A Conversation with Sujit Kumar Mitra in 1993 and Some Comments on His Research Publications Simo Puntanen & George P
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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. -
13Th International Workshop on Matrices and Statistics Program And
13th International Workshop on Matrices and Statistics B¸edlewo, Poland August 18–21, 2004 Program and abstracts Organizers • Stefan Banach International Mathematical Center, Warsaw • Committee of Mathematics of the Polish Academy of Sciences, Warsaw • Faculty of Mathematics and Computer Science, Adam Mickiewicz Uni- versity, Pozna´n • Institute of Socio-Economic Geography and Spatial Management, Faculty of Geography and Geology, Adam Mickiewicz University, Pozna´n • Department of Mathematical and Statistical Methods, Agricultural Uni- versity, Pozna´n This meeting has been endorsed by the International Linear Algebra Society. II Sponsors of the 13th International Workshop on Matrices and Statistics III Mathematical Research and Conference Center in B¸edlewo IV edited by A. Markiewicz Department of Mathematical and Statistical Methods, Agricultural University, Pozna´n,Poland and W. Wo ly´nski Faculty of Mathematics and Computer Science, Adam Mickiewicz University, Pozna´n,Poland Contents Part I. Introduction Poetical Licence The New Intellectual Aristocracy ............ 3 Richard William Farebrother Part II. Local Information Part III. Program Part IV. Ingram Olkin Ingram Olkin, Statistical Statesman .......................... 21 Yadolah Dodge Why is matrix analysis part of the statistics curriculum ...... 25 Ingram Olkin A brief biography and appreciation of Ingram Olkin .......... 31 A conversation with Ingram Olkin ............................ 34 Bibliography .................................................. 58 Part V. Abstracts Asymptotic -
A Century of Mathematics in America, Peter Duren Et Ai., (Eds.), Vol
Garrett Birkhoff has had a lifelong connection with Harvard mathematics. He was an infant when his father, the famous mathematician G. D. Birkhoff, joined the Harvard faculty. He has had a long academic career at Harvard: A.B. in 1932, Society of Fellows in 1933-1936, and a faculty appointmentfrom 1936 until his retirement in 1981. His research has ranged widely through alge bra, lattice theory, hydrodynamics, differential equations, scientific computing, and history of mathematics. Among his many publications are books on lattice theory and hydrodynamics, and the pioneering textbook A Survey of Modern Algebra, written jointly with S. Mac Lane. He has served as president ofSIAM and is a member of the National Academy of Sciences. Mathematics at Harvard, 1836-1944 GARRETT BIRKHOFF O. OUTLINE As my contribution to the history of mathematics in America, I decided to write a connected account of mathematical activity at Harvard from 1836 (Harvard's bicentennial) to the present day. During that time, many mathe maticians at Harvard have tried to respond constructively to the challenges and opportunities confronting them in a rapidly changing world. This essay reviews what might be called the indigenous period, lasting through World War II, during which most members of the Harvard mathe matical faculty had also studied there. Indeed, as will be explained in §§ 1-3 below, mathematical activity at Harvard was dominated by Benjamin Peirce and his students in the first half of this period. Then, from 1890 until around 1920, while our country was becoming a great power economically, basic mathematical research of high quality, mostly in traditional areas of analysis and theoretical celestial mechanics, was carried on by several faculty members. -
An Annotated Bibliography on the Foundations of Statistical Inference
• AN ANNOTATED BIBLIOGRAPHY ON THE FOUNDATIONS OF STATISTICAL INFERENCE • by Stephen L. George A cooperative effort between the Department of Experimental • Statistics and the Southeastern Forest Experiment Station Forest Service U.S.D.A. Institute of Statistics Mimeograph Series No. 572 March 1968 The Foundations of Statistical Inference--A Bibliography During the past two hundred years there have been many differences of opinion on the validity of certain statistical methods and no evidence that ,. there will be any general agreement in the near future. Also, despite attempts at classification of particular approaches, there appears to be a spectrum of ideas rather than the existence of any clear-cut "schools of thought. " The following bibliography is concerned with the continuing discussion in the statistical literature on what may be loosely termed ''the foundations of statistical inference." A major emphasis is placed on the more recent works in this area and in particular on recent developments in Bayesian