University of Connecticut

Department of Statistics

Newsletter

Summer 2002 Storrs, CT 06269-4120

In This Issue:

A Message from the Department Head 2

A Message from the Director of Graduate Studies 4

A Message from the Director of Undergraduate Program 4

Update of Department Computer Facility 5

Selected Faculty Activities 5

Research Corner 10

A Special Day 16

Student's Corner 16

Obituaries

Harry O. Posten 17

Silvi Liberman 19

Teaching Corner 20

Colloquia 20

Short Term Visitors 21

Student News 21

Staff News 23

Alumni Reply Form 24

Website address: http://www.stat.uconn.edu

e-mail: statadm@uconnvm.uconn.edu; Phone: (860) 486-3414, Fax: (860) 486-4113

Outside UConn, we collaborate with research groups at the Center for the Marine Sciences, Division of Biostatistics at the University of Minnesota, the UConn Health Center at Farmington, University of Washington, the Harvard Medical School, Medical University of South Carolina and the National Institute of Standards and Technology. At the international level, we are collaborating with faculty from the University of Saõ Paulo, Brazil, Pontificia Universitidad de Catolica de Chile, Santiago, Chile, University of Tsukuba, Japan and RMIT University, Melbourne, Australia. Our internship programs with the UConn Health Center are flourishing and our students thoroughly enjoy the practical experience they gain. We are developing more projects through the Center for Applied Statistics (CAS). Currently we are running our internship program through the CAS. Our clients include Boehringer Ingleheim Pharmaceutical Company, The Hartford Insurance and Yeshiva University, Bronx, NY.

The Office of Biostatistical Consultation at the UConn Health Center financially supported three graduate students during 2001_2002. We expect that this arrangement will continue next year and we are grateful to the Director, Dr. Fortinsky, for a great working relationship. We also thank Drs. Joe Sheehan, Nick Warren, Martin Cherniack and Martin Kulldorff at the Health Center for their continued support during the past year.

On the instructional side, the enrollment in our service courses continues to climb, reflecting substantially increased demand for statistical expertise in a multitude of disciplines.

The graduate level seminar courses in categorical data analysis, wavelets, Bayesian computing, spatial statistics and time series were well received. Our undergraduate elective courses in biostatistics, statistical computing, and time series were also successful. The number and quality of majors in Statistics or Mathematics/Statistics continue to grow. We are working with ACES and other groups towards strengthening our undergraduate major. The Field Study Internship and Undergraduate Research initiatives that we started will also aid in this effort. We have established a Minor in Statistics which continues to attract students from other disciplines, while the High School Coop program continues to grow. Nalini Ravishanker held a workshop for high school teachers on May 8, 2002. We have also started field study internship and undergraduate research initiatives for our majors.

The Pfizer Colloquium was held on November 5, 2001. Professor Brad Efron presented the invited lecture. The discussants were Rob Tibshirani and Carl Morris. Joint UConn_UMass colloquia have been held every semester for a number of years. In Fall 2001, our own Ming-Hui Chen presented a talk at UMass. This past spring we hosted it on May 2, 2002 and the invited speaker was Paola Sebastiani from UMass.

Our new move to the College of Liberal Arts and Sciences building was highlighted with a day of celebration. We had three distinguished speakers, Ulf Grenander from Brown University, Larry Brown from the University of Pennsylvania, and Tom Louis from Rand Corporation. They presented inspiring lectures. Our faculty, graduate students, many of our alums and several statisticians from local industries attended this special event. Our distinguished alum, Dr. Matthew Goldstein (Ph.D. 1970), Chancellor, City University of New York, presented the after dinner speech. Our alumni Professor Bradley Carlin (Ph.D. 1989) offered a short course as a part of the celebration.

