Annual Report 2008.pdf - SAMSI

Theory for multiple change-point sequential detection, with R. Rajagopal. To be submitted to
IEEE Trans on Information Theory.
On-going Work
1. Suppression design (with DDDAS subgroup led by Jun Yang, Alan Gelfand and other
Duke faculty members).
2. Soil moisture modeling (with DDDAS subgroup led by Jim Clark, Alan Gelfand, in
collaboration with Yongku Kim and David Bell).
3. Gibbs posterior for suppression, dimensionality reduction and model choices, with Alan
Gelfand
4. Hidden factor processes for the hybrid Dirichlet process, with Alan Gelfand and Sonia
Petrone
5. Sequential detection with scan statistics (with R. Rajagopal).
6. Spectral clustering and compressed sensing (with L. Huang).
Papers from Ph.D. Research:
1. Annals of Statistics paper accepted in Feb 08 (with Jordan and Wainwright): On
surrogate loss functions and f-divergences
2. IEEE Trans on Information Theory paper accepted in January 08 (with Jordan and
Wainwright): On optimal quantization rules in some sequential decision problem
3. IEEE Trans on Information Theory, to be submitted (with Jordan and Wainwright):
Nonparametric estimation of the likelihood ratio and divergence functionals
Jayanta Pal (Risk Analysis, Extreme Events, Decision Theory)
Activity Report
Workshops Attended:
Risk Analysis Opening Workshop (tech support for workshop)
RISK : Perception, Policy and Practice (tech support for workshop)
EXTREMES: Events, Models and Mathematical Theory (attended)
Postdoc-Grad Student Seminar Presentations:
3. Bayesian Isotonic Regression – October 2007
Undergraduate Workshop(s) – Participation:
November 2007 : Risk analysis – Helping undergraduate students in the practical session.
Other Activities – Teaching at Duke
1. STA 293, Graduate Course (Multivariate Analysis) – Fall Semester 2007
2. STA 113 Undergraduate Course (Statistics and Probability for Engineers) – Spring
Semester 2008
Working Group I Multivariate Extremes - Applications
Presentations : Analysis of extreme scores in the test matches in cricket, April 2008 (tentative)
Research Area – Plans:
1. Analysis of extreme scores in the test matches in cricket.
Progress Report
Working Group I Multivariate Extremes - Applications