analysis. Invariably, a discussion on the foundations of statistical inference leads one to the more general area of scientific inference and eventually to the much more general question of inductive inference. Since this bibliography is intended mainly for those statisticians interested in the philosophical foundations of their chosen field, and not for practicing philosophers, the more general discussion of inductive inference was deliberately de-emphasized with the exception of several distinctive works of particular relevance to the statistical problem. Throughout, the temptation to gather papers in the sense of a collector was resisted and most of the papers listed are of immediate relevance to the problem at hand. -
Academic Genealogy of the Oakland University Department Of
Basilios Bessarion Mystras 1436 Guarino da Verona Johannes Argyropoulos 1408 Università di Padova 1444 Academic Genealogy of the Oakland University Vittorino da Feltre Marsilio Ficino Cristoforo Landino Università di Padova 1416 Università di Firenze 1462 Theodoros Gazes Ognibene (Omnibonus Leonicenus) Bonisoli da Lonigo Angelo Poliziano Florens Florentius Radwyn Radewyns Geert Gerardus Magnus Groote Università di Mantova 1433 Università di Mantova Università di Firenze 1477 Constantinople 1433 DepartmentThe Mathematics Genealogy Project of is a serviceMathematics of North Dakota State University and and the American Statistics Mathematical Society. Demetrios Chalcocondyles http://www.mathgenealogy.org/ Heinrich von Langenstein Gaetano da Thiene Sigismondo Polcastro Leo Outers Moses Perez Scipione Fortiguerra Rudolf Agricola Thomas von Kempen à Kempis Jacob ben Jehiel Loans Accademia Romana 1452 Université de Paris 1363, 1375 Université Catholique de Louvain 1485 Università di Firenze 1493 Università degli Studi di Ferrara 1478 Mystras 1452 Jan Standonck Johann (Johannes Kapnion) Reuchlin Johannes von Gmunden Nicoletto Vernia Pietro Roccabonella Pelope Maarten (Martinus Dorpius) van Dorp Jean Tagault François Dubois Janus Lascaris Girolamo (Hieronymus Aleander) Aleandro Matthaeus Adrianus Alexander Hegius Johannes Stöffler Collège Sainte-Barbe 1474 Universität Basel 1477 Universität Wien 1406 Università di Padova Università di Padova Université Catholique de Louvain 1504, 1515 Université de Paris 1516 Università di Padova 1472 Università -
Computation of Expected Shortfall by Fast Detection of Worst Scenarios
Computation of Expected Shortfall by fast detection of worst scenarios Bruno Bouchard,∗ Adil Reghai,y Benjamin Virrionz;x May 27, 2020 Abstract We consider a multi-step algorithm for the computation of the historical expected shortfall such as defined by the Basel Minimum Capital Requirements for Market Risk. At each step of the algorithm, we use Monte Carlo simulations to reduce the number of historical scenarios that potentially belong to the set of worst scenarios. The number of simulations increases as the number of candidate scenarios is reduced and the distance between them diminishes. For the most naive scheme, we show that p the L -error of the estimator of the Expected Shortfall is bounded by a linear combination of the probabilities of inversion of favorable and unfavorable scenarios at each step, and of the last step Monte Carlo error associated to each scenario. By using concentration inequalities, we then show that, for sub-gamma pricing errors, the probabilities of inversion converge at an exponential rate in the number of simulated paths. We then propose an adaptative version in which the algorithm improves step by step its knowledge on the unknown parameters of interest: mean and variance of the Monte Carlo estimators of the different scenarios. Both schemes can be optimized by using dynamic programming algorithms that can be solved off-line. To our knowledge, these are the first non-asymptotic bounds for such estimators. Our hypotheses are weak enough to allow for the use of estimators for the different scenarios and steps based on the same random variables, which, in practice, reduces considerably the computational effort. -
Front Matter
