Anirban DasGupta August, 2011

Anirban DasGupta August, 2011 Education PhD, Indian Statistical Institute, Calcutta, 1984 MStat, Indian Statistical Institute, Calcutta, 1978 BStat(...
Author: Clemence Dennis
0 downloads 2 Views 56KB Size
Anirban DasGupta

August, 2011

Education PhD, Indian Statistical Institute, Calcutta, 1984 MStat, Indian Statistical Institute, Calcutta, 1978 BStat(Hons.), Indian Statistical Institute, Calcutta, 1977. PhD Course Work at the Indian Statistical Institute Calculus, Vector calculus, Advanced geometry, Mechanics, Theory of vector spaces and matrices, Numerical analysis, Fortran programming, Real analysis, Complex analysis, Group theory and abstract algebra, Measure theory I, Measure theory II, Topology, Theory of linear operators and Banach and Hilbert spaces, Combinatorics, Distribution theory of probability, Stochastic processes, Brownian motion and weak convergence on metric spaces, Theory of martingales, Stochastic differential equations, Statistical inference, Decision theory and Bayes, Sequential analysis, Problems of optimal stopping, Nonparametric statistics, Asymptotic theory, Statistical methods, Regression, Multivariate analysis, Survey sampling, Experimental design, Econometrics, Index numbers, Mathematical economics, Psychometry, Anthropometry, Mathematical Physics, Physical Chemistry, Botany, Zoology, Geology, Genetics, Biostatistics Professional Experience Professor, Purdue University, 1994Associatte Professor, Purdue University, 1989-1994 Assistant Professor, Purdue University, 1986-1989 Visiting Assistant Professor, Purdue University, 1983(Aug.)-1986. Visiting Associate Professor, University of California, San Diego, 1992-93 Visiting Associate Professor, University of British Columbia, 1992 Visiting Professor, Cornell University, 1995 Visiting Professor, University of California, San Diego, 1997-98 1

Visiting Professor, University of Pennsylvania, 2000-01 Visiting Professor, University of California, San Diego, 2003. Current Journal Editorships 1) Associate Editor, Annals of Statistics, 1998-Present 2) Co-Editor, Springer Series on Selected Works in Probability and Statistics, with Peter Hall, Jim Pitman, Michael Sorensen, and Jon Wellner, 2009Present 3) Contributing Editor, the IMS Bulletin, 2011-Present 4) Associate Editor, Statistics Surveys of IMS and Bernoulli, 2008-Present 5) Associate Editor, Metrika, 2008-Present. Previous Journal Editorships 6) Editor-in-Chief, Lecture Notes and Monographs Series, IMS, 2008-2009 7) Editor-in-Chief, IMS Collections, IMS, 2008-2009 8) Associate Editor, Journal of the American Statistical Association, 1996-99 9) Associate Editor, Journal of Statistical Planning and Inference, 1995-2003 10) Associate Editor, Sankhya, 1997-2005 11) Associate Editor, Reviews of the International Statistical Institute, 199899 12) Editor, Herman Rubin Festschrift, IMS, 2004 13) Editor, Collected works of Debabrata Basu, Springer, 2011. Chairmanships, Awards Elected, Fellow, Institute of Mathematical Statistics, 1993 Chairman, Scientific Committee, Midwest Statistical Research Colloquium, 2007-09 One of the 10 best teachers in the School of Science, 1997-98 One of the 10 best teachers in the School of Science, 1987-88. Societies American Mathematical Society Mathematical Association of America Bernoulli Society for Probability and Mathematical Statistics Institute Of Mathematical Statistics 2