- Dipak K. Dey (Phone: (860) 486-4196, e-mail: dey@stat.uconn.edu)

College of Liberal Arts and Sciences Building

From the Director of Graduate Studies

The graduate program continues to flourish. The graduate students provide a truly international group. Through a creative mix of funding sources, we supported 29 students this year, the most ever in the history of the Department. An attractive, updated 17 page Graduate Brochure, providing information about the Department, the Graduate program, and application material is available. We continue to offer a very vibrant and modern set of courses exposing our students to the most exciting and active research areas in the field. The job market in statistics remains excellent. We have 100% placement for all students earning degrees.

- Lynn Kuo (Phone: (860) 486-2951, e-mail: lynn@stat.uconn.edu)

From the Director of Undergraduate Program

Our undergraduate program is growing. More majors are keen on pursuing graduate studies in Statistics after completing their B.A. or B.S. in Statistics or in Mathematics-Statistics. Many of them like our own department well enough to continue their graduate studies here. A bright group of people just graduated this summer and have successfully joined the workplace. Our undergraduate majors are still involved in internships at the UConn Health Center and at insurance firms. We have changed the requirements for a Minor in Statistics, requiring at least one year of calculus as prerequisite. We continue to be active in the UConn High School Coop program, hosting an instructional web site and offering workshops.

- Nalini Ravishanker (Phone: (860) 486-4760, e-mail: nalini@stat.uconn.edu)

Professional Societies

Richard Bass is a Fellow of the Institute of Mathematical Statistics and a member of that society’s Committee on Fellows. He is also a member of the American Mathematical Society.

Ming-Hui Chen is an elected member of the International Statistical Institute. He is also a member of the Institute of Mathematical Statistics, American Statistical Association, The International Biometric Society (ENAR), the International Society for Bayesian Analysis, Section on Bayesian Statistics, International Chinese Statisticians Association, and The Society of The Sigma Xi.

Dipak K. Dey is a Fellow of the American Statistical Association, Institute of Mathematical Statistics and is an elected member of the International Statistical Institute. He is also a member of the International Biometrics Society (ENAR), the International Society for Bayesian Analysis, International Indian Statistical Association (IISA) and a life member of the Calcutta Statistical Association.

Evarist Giné is a member of the Soc. Catalana de Mat. He is a Fellow of the Institute of Mathematical Statistics, an elected member of the International Statistical Institute and a corresponding member of the Institut d’Estudis Catalans.

Joseph Glaz is a Fellow of the American Statistical Association and an elected member of the International Statistical

Institute. He is also a member of the Institute of Mathematical Statistics.

Uwe Koehn is Emeritus Professor of Statistics. He is currently a member of the American Statistical Association and is also a member of the American Society for Quality Control.

Lynn Kuo is a member of the Institute of Mathematical Statistics, the American Statistical Association, the International Society for Bayesian Analysis and a permanent member of the International Chinese Statistical Association.

Suman Majumdar is a member of the American Statistical Association.

Nitis Mukhopadhyay is a Fellow of the Institute of Mathematical Statistics, a member of the American Statistical Association, the Statistical Society of Canada, life members of both the International Indian Statistical Association and the Calcutta Statistical Association. He is a member of the organizing committee for the Chennai Conference, India, to be held in December, 2002.

Nalini Ravishanker is a member of the American Statistical Association, the Institute of Mathematical Statistics, the International Indian Statistical Association, and the International Society for Bayesian Analysis.

Richard A. Vitale is a member of the American Mathematical Society, the American Statistical Association, the Bernoulli Society, the Institute of Mathematical Statistics, the Mathematical Association of America, Sigma Xi and the Society for Industrial and Applied Mathematics. He is an elected member of the International Statistical Institute.

Yazhen Wang is an elected member of the International Statistical Institute. He is also a member of the Institute of Mahtematical Statistics and the American Statistical Association.

Editorial Boards

Richard Bass is the editor of the Electronic Journal of Probability. He is also a co-editor of Probability Abstract Service and an Associate Editor of Annals of Probability.

Ming-Hui Chen is an Associate Editor of Lifetime Data Analysis.