Cambridge University Press 978-1-107-61967-8 - Large-Scale Inference: Empirical Bayes Methods for Estimation, Testing, and Prediction Bradley Efron Frontmatter More information Large-Scale Inference We live in a new age for statistical inference, where modern scientific technology such as microarrays and fMRI machines routinely produce thousands and sometimes millions of parallel data sets, each with its own estimation or testing problem. Doing thousands of problems at once involves more than repeated application of classical methods. Taking an empirical Bayes approach, Bradley Efron, inventor of the bootstrap, shows how information accrues across problems in a way that combines Bayesian and frequentist ideas. Estimation, testing, and prediction blend in this framework, producing opportunities for new methodologies of increased power. New difficulties also arise, easily leading to flawed inferences. This book takes a careful look at both the promise and pitfalls of large-scale statistical inference, with particular attention to false discovery rates, the most successful of the new statistical techniques. Emphasis is on the inferential ideas underlying technical developments, illustrated using a large number of real examples. bradley efron is Max H. Stein Professor of Statistics and Biostatistics at the Stanford University School of Humanities and Sciences, and the Department of Health Research and Policy at the School of Medicine. © in this web service Cambridge University Press www.cambridge.org Cambridge University Press 978-1-107-61967-8 - Large-Scale Inference: Empirical Bayes Methods for Estimation, Testing, and Prediction Bradley Efron Frontmatter More information INSTITUTE OF MATHEMATICAL STATISTICS MONOGRAPHS Editorial Board D. R. Cox (University of Oxford) B. Hambly (University of Oxford) S. -
Iam Delighted to Present the Annual Report Of
From the Director’s Desk am delighted to present the Annual Report of the &Communications were planned. One may recall that Indian Statistical Institute for the year 2018-19. This on June 29, 2017, the then Hon’ble President of India, I Institute that started its journey in December 1931 in Shri Pranab Mukherjee, had inaugurated the 125th Birth Kolkata has today grown into a unique institution of higher Anniversary Celebrations of Mahalanobis. learning spread over several cities of India. The Institute, founded by the visionary PC Mahalanobis, continues It is always a delight to inform that once again the its glorious tradition of disseminating knowledge in Institute faculty members have been recognized both Statistics, Mathematics, Computer Science, Quantitative nationally and internationally with a large number of Economics and related subjects. The year 2018-19 saw honors and awards. I mention some of these here. In the formation of the new Council of the Institute. I am 2018, Arunava Sen was conferred the TWAS-Siwei Cheng delighted to welcome Shri Bibek Debroy as the President Prize in Economics and Sanghamitra Bandyopadhyay of the Institute. It is also a privilege that Professor was conferred the TWAS Prize Engineering Sciences in Goverdhan Mehta continues to guide the Institute as the Trieste, Italy. Arup Bose was selected as J.C. Bose Fellow Chairman of the Council. for 2019-2023 after having completed one term of this fellowship from 2014 to 2018. Nikhil Ranjan Pal was The Institute conducted its 53rd Convocation in January appointed President, IEEE Computational Intelligence 2019. The Institute was happy to have Lord Meghnad Society. -
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. -
Herbert S. Wilf (1931–2012)
Herbert S. Wilf (1931–2012) Fan Chung, Curtis Greene, Joan Hutchinson, Coordinating Editors received both the Steele Prize for Seminal Contri- butions to Research (from the AMS, 1998) and the Deborah and Franklin Tepper Haimo Award for Dis- tinguished Teaching (from the MAA, 1996). During his long tenure at Penn he advised twenty-six PhD students and won additional awards, including the Christian and Mary Lindback Award for excellence in undergraduate teaching. Other professional honors and awards included a Guggenheim Fellow- ship in 1973–74 and the Euler Medal, awarded in 2002 by the Institute for Combinatorics and its Applications. Herbert Wilf’s mathematical career can be divided into three main phases. First was numerical analysis, in which he did his PhD dissertation Photo courtesy of Ruth Wilf. (under Herbert Robbins at Columbia University Herb Wilf, Thanksgiving, 2009. in 1958) and wrote his first papers. Next was complex analysis and the theory of inequalities, in particular, Hilbert’s inequalities restricted to n Herbert S. Wilf, Thomas A. Scott Emeritus Professor variables. He wrote a cluster of papers on this topic, of Mathematics at the University of Pennsylvania, some with de Bruijn [1] and some with Harold died on January 7, 2012, in Wynnewood, PA, of Widom [2]. Wilf’s principal research focus during amyotrophic lateral sclerosis (ALS). He taught at the latter part of his career was combinatorics. Penn for forty-six years, retiring in 2008. He was In 1965 Gian-Carlo Rota came to the University widely recognized both for innovative research of Pennsylvania to give a colloquium talk on his and exemplary teaching: in addition to receiving then-recent work on Möbius functions and their other awards, he is the only mathematician to have role in combinatorics. -
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.