Annual Report 2008.pdf - SAMSI

We consider modeling multiple risk events using the semiparametric additive isotonic regression
model. In this model each additive nonparametric component, which is assumed to be monotone,
is used to measure each risk event. We show that the least-square estimator of the finitedimensional
regression coefficient is root-n consistent and asymptotically normal. Moreover, the
isotonic estimator of each additive functional component is proved to have the oracle property,
which means the additive component can be estimated with the highest asymptotic accuracy as if
the other components were known. A fast algorithm is developed by iterating between a cyclic
pool adjacent violators procedure and solving a standard ordinary least squares problem.
Other Research
Other Research started or continued at SAMSI:
1, Start a research paper about semiparametric model selection problem with Prof. Helen
Zhang at NCSU
and Yufeng Liu at UNC-Chapel Hill
2, Start a research paper about Hierarchical Functional Data Modeling with Nicoleta Serban.
Cari Kaufman (Development, Assessment and Utilization of Complex Computer Models,
High Dimensional Inference and Random Matrices)
Activity Report
Course: Random Matrices
Workshops Attended:
1. Computer Models Kickoff Workshop, Sept. 10-14, 2006
2. Random Matrices Kickoff Workshop, Sept. 17-20, 2006
3. Joint Engineering and Methodology Subprograms Workshop, Oct. 26-17, 2006
4. Joint NCAR and SAMSI workshop: Geophysical Models at NCAR: A Scoping and
Synthesis Workshop, Nov. 13-14, 2006
5. SAMSI/MUCM Mid-Program Workshop, April 2-3, 2007 (invited speaker)
6. Terrestrial Mid-Program Workshop, April 4, 2007
7. Application of Random Matrices: Theory and Methods, May 7-9, 2007 (invited speaker)
8. Computer Models Transition Workshop, May 14-16, 2007 (invited speaker)
9. Application of Statistics to Numerical Models: New Methods and Case Studies, May 21-
24, 2007 (invited speaker)
Undergraduate Workshop(s):
1. SAMSI Two-Day Undergraduate Workshop, March 2-3, 2007 (invited speaker)
2. SAMSI/CRSC Undergraduate Workshop, May 21-25, 2007 (invited speaker)
Working Group I Climate and Weather (Computer Models program)
Research Area - Plans: functional ANOVA modeling of regional climate model experiments
Working Group II Methodology (Computer Models program)
Presentations:
1. Efficient Emulators of Computer Experiments Using Covariance Tapering,
SAMSI/MUCM Mid-Program Workshop, April 2-3, 2007
Research Area - Plans: building efficient emulators of computer experiments for cases in which
the sample size overwhelms traditional methods using Gaussian processes
Working Group III Terrestrial Models (Computer Models program)