Dipak K. Dey completed his Editorship of the Institute of Mathematical Statistics Bulletin in December 2001. Currently he is an Associate Editor of the Journal of Statistical Planning and Inference, Co-Editor of Sankhya A & B and International Editorial Board Member of the Parisankhyan Samikkha.

Evarist Giné is an Associate Editor of Annals of Probability, Stochastic Processes and their Applications, Journal of Theoretical Probability, Electronic Journal of Probability, Electronic Communications in Probability, Publicacions Mathematiques and TEST.

Joseph Glaz is the Editor-in-Chief of Methodology and Computing in Applied Probability.

Lynn Kuo is an Associate Editor of the Naval Research Logistics and Journal of the American Statistical Association, Theory and Methods Section.

Nitis Mukhopadhyay is an Associate Editor of the Journal of Statistical Planning and Inference, Sequential Analysis, Communications in Statistics and serves on the Advisory Board for Statistics & Decisions. He is also an Associate Editor for the Calcutta Statistical Association Bulletin and Stochastic Modeling and Applications.

Nalini Ravishanker is an Associate Editor of The American Statistician and the Journal of Forecasting.

Richard A. Vitale serves on the Editorial Boards for Advances in Applied Probability (Section on Stochastic Geometry and Statistical Applications) and Methodology and Computing in Applied Probability.

Yazhen Wang is an Associate Editor of Statistica Sinica.

Selected Invited Faculty Talks

Richard Bass presented seminars at CUNY and gave a colloquium at the University of Illinois. He gave several invited talks at the Conference of Fractals at Cornell University in June 2002.

Ming-Hui Chen presented invited talks at University of Massachusetts (October, 2001),

Institute of Statistical Science (Academia Sinica, Taiwan, December, 2001), National Health Research Institutes (Academia Sinica, Taiwan, January, 2002), and National Taiwan University (January, 2002). He gave an invited talk at the 2002 Spring Meeting of the International Biometric Society, Eastern North American Region (ENAR) (Arlington, VA, March, 2002), and an invited discussant at The 7th Valencia International Meeting on Bayesian Statistics held in Tenerife, Spain (June, 2002). He also gave a short course on “Monte Carlo Methods in Bayesian Computation”, at 2001 JSM, Atlanta, GA (August, 2001) and on “Bayesian Survival Analysis”, at the 2002 Spring Meeting of the International Biometric Society, Eastern North American Region (ENAR), Arlington, VA (March, 2002).

Dipak K. Dey presented invited talks at the Pusan National University, Seoul National University, University of British Columbia, Simon Fraser University, Penn State University and University of Saõ Paulo. He was an invited speaker at the Diamond Jubilee Celebration of the Department of Statistics, Calcutta University, Hawaii International Conference, at the conference on Statistics, Probability and Related Areas in Dekalb, Illinois and Brazilian Statistical Association meeting.

Evarist Giné gave talks at MIT (Stochastics Seminar, Spring 2001), SUNY Binghamton (Math Department Colloquium, Spring 2001), UConn (Probability and Analysis Seminar, Fall 2000), Universite de Paris VI (Seminaire de Probabilities de Paris). He has also been invited to spend a month at the Centre E. Borel of the Institut H. Poincare, Paris, June 2001, where he gave a lecture in their seminar and gave a plenary lecture at the Colloque en honeur de J. Bretagnolle, D. Dacunha - Castelle et I. Ibrazimov, at the Universite de Paris - Sud, Orsay.

Joseph Glaz presented a plenary lecture at the Applied Stochastic Modeling and Data Analysis International Conference in Compiegne, France, June 2001. The plenary lecture was sponsored by the Ministry of Education of France. Invited talks were presented at the INFORMS Annual Meeting, New York, NY, July 2001 and IWAP 2002, University of Simon Bolivar, Caracas, Venezuela, January 2002.

Lynn Kuo has given invited talks at National Taiwan University, National Chiao Tung University, National Hsin Hua University, Fu Jen University and Academia Sinica, all in the Republic of China. She has also given an invited talk at the Fourth Biennial International Conference on Statistics, Probability and Related Areas, Northern Illinois University, Dekalb, IL.