Indian Statistical Institute. Teaching experience At Purdue University Stat 225, 301, 301T, 311, 416, 417, 433, 501, 511, 512, 516, 517, 519, 520, 522, 524, 528, 529, 555, 576, 580(takeover from Herman Rubin), 598, 657, 658, 667, 668, 690R At University of California San Diego Calculus, Advanced calculus and differential equations, Linear Algebra At University of Pennsylvania Dean’s Honors Class on Probability, Statistical Theory, Applied Statistics, Bootstrap At Cornell University Freshman Calculus. PhD Students Sanjib Basu (1990), Mei-Mei Zen (1990), Brani Vidakovic (1991), Saurabh Mukhopadhyay (1991), Hyun-Sook Oh (1993), Chuanbo Zhang (1999), WenChi Tsai (2000). Coauthors in Alphabetical Order Mouli Banerjee, Sanjib Basu, Jim Berger, Don Berry, Arup Bose, Lawrence D. Brown, Tony Cai, George Casella, Laura Cayon, Mohan Delampady, Holger Dette, Dipak Dey, Alan Gelfand, Christian Genest, J.K. Ghosh, Len Haff, J.T. Gene Hwang, S.N. Lahiri, Steve Lalley, Suzanne Lorenz, John Marden, Saurabh Mukhopadhyay, Hyun-Sook Oh, Giovanni Parmigiani, John Peterson, Dimitris Politis, Herman Rubin, Larry Shepp, N.D. Shyamalkumar, Bikas Sinha, Bimal Sinha, William Strawderman, William J. Studden, WenChi Tsai, Brani Vidakovic, Weizhen Wang, Mei-Mei Zen, Chuanbo Zhang, Tonglin Zhang, Jim Zidek. Principal Areas of Current Research Asymptotics and especially higher order asymptotics, Applications of Empirical processes, Extreme value theory, Density estimation in ultrahigh dimensions under sparsity, Probabiliity inequalities, Applying statistics to problems 3

in cosmology. Principal Areas of Past Research Decision theory, Theory of Bayes and especially robust Bayes, Classical robustness and especially quantile based methods, Design of experiments and especially regression designs, Goodness of fit tests and especially bootstrap goodness of fit, Foundations of statistics, Long range dependence and especially Bayes theory under long range dependence, Unimodality, Theory of moments, Combinatorics and especially combinatorial identities. Articles, Books, Technical Reports 2000 and after 1. Probability for Statistics and Machine Learning, 2011, Springer, 801 pp, Springer Texts in Statistics. 2. Review of Sufficiency, 2011, in Collected works of Terry Speed, Sandrine Dudoit Ed., In Press. 3. Debabrata Basu: Research Overview, 2011, in Collected works of Debabrata Basu, Springer, 7-17. 4. Sharp nonasymptotic bounds for the mean and the median of a Gaussian maximum, with applications, 2011, Preprint (To be submitted; presently with Holger Drees). 5. False vs. missed discoveries, Gaussian decision theory, and the DonskerVaradhan Principle, 2010, in Festschrift for Lawrence D. Brown, IMS Collections, 6, 1-21. 6. Exact percentiles and distribution of the multinomial maximum for practical use, 2010, Preprint. 7. Combining confidence intervals from independent experiments, 2010, Preprint (To be submitted; presently with Holger Dette) 8. Fundamentals of Probability: A First Course, 2009, Springer, 464 pp, Springer Texts in Statistics. 4

9. Asymptotic Theory of Statistics and Probability, 2008, Springer, 748 pp, Springer Texts in Statistics. 10. Stein’s identity, Fisher information and Projection Pursuit: A Triangulation, 2007, Jour. Stat. Planning Inf., 137, 7, 3399-3409. 11. The 10-20-30-40 estimate, with Mouli Banerjee, 2007. Preprint. 12. Asymptotic expansions for correlations between different measures of spread, with L. Haff, 2006, Jour. Stat. Planning Inf., 7, 2197 - 2212. 13. The heat equation and Stein’s identity: Connections, Applications, with L. Brown, L. Haff, and W.E. Strawderman, 2006, Jour. Stat. Planning Inf., 136, 7, 2254 - 2278. 14. Inference for Binomial and Multinomial Parameters, with Tonglin Zhang, 2006, Chapter in Encyclopedia of Statistical Sciences, Wiley. 15. On the false discovery rates of a frequentist: Asymptotic expansions, with Tonglin Zhang, 2005, Lecture Notes and Monographs Series, IMS, 50, 190-212. 16. Basu’s theorem,factorizations and infinite divisibility, 2006, Jour. Stat. Planning Inf., 137, 945 - 952. 17. Unified asymptotic theory of smooth transformations in general regular families, with various applications, with L. Brown and Tony Cai, 2006, Preprint (Not for public distribution) 18. Dimensional sum of the volumes of hyperspheres, 2006, Preprint. 19. The Titius-Bode rule and the tenth planet, with Jim Zidek, 2006, Preprint. 20. On the complex and real roots of polynomials with primes as the coefficients, 2006, Preprint. 21. On Bayesian bias reduction, with N.D. Shyamalkumar, 2006, Preprint. 5

