate. consulting for Phase I/ Noelle Samia earned It is always earned her Ph.D. in It was while I was II cancer clinical trials her Ph.D. in Statistics Statistics under the here at Iowa that I and the Department of under the direction of direction of Kung-Sik discovered that I had a Surgery at Mayo Clinic. Kung-Sik Chan. gratifying to Chan. passion for teaching. I The seven years of was given the opportu- graduate study at Iowa see our students nity to teach my own had put a Hawkeye class for three semes- mark on my life. I’ve succeed in ters, and I really started to miss the UI enjoyed it. That is why I campus and all the their academic decided to go into professors, classmates academia as a profes- and friends already Elizabeth Hansen programs and sion. I think that when I type now. I am Noelle Samia Getting a Ph.D. was Western Illinois is a very grateful for the a long, sometimes good fit for me; department providing From the first day then move on frustrating, but teaching is the most the first-class education I entered the Depart- gratifying process. important thing, but and nurturing me to ment of Statistics and to rewarding There were plenty of we are expected to do become a researcher in Actuarial Science at the times when I ques- some research and Statistics. My thesis University of Iowa, I felt careers. It is tioned my ability to service. advisor, Prof. Michael welcomed and at home. finish a Ph.D. I was I hope the best for P. Jones, had been a Thank you Professor fortunate that I had the everyone at Iowa, and great mentor with Jim Broffitt! interesting to support system that was I hope to come and constant encourage- The University of available with the visit soon. ment and support. I am Iowa has provided me hear about Statistics and Actuarial also indebted to the with an excellent Science department at Rui Qin earned his professors in our education for my future Iowa. My advisor, Kung- Ph.D. in Statistics department who had endeavors. The faculty academics and Sik Chan, was so under the direction of enthusiastically was always very know- encouraging and so Michael P. Jones. educated me during ledgeable, helpful, future careers patient with me. I these years. In particu- encouraging, and would often call myself lar, Prof. Jian Huang friendly. I was very from students an idiot, but he assured for invaluable assis- fortunate to have me that I wasn’t; there tance with my disserta- Professor Kung-Sik who just are just some things tion research, Prof. Chan as my thesis that come with experi- Dale Zimmerman for supervisor; he was able ence. The other profes- being my graduate to offer me great graduated. ors at Iowa were always advisor, and Prof. Russ insight, personal willing to answer Lenth for advising me attention, and excellent questions and lend me when I was an RA in mentorship. I also an ear. The graduate the Statistical Consult- would like to thank the Rui Qin students were always ing Center. The departmental staff for friendly to me and were I have just begun teaching and research their tremendous help more than happy to my job at Mayo Clinic, experience at Iowa and support. work with me in the Division of Biostatistics benefited me right The great education classes that we took. I as a Research Associate away here. along with the hospital- became close to some (still in orientation ity that Iowa City has of them, and they were though). My responsi- to furnish, leave me crucial in pushing me bilities are providing with many precious statistical support and memories. I will miss the department and Iowa City!