Nitis Mukhopadhyay gave invited lectures at the international workshop in applied probability (IWAP 2002) in Caracas, Venezuela, January 2002 and at the IISA Conference in Northern Illinois University, Dekalb, June 2002. He also chaired a special invited paper session at the IISA Conference.

Nalini Ravishanker presented an invited talk at IBM Research, Yorktown Heights.

Richard A. Vitale presented an invited talk at the Department of Statistics, Purdue University (2000). He presented the summer 2000 probability course at SMI (Scuola Matematica Interuniversitaria)-Perugia. Funded by the Italian National Research Council (CNR), SMI offers courses in the mathematical sciences for selected Italian and foreign students who are about to begin graduate work.

Yazhen Wang presented an invited talk at the ICSA conference at Chicago in June 7_9, 2001 and has given an invited talk at the 2002 Taipei International Statistical Symposium and Bernoulli Society EAPR Conference, July 2002. He also gave a talk at the UConn probability and analysis seminar.

Grants

Richard Bass. Continuation of NSF grant .

Ming-Hui Chen is P.I. on the subcontract of an NIH R01 grant for 2001--2004, and he is also P.I. on the subcontract of another NIH R01 grant for 1999--2003 (both from National Institutes of Health).

Dipak K. Dey completed a grant from the Institute of Mathematical Statistics for editorship of the Institute of Mathematical Statistics Bulletin. He has received a grant from AHRQ/NIH jointly with the Department of Ergonomics, UCHC. He has also received a NIH R01 grant with D. Grant of the School of Pharmacy.

Evarist Giné has a National Science Foundation grant (2000-2002).

Joseph Glaz received grants from the Institute of Mathematical Statistics and the National Security Agency. He also received a travel award from the Educational Ministry of France to present a plenary lecture at the 10^th International ASMDA Meeting in Compiegne, France. He also received UCRF travel grants to attend the INFORMS meting in New York and IWAP 2002 in Caracas, Venezuela.

Lynn Kuo has received financial support from the Albert Einstein Medical School to support her graduate assistant. She received a grant (Hung Chen, P.I.) on Functional Data Analysis from the National Science Council of the Republic of China. She is currently a co-investigator of a NIH(NIGMS) grant “Integrated Bioinformatics Center of Cellular Biology”.

Nitis Mukhopadhyay received UCRF Travel Grants to attend the conference in Caracas, Venezuela and the JSM in Atlanta, Georgia.

Nalini Ravishanker completed a grant (as co P.I.) from the U.S. Department of Transportation for Aug. 2000-Aug. 2001. She has received the IBM Faculty Award for 2002-2003.

Yazhen Wang is the PI for a three_year NSF grant from 2001 to 2004.

Outreach

Richard Bass is a member of the organizing committee for International Probability conference at Banff in August 2002.

Ming-Hui Chen was a statistical consultant for the National Academy of Sciences on the project “the risk assessment for arsenic in drinking water”, (July, 2001). He served as a reviewer for Springer-Verlag and also serves on the dissertation committee of a Ph.D. candidate in Department of Statistics at SUNY at Buffalo.

Dipak K. Dey has been elected President of the International Indian Statistical Association, and representative of the Section of Bayesian Statistical Science to the ASA. He is a visiting faculty at NIST and served as an Associate Advisor for a Ph.D. student from the Department of Statistics, Purdue University. He was also a visiting Professor of Statistics at the University of British Columbia during Fall 2001. He is a member of the Research Grant Council of Hong Kong and the editorial, electronic and memorial committee of the Institute of Mathematical Statistics. He is also a consultant on two NIH funded projects with UCHC.

Evarist Giné is a co-organizer, with David Nualart and Christian Houdre of a Euroconference on Stochastic Inequalities, at the Centre de Recerca Mathematica de Barcelona, June 2002.