22. On Paul Erdos’s lonely primes, 2006, Preprint. 23. A Conversation with Larry Brown, 2005, Statist. Science, 2, 193-203. 24. Fuzzy confidence intervals and P-values, Discussion, with L. Brown and Tony Cai, 2005, Statist. Science, 20, 4, 375-379. 25. The matching, birthday and the strong birthday problem, 2005, Jour.Stat.Planning Inf., 130, 1/2, 377-390. 26. Estimation of Binomial parameters when both n, p are unknown, with H. Rubin, 2005, Jour.Stat.Planning Inf. 130, 1/2, 391-404. 27. Noninformative priors, Bayes estimation, and forecasting for long memory processes, with Chuanbo Zhang, 2005, Golden Jubilee Volume of the Indian Institute of Technology, J.C. Misra Ed., 446-485. 28. Theoretical model for other civilizations in the galaxy and the likely isolation of Homo Sapiens, 2005, Golden Jubilee Volume of the Indian Institute of Technology, J.C. Misra Ed., 256-322. 29. On the strong consistency,weak limits and the practical performance of ML and Bayesian estimates of a domain in Rk , with Wen-Chi Tsai, 2004, Lecture Notes and Monographs Series, IMS, 45, 291-308. 30. Characterizations,sub and resampling, and goodness of fit, with L. Brown, John Marden, and Dimitris Politis, 2004, Lecture Notes and Monographs Series, IMS, 45, 180-206. 31. Chebyshev polynomials and G-distributed functions of F -distributed variables, with Larry Shepp, 2004, Lecture Notes and Monographs Series, IMS, 45, 153-163. 32. Confidence intervals in the discrete Exponential family, with L. Brown and Tony Cai, 2003, Stat. Sinica, 13, 1, 19-49. 33. Bayes estimates as expanders in one and two dimensions, with H. Rubin, 2003, Jour. Stat. Planning Inf., 1, 1-14, 6

34. A unified method to sum a variety of infinite series: Ninety Five Explicit Formulas, 2003, Cal. Stat. Assoc. Bull., 54, 213/214, 1-16. 35. Statistical Inference for Stochastic Processes, Mimeographed Book, Purdue University. 36. A contemporary review and bibliography of infinitely divisible distributions and processes, with A. Bose and H. Rubin, 2002, Sankhy¯ a, Ser. A, 64, 3, 763-819. 37. Confidence intervals for a binomial proportion and asymptotic expansions, with L. Brown and Tony Cai, 2002, Ann. Statist., 30, 1, 160-201. 38. Incompleteness of general parametric families when the parameter runs through a topologically discrete set, with John Marden, 2002, Preprint. 39. On the logical foundations of profiling, 2002, Preprint. 40. Mellin transforms of functionals of Brownian processes, 2002, Preprint. 41. A new approach to default priors, with G. Casella, M. Delampady, and W.E. Strawderman, 2001, Canad. Jour. Statist., 29, 3, 437–450. 42. The curse of dimensionality and sample size recommendations, 2001, Golden Jubilee Vol. of the Univ. of Calcutta, Cal. Stat. Assoc. Bull., 50, 199, 157–177. 43. Interval estimation for a Binomial proportion (with discussions), with L. Brown and Tony Cai, 2001, Statist. Science, 16, 2, 101–133. 44. Best constants in Chebyshev type inequalities, with applications, 2000, Metrika, 51, 185–200. 45. Correlation in a Bayesian Framework, with G. Casella, M. Delampady, C. Genest, and W.E. Strawderman, 2000, Canad. Jour. Statist., 28, 4, 675–687.

