Statistics Faculty Research Interests And Selected Publications

The statistics faculty research interests cover a wide range of topics in both statistics and probability. Typical publications are given below.

Mark I. Freidlin, Ph.D. (Moscow)

Stochastic Processes and Their Applications, Random Perturbations of Dynamical Systems, Probabilistic Methods in P.D.E.'s and Analysis.

• Random Perturbations of Dynamical Systems. Springer (1984) (with A.D. Wentzell).
• Functional Integration and Partial Differential Equations. Princeton Univ. Press (1985).
• Limit Theorems for Large Deviations and Wave Fronts in Semilinear PDE's. Springer Lecture Notes in Mathematics 1527 (1992).
• Random Perturbations of Hamiltonian Systems (1994), Memoirs AMS 523, 1-82 (with A.D. Wentzell).
• Markov Processes and Differential Equations: Asymptotic Problems. Birkhauser (1996).

Abram Kagan, Ph.D. (Leningrad)

Characterization Problems, Estimation Theory, Semi-Parametric Models.

• "Characterization Problems in Mathematical Statistics," with Yu. V. Linnik and C.R. Rao, Wiley (1973).
• "A method for solving a class of functional equations arising in characterization problems," in Proc. Taipei Symp. Statist (1992), 321-336.
• "Variance inequalities for functions of Gaussian variables," with C. Houdre,J. Theoret. Probab (1995), 8, 23-30.
• "Some linear models are necessarily parametric," Statist. Probab. Lett. 37 (1998), 77--80. with L. Shepp
• "Transfer theorems in exponential families," Statist. Probab. Lett. 57 (2002), 225--229.

Benjamin Kedem, Ph.D. (Carnegie-Mellon)

Time series, statistics of space-time observations, spatial prediction, zero-crossings.

• Time Series Analysis by Higher Order Crossings, IEEE Press (1994).
• Bayesian prediction of transformed Gaussian random fields, with V. De Oliveira and D. Short, Jour. Amer. Statist. Assoc. (1997), 92, 1422-1432.
• Tracking abrupt frequency changes, with T-H. Li, Jour. Time Series Analysis (1998), 19, 65-82.
• Zero-crossing rates of mixtures and products of Gaussian processes, with J. Barnett, IEEE Tr. Information Theory, (1998), 44, 1672-1677.
• Partial likelihood analysis of categorical time series models, with K. Fokianos, Jour. Multivariate Analysis (1998), 67, 277-296.
• Normal orthant probabilities in the equicorrelated case, with Z. Ni, Jour. Math. Analysis and Applications, (2000), 246, 280-295.
• Generation of "similar" images from a given discrete image, with B. Kozintsev, Jour. Computational and Graphical Statistics, (2000), 9, 286-302.
• A semiparametric approach to the one-way layout, with K. Fokianos, J. Qin, D. Short, Technometrics, To appear.

Tzong-Yow Lee, Ph.D. (Courant Institute, NYU)

Random processes and applications, geometry

• Wave front propagation and large deviations for diffusion-transmutation processes, with M. Freidlin, Probab. Th. Rel. Fields 106 (1996), 39-70.
• Wave propagation in a lattice KPP equation in random media, with F. Torcaso, Ann. Probab. (1998), 26, 1179-1197.
• Logarithmic Sobolev inequality for some models of random walks, with H.-T. Yau, Ann. Probab. (1998), 26, 1855-1873.
• Asymptotic results for super-Brownian motions and semilinear differential equations. Ann. Probab. 29 (2001), 1047--1060.

Eric V. Slud, Ph.D. (Massachusetts Institute of Technology)

Stochastic Processes, Survival Analysis, Statistical Inference for Stochastic Processes.

• "Optimal stopping of sequential size-dependent search" (1996, with I. Fakhre-Zakeri). Annals of Statistics 24, 2215-32.
• "Analysis of factorial survival experiments." Biometrics 50 (1994) 25-38.
• "Multiple stochastic integral representation of the number of curve crossings by a differentiable Gaussian process, with applications. Ann. Probab. 22 (1994) 1355-1380.
• Testing for imperfect debugging in software reliability. Scand. J. Statist. 24 (1997), 555--572.

Paul J. Smith, Ph.D. (Case-Western Reserve)

Nonparametric and Robust Statistics, Categorical Data Analysis

• "A comparison of muscle activation patterns in abductor and adductor spasmodic dysphonia." Ann. Otolaryngology, Rhinology & Laryngology 103 (1994) 192-200, with F. Van Pelt and C. Ludlow.
• "Estimation of coastal water contamination long-term trend using seasonal linear models," Water Resources Bulletin 32 (1996) 595-603. with B. Beliaeff.
• "A stronger version of matrix convexity as applied to functions of Hermitian matrices," Journal of Inequalities and Applications 3 (1999), 143--152. with A. Kagan.

Grace Yang, Ph.D. (U. Calif., Berkeley)

Stochastic Modelling with Application to Biological and Physical Sciences, Asymptotic Theory in Statistics, Survival Analysis

• Asymptotics in Statistics. Springer (1990), with L. LeCam.
• "On the preservation of local asymptotic normality under information loss." Ann. Statist. 16 (1988) 483-520, with L. LeCam.
• "Multitype decomposable age-dependent branching processes with applications." J. Appl. Probab. 32 (1995) 591, with C.S. Lee.
• Festschrift for Lucien LeCam: Research papers in Probability and Statistics. Editors D. Pollard, E. Torgersen & G. Yang. Springer (1997).
• "A note on characterization of exponential distribution based on a type II censored sample." Ann. Statist. 23 (1995) 769-773, with. J.-L. Xu.
• "The strong law under random truncation," Ann. Statist. 26 (1998), 992--1010. with S. He.
• "Estimation of the truncation probability in the random truncation model," Ann. Statist 26 (1998), 1011--1027. with S. He.