Joseph Glaz served as a reviewer for Mathematical Reviews. He is a co-founder and co-chair for the International Workshop in Applied Probability (IWAP). IWAP 2002 took place at the University of Simon Bolivar, Caracas, Venezuela, on January 14-17, 2002. It is planned to hold IWAP 2004 at the University of Piraeus, Greece, on March 22-25, 2004. He is a consultant on a grant in the area of risk analysis at Applied Biomathematics.

Lynn Kuo was a visiting research professor at the National Taiwan University. She has been serving as the chair of the award committee of the International Chinese Statistical Association. She is currently a member of the Study Section of the Social Sciences, Nursing, Epidemiology, and Methods Integrated Review Group of the Center of Scientific Review at NIH.

Nitis Mukhopadhyay is the chair on the Committee of Filming Distinguished Statisticians of the American Statistical Association. Liaison for the invited paper session at the JSM 2002 organized on behalf of the Friends of ISI.

Richard Bass, Professor, joint with the Department of Mathematics. Probability theory, diffusion processes.

Ming-Hui Chen, Associate Professor. Bayesian Statistical Methodology, Bayesian Computation, Categorical Data Analysis, Monte Carlo Methodology, Prior Elicitation, Missing Data Analysis, Variable Selection, and Survival Models.

Anne Cross, Bristol Myers-Squibb, Adjunct Faculty. Biostatistics, clinical trials.

Dipak K. Dey, Professor and Head of the Department. Bayesian modeling, computational statistics, multivariate analysis, reliability and survival analysis, statistical analysis of shapes and Bayesian metrology.

Alan E. Gelfand, Emeritus Professor. Spatial statistics, Nonparametric Bayesian methods, Modeling and model determination, Bayesian inference and computation.

Evarist Giné, Professor (joint with the Department of Mathematics). Probability in infinite dimensions, empirical processes, U-processes, asymptotic statistics, resampling methods, density estimation.

Joseph Glaz, Professor. Applied probability, geometrical probability, probability approximations, probability inequalities, parametric bootstrap, sequential analysis, simultaneous inference.

Kent Holsinger, Ecology and Evolutionary Biology. Adjunct Professor. Statistical Genetics.

Timothy J. Killeen, Emeritus Professor. Nonparametric statistics.

Uwe Koehn, Emeritus Professor. Applied statistics, experimental design, industrial statistics.

Martin Kulldorff, UConn Health Center. Adjunct Associate Professor. Biostatistics, epidemiology and Statistical Methods for Disease Surveillance.

Lynn Kuo, Professor. Statistical decision theory, Bayes and empirical Bayes estimation, survey sampling, survival analysis, software reliability.

Nitis Mukhopadhyay, Professor. Sequential analysis and its applications, selection and ranking, multivariate analysis, multiple comparisons, clinical trials, environmental sampling.

Suman Majumdar, Associate Professor (Stamford Campus). Metrization of Weak Convergence, posterior asymptotics, psychometry, inference in SDEs.

Vladimir Pozdnyakov, Assistant Professor (Hartford Campus) Continuous Time Finance, Strong Limit Theory, Sequential Analysis.

Nalini Ravishanker, Associate Professor and Undergraduate Program Director. Time series, inference for stable processes, survival analysis, actuarial and financial data modeling.

Naitee Ting, Pfizer Central Research, Adjunct Faculty. Biostatistics, variance component models, drug safety assessment.

Richard A. Vitale, Professor. Geometric structure of random processes, geometric tools for inference, inequalities.

Stephen Walsh, UConn Health Center, Adjunct Faculty. Biostatistics, assessment of diagnostic tests, clinical trials.

Yazhen Wang, Associate Professor. GARCH models and diffusions with applications in finance, change points and function estimation with applications in machine learning, long memory time series, wavelets, and order restricted inferences.

Selected Publications

Richard Bass (With Z.-Q. Chen) 2001. Stochastic differential equations for Dirichlet processes. Probab. Th. Rel. Fields, 121, 422-446.

(2002). A uniqueness result for harmonic functions. Proc. Amer. Math. Soc., 130, 1711-1716.

