Annual Report 2008.pdf - SAMSI

Xiaoyan’s thesis work is on development of objective prior distributions, so she was able
to immediately leap in and address the problem. She has been able to solve roughly 90% of the
problem, and I expect her to complete the solution before the end of the program, leading to a
very nice publication. She will thus have had a very fruitful SAMSI visit, and the methodology
being developed by the working group will also benefit significantly.
Kristian Lum (Duke)
Research Area – Plans:
Strategies for parameter inference while reducing the number of transmissions
Relationship to Ph.D. Dissertation
My prelim exam will be based entirely on my work at SAMSI.
Future Plans
My plans for next year are to continue working with Alan Gelfand on statistics related to the
environment (“model fitting, estimation and prediction of multivariate space-time environmental
epidemiological data”).
Justin Shows (NCSU)
I took the Rare and Extreme Value course under Dr. Dipak Dey, in which we discussed
the modeling of events in the extreme tail of a distribution. Often, these events are of importance
because of the impact they may have. In many cases, the data does not reflect these events, and
solely data-based inference concerning them will rely on extrapolation. One main idea in the
course was using opinions from experts in the field from which the data is drawn to help in the
inference. Based on quantile estimates from experts, statisticians can model the tails of the
distribution and come to an agreement with the experts. I wrote a report entitled “Using Expert
Opinion to Model Extreme Events” based on this idea. My report focused on using the
Generalised Extreme Value distribution for the upper tail based on the 90%, 95%, and 99%
quantiles. It illustrated how the shape of the distribution tail changes as these quantiles are
changed.
I also attended two SAMSI workshops involving Extreme Value and Risk, and I attended
the Adversarial Risk working group meetings. This group discussed the problem of planning for
terrorist attacks based on game theory, which I had not previously studied. I gave a brief
presentation in the Graduate Student Seminar that outlined my dissertation research. I will help
with the Undergraduate Workshop in May and teach the section on basic statistical concepts.
Evangelos Evangelou (UNC)
I participated in the Risk Analysis, Extreme Events and Decision Theory Program at
SAMSI as a graduate fellow. Being a graduate student, I am still in the process of learning and
familiarizing myself with new research ideas and topics, and my involvement in the program has
greatly contributed towards expanding my research horizons. The courses offered, the seminars
and the working groups at SAMSI have had a significant impact to my research. My course work
at SAMSI included two courses, one in each semester. The first course introduced us into new
issues such as prior elicitation and adversarial risk. The latter constituted the topic of my class
project.
Under the guidance of Dr. Rios Insua, I developed an idea for modeling actions that
result to random payoff. A classic example is a terrorist attack where the government is placing
resources to defend its region while the terrorist chooses an action for attacking. In my project, I