11 Invited SPEAKERS

Fall 2005 Yacine Ait-Sahalia, Andrew Norris, Shuangee (Steven) Ma, Yong Chen, Depart- Department of Pediatric Endocrinol- Department of ment of Industrial Jian Huang, Economics, Princeton ogy, Children’s Biostatistics and CHS Engineering, Department of University Hospital of Iowa, Coordinating Center, University of Iowa Statistics and Actuarial “Ultra high frequency University of Iowa University of “Application of matroid Science, volatility estimation “Detecting foreshocks: Washington theory in diagnosability University of Iowa and dependent genomic level “Robust semiparamet- and redundancy “Analysis of censored microstructure noise” approaches to the ric microarray normal- analysis of linear survival data with high- identification of ization and significance sensor systems” dimensional covariates” Keith Worsley, modest transcriptional analysis” Department of events in common Ying Zhang, Depart- Noelle Samia, Mathematics and disease” Blake Whitten, ment of Biostatistics, Department of Statistics, McGill Department of University of Iowa Statistics and Actuarial University Thomas R. Belin, Statistics and Actuarial “Likelihood-based Science, “Correlation random Department of Science, semiparametric University of Iowa fields, brain connectiv- Biostatistics, UCLA University of Iowa estimation methods for “A generalized ity, and astrophysics” “Strategies for model- “Fashioning a review panel count data with threshold regression based imputation in component for a covariates” model for analyzing Robert V. Hogg, high-dimensional second course in non-normal nonlinear Department of incomplete data sets” business statistics: a Xiaotong Shen, time series: plague in Statistics and Actuarial tale of four bell curves” School of Statistics, Kazakhstan as an Science, Beth Hansen, University of Minnesota illustration” University of Iowa Department of Matthew Bognar, “Large margin semi- “(Good?) advice for Statistics and Actuarial Department of supervised learning” John Geweke, young statisticians” Science, Statistics and Actuarial Department of University of Iowa Science, Dale Zimmerman, Statistics and Actuarial Jed Frees, School of “Penalized likelihood University of Iowa Department of Science/Department Business, University of estimation of a fixed- “Bayesian modeling of Statistics and Actuarial of Economics, Wisconsin-Madison effect and a mixed- marked spatial point Science, University of Iowa “Long-tail longitudinal effect transfer patterns” University of Iowa “Smoothly mixing and panel data” function model” “Optimal environmen- regressions” Douglas Bates, tal monitoring network N.D. Shyamalkumar, Department of design for empirical Lim Tiong Wee, Department of Spring 2006 Statistics, University of spatial prediction” Department of Statistics and Actuarial Wisconsin-Madison Dorin Drignei, Statistics and Applied Science, “Case studies of mixed- Jim Duarte, Director National Center for Probability, National University of Iowa effects models” of Quality and Atmospheric Research, University of Singapore “A tale of two Reliability, Vermeer Boulder, CO “Optimal early with- strategies” Jun Yan, Department Manufacturing “Parameter estimation drawal and valuation of of Statistics and Company for computationally finite horizon fund Jim Booth, Depart- Actuarial Science, “Pictorial data for intensive nonlinear protection” ment of Biological University of Iowa describing process regression with an Statistics and Computa- “Partly functional performance” application to climate Shuangge Ma, tional Biology, temporal process modeling” Department of Cornell University regression” Matt Austin, Principal Biostatistics, University “Clustering using Statistician, Amgen Rhonda DeCook, of Washington-Seattle objective functions and Elias Shiu, Department “Data visualization in Plant Sciences “ROC method for stochastic search” of Statistics and the reporting of Institute, Iowa State disease classification Actuarial Science, clinical results” University using multiple markers” Hyonggin An, University of Iowa “QTL interval mapping Department of “Dynamic fund for zero-inflated Biostatistics, protection” Poisson traits” University of Iowa “Bayesian analysis of repeated zero-inflated count data” 12 Alumni news

Joy Jordan, PhD John Hewitt, PhD Statistics 1999 Mathematics Joy is the 2006 recipient (Statistics) 1965 of the Waller Education At the annual meeting Award for Innovation in of the American the Instruction of College of Rheumatol- Elementary Statistics. ogy held in San Diego in November, Dr. Sara (Ferree) Hewitt received the Richman, BS Actuarial Lifetime Achievement Actuarial alumni gathering in Portland, Maine: Science 1995 Award from the Biou Xu (MS 2004), Haotong Wu (MS 2005), Sara is the proud Association of Rheuma- Yuying Zheng (MS 2006), Chun He (MS 2006), mother of a baby girl— tology Health Profes- Haibo Liu (MS 2006), Haobo Li (MS 2002), Nicole Leigh Richman, sionals (ARHP). This is Lilin Zhang (MS 2002), Michael (Lilin and born October 19, 2005. the highest honor that Haobo’s cute son). the ARHP can bestow on a member. The ARHP is a subset of the American College of Rheumatology. Dr. Hewitt is in his sixth year of retirement but he is still providing statistical support for investigators in the Health Sciences.

In Memoriam

1931 1935 1937 1941 interest in statistics and Helen L. (Hilleman) Edgar G. Harrell Margaret (Kampmei- Oscar N. Serbein actuarial science) died Morrison (BA in (Ph.D. in mathematical er) McCollum (BA in (MS in mathematical in September. mathematical sciences, sciences, with an mathematical sciences, sciences, with an with an interest in interest in statistics with an interest in interest in statistics and 1963 statistics and actuarial and actuarial science) statistics and actuarial actuarial science) died James V. Hinrichs science) died in March. died in September. science) died in in January. (MS in mathematical August. sciences, with an 1934 1935 1951 interest in statistics Lt. Col. Merle P. Ralph E. Wareham 1940 Karl W. Fuerste (MS in and actuarial science) Woodall (BA in (BA in mathematical William G. Schneider mathematical sciences, died in January. mathematical sciences, sciences, with an (BA in mathematical with an interest in with an interest in interest in statistics sciences, with an statistics and actuarial 1990 statistics and actuarial and actuarial science) interest in statistics and science) died in May. Shari Chen-Hardee science) died in July. died in February. actuarial science) died (MS in statistics) died in March. 1961 in January. James C. Hickman (Ph.D. in mathematical sciences, with an

13 Congratulations to Iowa alumni who became associates or fellows in the Society of Actuaries!

Society of Actuaries Society of Actuaries Associates(ASA) Fellows(FSA)

