Related papers: Remembering Leo Breiman
In 1956, Charles Stein published an article that was to forever change the statistical approach to high-dimensional estimation. His stunning discovery that the usual estimator of the normal mean vector could be dominated in dimensions 3 and…
Big Data is one of the major challenges of statistical science and has numerous consequences from algorithmic and theoretical viewpoints. Big Data always involve massive data but they also often include online data and data heterogeneity.…
It is with pleasure and pride that I introduce this special section in honor of Ingram Olkin. This tribute is especially fitting because, among the many profound and far-reaching contributions that he has made to our profession, Ingram…
Jerzy Neyman's life history and some of his contributions to applied statistics are reviewed. In a 1960 article he wrote: ``Currently in the period of dynamic indeterminism in science, there is hardly a serious piece of research which, if…
This article surveys key aspects of ambit stochastics and remembers Ole E. Barndorff-Nielsen's important contributions to the foundation and advancement of this new research field over the last two decades. It also highlights some of the…
Despite the huge amount of literature on h-index, few papers have been devoted to the statistical analysis of h-index when a probabilistic distribution is assumed for citation counts. The present contribution relies on showing the available…
Right before Nolan's movie was released, I gave a talk on Oppenheimer, trying to anticipate what elements of Bird and Sherwin's biography on which the movie is based would make it into the movie. In this article, written for the October…
rdering of regression or classification coefficients occurs in many real-world applications. Fused Lasso exploits this ordering by explicitly regularizing the differences between neighboring coefficients through an $\ell_1$ norm…
The early history of our department was dominated by Jerzy Neyman (1894-1981), while the next phase was largely in the hands of Neyman's students, with Erich Lehmann (1917-2009) being a central, long-lived and much-loved member of this…
The problem of guessing a random string is revisited. A close relation between guessing and compression is first established. Then it is shown that if the sequence of distributions of the information spectrum satisfies the large deviation…
A case is made that researchers are interested in studying processes. Often the inferences they are interested in making are about the process and its associated population. On other occasions, a researcher may be interested in making an…
We present a certain generalization of a recent result of M. I. Cirnu on linear recurrence relations with coefficient in progressions [2]. We provide some interesting examples related to some well-known integer sequences, such as Fibonacci…
I am presenting a first-ever scientific collection of short sayings on probability and statistics expressed by most various men of science, many classics included, from antiquity to Kepler to our time. Quite understandably, the reader will…
The problem of extracting as much information as possible from a sequence of observations of a stationary stochastic process $X_0,X_1,...X_n$ has been considered by many authors from different points of view. It has long been known through…
This paper, which is dedicated to Alan Turing on the 50th anniversary of his death, gives an overview and discusses the philosophical implications of incompleteness, uncomputability and randomness.
This work reconciles two perspectives on the Elo ranking that coexist in the literature: the practitioner's view as a heuristic feedback rule, and the statistician's view as online maximum likelihood estimation via stochastic gradient…
This is an intrusion in the life and the mathematics of Norbert A'Campo, intended to be a tribute to him and an acknowledgement of his impact on those who know him and his work. The final version of this paper appears in the book ``Essays…
This paper reviews Ole Eiler Barndorff-Nielsen's research in the first decades of his career. The focus is on topics that he kept returning to throughout his scientific life, and on papers that he built on in later important contributions.…
Talk at the International Conference ``G\'eom\'etrie au vingti\`eme ci\`ecle: 1930--2000'', Paris, Institut Henri Poincar\'e, Sept. 2001. The title is a homage to Hans Rademacher and Otto Toeplitz whose book fascinated the author many years…
I describe parts of my joint work with S. Deser [March 19, 1931 - April 21, 2023] which started when I was working as a post-doc at Brandeis University in 2001. Our work was mostly, but not exclusively, on conserved charges of higher…