(2002). On Aronson's upper bounds for heat kernels. Bull. London Math. Soc., 34, 415-419.

(With D.A. Levin) 2002. Transition probabilities for symmetric jump processes. Trans. Amer. Math. Soc., 354, 2933-2953.

Ming-Hui Chen (With J.G. Ibrahim and S.R. Lipsitz) 2001. Missing responses in generalized linear mixed models when the missing data mechanism is nonignorable. Biometrika, 88, 551-564.

(With J.G. Ibrahim and D. Sinha) 2001. Bayesian semi-parametric models for survival data with a cure fraction. Biometrics, 57, 383-388.

(With J.G. Ibrahim and R.J.) 2002. Bayesian models for gene expression with DNA microchip data. Journal of the American Statistical Association, 97, 88-99.

(With Q.-M. Shao and D. Xu) 2002. Sufficient and necessary conditions on the propriety of posterior distributions for generalized linear mixed models. Sankhya, Series A, Pt. 1, 64, 57-85.

Dipak K. Dey (With M. Branco) 2001. A general class of multivariate skew-elliptical distributions. Journal of Multivariate Analysis, 79, 99-113.

(With K. Holsinger and P. Lewis) 2002. A Bayesian approach to inferring population structure from dominant markers. Molecular Ecology, 11, 1157-1164.

(With Y. Chung) 2002. Model determination for the variance components model using reference priors. Journal of Statistical Planning and Inference, 100, 49-65.

(With K. Patra) 2002. A general class of change point and change curve modeling for life time-data. Annals of Institute of Statistical Mathematics, 4.

Evarist Giné (With E. del Barrio and C. Matrán) 1999. The central limit theorem of the Wasserstein distance between the empirical and the true distribution. Annals of Probability, 27, 1009-1071.

(With A. Guillou) 1999. Laws of the iterated logarithm for censored data. Annals of Probability, 27, 2042-2067.

(With V. I. Koltchinskii) 2000. Random matrix approximation of spectra of compact operators. Bernoulli, 6, 113-167.

(With R. Latala, S. Kwapien and J. Zinn) 2001. The law of the iterated logarithm for canonical U-statistics of order two. Annals of Probability, 29, 520-557.

Glaz, J. 2001. Probability inequalities for multivariate distributions with applications to Statistics. In: Probability and Statistical Models with Applications (Ch. A. Charalambides, M. V. Koutras and N. Balakrishnan, Eds), 15-40. Chapman & Hall/CRC, Boca Raton

(With Chen, J., Naus, J. and Wallenstein, S.) 2001. Bonferroni-type inequalities for conditional scan statistics. Statistics and Probability Letters. 53, 67-77.

2001. Approximations for the multivariate normal distribution with applications in finance and economics. Applied Stochastic Models and Data Analysis, G. Govaert, J. Janssen and N. Limnios, eds., Volume 1, 37-43, Universite de Technologie de Compiegne, Compiegne, France.

(With J. Chen) 2002. Approximations for a conditional two dimensional scan statistic. Stat. Prob. Lett. 54 (in print).

Lynn Kuo (With Z. Chen) 2001. A note on the estimation of the multinomial logit model with random effects. The American Statistician, 55, 89-95

(With T. Yang) 2001. Bayesian binary segmentation procedure for a Poisson process. Journal of Computational and Graphical Statistics, V. 10, 772-785.

(With C. Hall, J. Ying, M. Sliwinski, H. Buschke, M. Katz and R. B. Lipton) 2001. Estimation of bivariate measurements having different change points, with application to cognitive ageing. Statistics in Medicine, V. 20, 3695-3714.

(With C. Hall, J. Ying, and R. Lipton). Bayesian and profile likelihood change point methods for modeling cognitive function over time. Computational Statistics and Data Analysis, in press.

Nitis Mukhopadhyay (With W.T. Duggan) 2001. A two-stage point estimation procedure for the mean of an exponential distribution and second-order results. Statistics & Decisions, 19, 155-171.