July 2006 July 2006 Shu-Hsin (Michael) Liao MS 2002 Wai Ming (Clara) Lau MBA 2004 Yeni Son MS 1999 Erin Sheriff BS Math 2001 Mei Zhu MS 2001 May 2006 April 2006 Bradley Hinesman BS 1999 Haibo Liu MS 2005 Kelly Jin MS 1001 Geanie Leo BS 1999 February 2006 Catherine Liang BS 1993 Daniel Fix MS 2003 Joshua Flowers BS 2003 March 2006 Shuo Liu MS 2004 Bradley Heinrichs BS 2002 Bryce Rosel BS 2003 Hsu-Feng Lin MS 1998 Lu (Tiffany) Wang MS 2005 Jason Meade BS 2001

December 2005 November 2005 Rong Yang MS 2003 Jing Hong MS 2000

November 2005 August 2005 Lina Xu MS 1990 Michael Garvin BS 2002 Yue Xu MS 2004 Nicholas Gifford BS 2002 Corrie Proksa BS 1998 July 2005 Guan Ting (Janelle) Ong MS 2004 May 2005 Pragya Sharma MS 2003 May-Yee Ng BS 2000 Ranee Thiagarajah MS 1998 Mark Oiler BS 2001 Richard Von Fumetti BS 2001 May 2005 Laura Heyn BS 2000 Crystal Kauder BS 1998 Phillip Loftus BS 1999

14 2007NBER/NSF Workshop on Time Series

The University of of Conferences in from other disciplines. Iowa will host the 2007 Economics and Mathe- Many of the partici- NBER/NSF Workshop matical Economics. pants of the workshop on Time Series, on The NSF/NBER hold important posts in September 14-15, see workshop has evolved the statistics/econo- http://www.stat.uiowa. into the premier metrics profession such Kung-Sik Chan edu/timeseries. The conference in time as editors of major NBER/NSF Time series with 70 to 130 journals or reviewers Series Workshop is participants from the of nationally funded sponsored by the US and abroad— research grants. The National Bureau of including Canada, conference provides Economic Research Mexico, Australia, and the University of Iowa (NBER) and the many European and an excellent opportu- National Science Asian countries. Since nity to showcase its Foundation (NSF), as 1994, the meeting has own programs. The Johannes Ledolter well as several units of been hosted by conference has also the University of Iowa Harvard University, developed strong ties including the Henry B. Duke University, with the Census Tippie College of University of Rotter- Bureau, the Federal Business, the College dam, University of Reserve, Bell Labs, the of Liberal Arts and Chicago, Academia Center for Disease Sciences and the Sinica (Taipei), Control and other Department of Colorado State non-university research Statistics and Actuarial University, North centers. John Geweke Science. Carolina State Univer- The first NSF/ sity, the Wharton The organization committee of the 2007 NBER workshop on School at the University Time Series Workshop consists of the following time series was of Pennsylvania, members: organized more than Southern Methodist Kung-Sik Chan 25 years ago at the University, University of (University of Iowa, local organizer) urging of Arnold Heidelberg, and the Zellner, a well-known University of Montreal. Richard A. Davis (Colorado State University) economist at the While the seminar University of Chicago routinely attracts the John Geweke and former president most respected and (University of Iowa, local organizer) of the American noted researchers in Statistical Association. economic time series Johannes Ledolter The purpose of the such as T.W. Anderson, (University of Iowa, local organizer) meeting was to bring Durbin, Fuller, Parzen, together the most Rosenblatt, Tiao, James H. Stock (Harvard University) productive researchers Zellner, and Nobel in economic time series Prize winners Engle Ruey S. Tsay (University of Chicago) analysis to exchange and Granger, the new ideas. Following organizers are also Please contact us if you have any questions. the success of the first strongly encouraged meeting, this confer- to seek out junior ence has become an researchers in econom- annual function and ics and statistics and was added to the group interested investigators

15 Craig Lectures

Alan Agresti is Distinguished the Social Sciences” (3rd ed. 1997, Prentice Hall), and Professor of Statistics at the University “Statistics: The Art and Science of Learning from Data of Florida in Gainesville. He earned a (2006, Prentice Hall, with Chris Franklin). Agresti has bachelor’s degree from the University of received many awards for his research and his teaching, Rochester and a doctorate in Statistics including Fellow of the American Statistical Association from the University of Wisconsin (ASA) and an honorary doctorate from De Montfort (where he was Stephen Stigler’s first PhD University in the U.K. In 2002 he won the award for student). He has published over 100 Excellence in Continuing Education from ASA. In 2003 articles on statistical methodology, he was named Statistician of the Year by the Chicago chapter mainly on a variety of topics dealing with of ASA. In 2004 he was the first honoree of the Herman Alan Agresti categorical data analysis. His current Callaert Leadership Award in Biostatistical Education and research interests include small-sample confidence intervals Dissemination awarded by the University of Limburgs, for contingency tables and the analysis of clustered categori- Belgium. He has presented invited lectures and short 2 cal measurement data. courses for universities and companies in about 25 countries. Agresti is best known for being author of the text “Categorical Data Analysis” (2nd ed. 2002, Wiley). Among other books he has authored are “Statistical Methods for 3

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