Related papers: A Conversation with George C. Tiao
Forecasting of multivariate time-series is an important problem that has applications in traffic management, cellular network configuration, and quantitative finance. A special case of the problem arises when there is a graph available that…
Between 1957-1985, Chinese mathematician Loo-Keng Hua pioneered economic optimization theory through three key contributions: establishing economic stability's fundamental theorem, proving the uniqueness of equilibrium solutions in economic…
In 1994, I came to Berkeley and was fortunate to stay there three years, first as a postdoctoral researcher and then as Neyman Visiting Assistant Professor. For me, this period was a unique opportunity to see other aspects and learn many…
How much macroeconomic information is contained in a single input-output table? We feed FIGARO 64-sector symmetric tables into DEPLOYERS, a Darwinian agent-based simulator, producing genuine out-of-sample GDP forecasts. For each year, the…
This paper considers a structural-factor approach to modeling high-dimensional time series and space-time data by decomposing individual series into trend, seasonal, and irregular components. For ease in analyzing many time series, we…
Time series analysis has proven to be a powerful method to characterize several phenomena in biology, neuroscience and economics, and to understand some of their underlying dynamical features. Despite a plethora of methods have been…
A.M. Mathai is Emeritus Professor of Mathematics and Statistics at McGill University, Canada, and Director of the Centre for Mathematical and Statistical Sciences, India. He has published over 300 research papers and more than 25 books on…
The "Olympic Agenda 2020" stresses the urgency of measuring the impact of the Olympic Games on host cities in the face of declining bids. This paper presents the Hosting the Olympics Influence Evaluation Model (HOIEM) to assess these…
Twenty years ago Breiman (2001) called to our attention a significant cultural division in modeling and data analysis between the stochastic data models and the algorithmic models. Out of his deep concern that the statistical community was…
Imagine generating a city's electricity demand pattern based on weather, the presence of an electric vehicle, and location, which could be used for capacity planning during a winter freeze. Such real-world time series are often enriched…
With the rapid evolution of cross-strait situation, "Mainland China" as a subject of social science study has evoked the voice of "Rethinking China Study" among intelligentsia recently. This essay tried to apply an automatic content…
The issue of distribution shifts is emerging as a critical concern in graph representation learning. From the perspective of invariant learning and stable learning, a recently well-established paradigm for out-of-distribution…
These are notes to accompany four lectures that I gave at the School on Additive Combinatorics, held in Montreal, Quebec between March 30th and April 5th 2006. My aim is to introduce ``quadratic fourier analysis'' in so far as we understand…
The Academic Ranking of World Universities (ARWU) published by researchers at Shanghai Jiao Tong University has become a major source of information for university administrators, country officials, students and the public at large. Recent…
Recently, a vast number of scientific publications have been produced in cities in emerging countries. It has long been observed that the publication output of Beijing has exceeded that of any other city in the world, including such leading…
Initially applied in astronomy and geodesy, the linear regression model aimed to find the best estimates for parameters with predefined meanings. E.g., orbital elements, geodetic constants. As its use expanded to other disciplines, often to…
Robust assessment of the institutionalist account of comparative development is hampered by problems of omitted variable bias and reverse causation, since institutional quality is not randomly assigned with respect to geographic and human…
This paper challenges the dominance of stochastic trend models by introducing the Seasonal-Trend-Stationary ARMA (STSA) framework, which represents univariate nonstationary time series as stationary fluctuations around deterministic trend…
A first principles approach to the theoretical description of the development of biological forms, from a fertilized egg to a functioning embryo, remains a central challenge to applied physics and theoretical biology. Rather than refer to…
Donald (Don) Arthur Berry, born May 26, 1940 in Southbridge, Massachusetts, earned his A.B. degree in mathematics from Dartmouth College and his M.A. and Ph.D. in statistics from Yale University. He served first on the faculty at the…