7

46. A necessary condition for the Riemann hypothesis, with Steve Lalley, 2000, Preprint.

1995-1999 47. Comparison of the p-value and posterior probability of a sharp null hypothesis, with Hyun-Sook Oh, 1999, Jour. Stat. Planning Inf., 76, 93-107. 48. A new general interpretation of the Stein estimate and how it adapts, with Bimal Sinha, 1999, Jour. Stat. Planning Inf., 75, 2, 247–268. 49. Statistical tests for multivariate bioequivalence, with J.T. Gene Hwang and Weizhen Wang, 1999, Biometrika, 86, 395–402. 50. The matching problem and the exact error of the Poisson approximation, 1999, Preprint. 51. The breast cancer screening controversy: When and how often, with Don Berry and Giovanni Parmigiani, 1999, Preprint. 52. Decision theory for spatial competition, with Wen-Chi Tsai, 1999, Preprint. 53. On the suffix of the first Fibonacci number divisible by a given prime, 1999, Preprint. 54. Bayesian design for clinical trials with a constraint on the total available dose, with Mei-Mei Zen, 1998, Sankhy¯ a, Ser. A, 60, 3, 492–506. 55. Asymptotic Relative Efficiency, 1998, Chapter in Encyclopedia of Biostatistics, Wiley, 210–215. 56. Bayesian inference under long range dependence, with Chuanbo Zhang, 1998, Preprint.

8

57. On a differential equation and one step recursion for Poisson moments, 1998, Preprint. 58. Uniform approximation of Bayes solutions and posteriors: Frequentistly valid Bayes inference, with Saurabh Mukhopadhyay, 1997, Statist. and Decisions, 15, 51–73. 59. Sample sizes in ANOVA: Bayesian point of view, with Brani Vidakovic, 1997, Jour. Stat. Planning Inf., 335-347. 60. All estimates with a given risk, curvature, and Riccati differential equations, with W.E. Strawderman, 1997, Ann. Statist., 25, 3, 1208-1221. 61. Brownian paths observed at discrete random times and some connections to the simple random walk, 1997, Preprint. 62. On the determinacy of powers, products and convolutions, 1997, Preprint. 63. Efficiency and minimaxity of Bayes sequential procedures in simple versus simple hypothesis testing for general nonregular models, with Hyun-Sook Oh, 1996, Korean Jour. Statist., 95–110. 64. Optimal Bayes Designs, 1996, Chapter in Handbook of Statistics, 13, C.R. Rao et al. Eds., 1099–1144. 65. The mean, median and mode of unimodal distributions: A characterization, with Sanjib Basu, 1996, Theo. Prob. Appls., 336-352. 66. Efficiency of linear estimates for estimating a bounded normal mean, with Brani Vidakovic, 1996, Sankhy¯ a, Ser. A, 81–100. 67. Bayes and empirical Bayes estimation in the Binomial distribution when n and p are both unknown, with L. Haff and W.E. Strawderman, 1996, Preprint. 68. On a theory for proper default priors, with G. Casella and W.E. Strawderman, 1996, Preprint. 9

69. Robustness of the Stein two stage procedure, with Hyun-Sook Oh, 1995, Sequential Analysis, 14, 321-334. 70. Lower bounds on Bayes risks for estimating a normal variance: With applications, with Brani Vidakovic, 1995, Canad. Jour. Statist., 23, 269–282. 71. Bayesian analysis under distribution bands, with Sanjib Basu, 1995, Statist. and Decisions, 13, 333–350. 72. Robustness of standard confidence intervals for location parameters under nonnormality, with Sanjib Basu, 1995, Ann. Statist., 23, 1433– 1442. 73. A new general method for constructing confidence sets in arbitrary dimensions: With applications, with J.K. Ghosh and Mei-Mei Zen, 1995, Ann. Statist., 23, 1408–1432. 74. A Sourcebook on Probability Theory, 1995, Mimeographed Book, Purdue University. 75. The use and abuse of Q–Q plots: Some asymptotic theory, 1995, Preprint. 76. A purely probabilistic method for finding deterministic sums, with H. Rubin, 1995, Preprint. 77. Winning at craps with a random die, 1995, Preprint. 1990-1994 78. An overview of Robust Bayesian analysis, 1993, Test, 79. Uniform and subuniform posterior robustness, with Saurabh Mukhopadhyay, 1994, Jour. Stat. Planning Inf., 40, 189–204. 80. Sense and Nonsense of Statistical Inference, 1993, Technometrics, 462. 81. Bounds on asymptotic relative efficiencies of robust estimates of locations, 1994, Jour. Stat. Planning Inf., 41, 73–93. 10

