Related papers: A Conversation with Peter Huber
Myles Hollander was born in Brooklyn, New York, on March 21, 1941. He graduated from Carnegie Mellon University in 1961 with a B.S. in mathematics. In the fall of 1961, he entered the Department of Statistics, Stanford University, earning…
Ulf Grenander was born in Vastervik, Sweden, on July 23, 1923. He started his undergraduate education at Uppsala University, and earned his B.A. degree in 1946, the Fil. Lic. degree in 1948 and the Fil. Dr. degree in 1950, all from the…
Robert Vincent Hogg was born on November 8, 1924 in Hannibal, Missouri. He earned a Ph.D. in statistics at the University of Iowa in 1950, where his advisor was Allen Craig. Following graduation, he joined the mathematics faculty at the…
Born in Sydney, Australia, on April 20, 1939, Chris Heyde shifted his interest from sport to mathematics thanks to inspiration from a schoolteacher. After earning an M.Sc. degree from the University of Sydney and a Ph.D. from the Australian…
Alan E. Gelfand was born April 17, 1945, in the Bronx, New York. He attended public grade schools and did his undergraduate work at what was then called City College of New York (CCNY, now CUNY), excelling at mathematics. He then surprised…
Jerome H. Friedman was born in Yreka, California, USA, on December 29, 1939. He received his high school education at Yreka High School, then spent two years at Chico State College before transferring to the University of California at…
Yuan Shih Chow was born in Hubei province in China, on September 1, 1924. The eldest child of a local militia and political leader, he grew up in war and turmoil. His hometown was on the front line during most of the Japanese invasion and…
David Ross Brillinger was born on the 27th of October 1937, in Toronto, Canada. In 1955, he entered the University of Toronto, graduating with a B.A. with Honours in Pure Mathematics in 1959, while also serving as a Lieutenant in the Royal…
Willem Rutger van Zwet was born in Leiden, the Netherlands, on March 31, 1934. He received his high school education at the Gymnasium Haganum in The Hague and obtained his Masters degree in Mathematics at the University of Leiden in 1959.…
David Findley was born in Washington, DC on December 27, 1940. After attending high school in Lyndon, Kentucky, he earned a B.S. (1962) and M.A. (1963) in mathematics from the University of Cincinnati. He then lived in Germany, studying…
Harry F. Martz was born June 16, 1942 and grew up in Cumberland, Maryland. He received a Bachelor of Science degree in mathematics (with a minor in physics) from Frostburg State University in 1964, and earned a Ph.D. in statistics at…
Seymour Geisser received his bachelor's degree in Mathematics from the City College of New York in 1950, and his M.A. and Ph.D. degrees in Mathematical Statistics at the University of North Carolina in 1952 and 1955, respectively. He then…
As one of the triumphs and milestones of robust statistics, Huber regression plays an important role in robust inference and estimation. It has also been finding a great variety of applications in machine learning. In a parametric setup, it…
Joel L. Horowitz has made profound contributions to many areas in econometrics and statistics. These include bootstrap methods, semiparametric and nonparametric estimation, specification testing, nonparametric instrumental variables…
Leo A. Goodman was born on August 7, 1928 in New York City. He received his A.B. degree, summa cum laude, in 1948 from Syracuse University, majoring in mathematics and sociology. He went on to pursue graduate studies in mathematics, with an…
The Huber loss is a robust loss function used for a wide range of regression tasks. To utilize the Huber loss, a parameter that controls the transitions from a quadratic function to an absolute value function needs to be selected. We…
Martin Bradbury Wilk was born on December 18, 1922, in Montr\'{e}al, Qu\'{e}bec, Canada. He completed a B.Eng. degree in Chemical Engineering in 1945 at McGill University and worked as a Research Engineer on the Atomic Energy Project for…
When data are stored across multiple locations, directly pooling all the data together for statistical analysis may be impossible due to communication costs and privacy concerns. Distributed computing systems allow the analysis of such…
Howard Raiffa earned his bachelor's degree in mathematics, his master's degree in statistics and his Ph.D. in mathematics at the University of Michigan. Since 1957, Raiffa has been a member of the faculty at Harvard University, where he is…
Heavy-tailed errors impair the accuracy of the least squares estimate, which can be spoiled by a single grossly outlying observation. As argued in the seminal work of Peter Huber in 1973 [{\it Ann. Statist.} {\bf 1} (1973) 799--821], robust…