82. Examination of Bayesian Methods and Inference: In Search of the Truth, 1994, Preprint. 83. Distributions which are Gaussian convolutions, 1993, in Proc. 5th Purdue Symposium, J. Berger and S.S. Gupta Eds., 391–400. 84. Estimation of a Binomial parameter: Is robust Bayes real Bayes, with Mei-Mei Zen, 1993, Statist. and Decisions, 11, 37-60. 85. Comparing the sample mean and median in measurement error models, 1993, Preprint. 86. Fourier analytic characterizations of Bayes estimates, 1993, Preprint. 87. Some consequences of a peculiar combinatorial identity due to Carlitz, 1993, Preprint. 88. On the solvability of the convolution equation X = Z + Y , 1993, Preprint. 89. Compromise designs in heteroscedastic linear models, with W.J. Studden and Saurabh Mukhopadhyay, 1992, Jour. Stat. Planning Inf., 32, 363–384. 90. Diameter and volume minimizing confidence sets in Bayes and classical problems, 1991, Ann. Statist., 19, 1225–1243. 91. Linear versus nonlinear rules for mixture normal priors, with Brani Vidakovic, 1991, Preprint. 92. Robust optimal designs in normal linear models, with W.J. Studden, 1991, Ann. Statist., 19, 1244–1256. 93. Bayesian testing with symmetric and unimodal priors, with M. Delampady, 1990, Preprint. 94. Bayesian analysis of a multivariate normal mean with flat tailed priors, with Mei-Mei Zen, 1990, Preprint. 11

95. Gamma minimax estimation of a vector parameter in restricted parameter spaces, with M. delampady, 1990, Preprint. 1985-1989 96. Frequentist behavior of robust Bayes estimates of normal means, with W.J. Studden, 1989, Statist. and Decisions, 7, 333-361. 97. A General Theorem on Decision Theory for Nonnegative Functionals: With applications, 1989, Ann. Statist., 17, 1360–1374. 98. Γ-minimax and restricted-risk Bayes estimation of multiple Poisson means, with Arup Bose, 1988, Statist. and Decisions, 6, 311–341. 99. A new inadmissibility theorem with applications to the estimation of means and hazard rates, with Dipak Dey and Alan Gelfand, 1988, Sankhy¯ a, Ser. A, 50, 269–281. 100. Robust Bayesian analysis in normal linear models, with W.J. Studden, 1988, Preprint. 101. Bayesian estimation subject to minimaxity of a multivariate normal mean in the case of a common unknown variance, with H. Rubin, 1987, Proc. 4th Purdue Symp., J. Berger and S.S. Gupta Eds., 325–345. 102. Estimation of multiple gamma scale-parameters: Bayes estimation subject to uniform domination, with J. Berger, 1986, Communications in Statist., 15, 2065–2086. 103. Simultaneous estimation in the multiparameter gamma distribution under weighted quadratic losses, 1986, Ann. Statist., 14, 206–219. 104. Estimation in the multiparameter exponential family: Admissibility and inadmissibility results, with Bimal Sinha, 1986, Statist. and Decisions, 4, 101–130. 105. Bayes minimax estimation in multiparameter families when the parameter space is restricted to a bounded convex set, 1985, Sankhy¯ a, Ser. 12

A, 326–332. 1984 and before 106. Admissibility of generalized Bayes and Pitman estimates in the nonregular family, with Bimal Sinha, 1984, Communications in Statist., 13, 1709–1722. 107. Admissibility in the gamma distribution: Two examples, 1984, Sankhy¯ a, Ser. A, 395–407. 108. Second order admissibility in the multiparameter case, with J.K. Ghosh, 1983, Sankhy¯ a, Ser. A, 181–190. 109. Admissibility of polynomial estimators in the one parameter exponential family, with Bimal Sinha, 1980, Sankhy¯ a, Ser. A, 129–142. 110. Estimating the generalized variance, 1983, Preprint. 111. A decision theoretic analysis of superpopulation models in survey sampling, with Bikas Sinha, 1980, Preprint.

Invited Talks and Conferences (Talks given at Purdue University are too many to be listed and are excluded) Colloquium talk at the Ohio State University, 1984 Colloquium talk at the University of Illinois at Urbana–Champaign, 1984 Colloquium talk at the University of Pittsburgh, 1985 Colloquium talk at the UMBC, 1986 Invited speaker at the Fourth International Symposium on Statistical Decision Theory and Related Topics, 1986 Speaker at the 32nd NBER-NSF Seminar on Bayesian inference in Econometrics, Columbus, 1986 Speaker at the 36th NBER-NSF Seminar on Bayesian inference in Econometrics, Ann Arbor, 1988 Colloquium talk at the Indian Statistical Institute, Calcutta, 1989 13

Colloquium talk at the University of British Columbia, Vancouver, 1990 Invited Speaker at the IMS session on “Robust, Empirical and Hierarchical Bayes Methods”, ASA Annual meeting, Anaheim, 1990 Invited speaker at the Department of Mathematics, Cornell University, 1991 Invited speaker at the Department of Statistics, University of Minnesota, 1991 Invited speaker at the Department of Mathematics, Statistics and Computer Science, Old Dominion University, 1991 Speaker at the International symposium on Nonparametric Statistics, Ottawa, 1991 Speaker at the IMS–ASA annual meeting, Atlanta, 1991 Visitor, Mathematical Sciences Research Institute, Berkeley, 1991 Invited speaker, conference and workshop on Decision Theory, Mathematische Forschunginstitut Oberwolfach, October, 1991 Invited speaker at University of Augsburg, Germany, October 1991 Invited speaker at University of Paris, France, November 1991 Invited speaker at University of Gottingen, Germany, November 1991 Invited speaker at Simon Fraser University, 1991 Colloquium talk at the University of California, San Diego, 1992 Colloquium talk at the University of Florida, Gainesville, 1991 Invited speaker at the 1st International workshop on Bayesian robustness, Milan, May 1992 Invited speaker at the 5th Purdue Symposium on Statistical Decision Theory and Related Topics, 1992 Invited speaker at the 1st Multinational Conference on Bayesian inference in Econometrics, Basel, 1993 Colloquium talk at Bowling Green State University, 1993 Colloquium talk at the Indian Statistical Institute, Calcutta, 1994 Colloquium talk at the Department of Statistics, Michigan State University, 1994 Invited Speaker at the American Stat. Association annual meeting, Toronto, 1994 Invited Discussant, Fifth International meeting of Bayesian Statisticians, Al14

icante, 1994 Colloquium talk at Rutgers University, 1995 Colloquium talk at Cornell University, 1995 Colloquium talk at University of Georgia, Athens, 1996 Colloquium talk at Rutgers University, 1996 Colloquium talk at the UMBC, 1996 Colloquium talk at Northern Illinois University, 1996 Colloquium talk at University of Michigan, Ann Arbor, 1996 Colloquium talk at University of Illinois, Chicago, 1996 Colloquium talk at Michigan State University, 1997 Colloquium talk at University of Pennsylvania, 2000 Colloquium talk at the UMBC, 2000 Colloquium talk at Rutgers University, 2000 Colloquium talk at University of California, San Diego, 2001 Colloquium talk at the UMBC, 2001 Colloquium talk at University of Illinois, Chicago, 2001 Invited talk at the IMS Annual Meeting, 2002, Banff, Canada. Colloquium talk at University of California, San Diego, 2003 Colloquium talk at University of Chicago, 2003 Invited talk at the Conference on Recent Developments in Nonparametrics and Probability, University of Michigan, Ann Arbor, Michigan, 2005 Chair of Invited session at the Frontiers in Statistics Workshop in Honor of Peter Bickel’s 65th Birthday at Princeton University, 2006 Chair and Organizer of Invited IMS session at JSM, 2009, Washington, DC, 2009 Chair and Organizer of Invited IMS session at JSM, 2010, Vancouver, Canada Invited Speaker at Borrowing Strength: Theory Powering Applications, Conference to celebrate the 70th birthday of Lawrence D. Brown, University of Pennsylvania, Wharton School, 2010 Invited Speaker at Conference in honor of Miklos Cs¨ orgo’s 80th Birthday, Carleton, 2012 Organizer of three invited sessions at the First World Meeting of the International Society for Nonparametric Statistics, Greece, 2012 15

Organizer of invited session in honor of Herman Rubin at Purdue Symposium, 2012

16