Related papers: A Conversation with David Findley
The analysis of high-dimensional timeline data and the identification of outliers and anomalies is critical across diverse domains, including sensor readings, biological and medical data, historical records, and global statistics. However,…
These Notes originated from a course I delivered at the Institute of Mathematics of the Universidade Federal do Rio de Janeiro, Brazil (UFRJ) in July-September 1989, were initially published in 1989 in Spanish under the title…
This study introduces a novel forecasting strategy that leverages the power of fractional differencing (FD) to capture both short- and long-term dependencies in time series data. Unlike traditional integer differencing methods, FD preserves…
This doctoral dissertation presents an in-depth analysis of the first six chapters of Eddington's Fundamental Theory, sometimes referred to as his 'statistical' theory, in the context of discoveries and advancements made since its original…
Deep learning (DL) has gained much attention and become increasingly popular in modern data science. Computer scientists led the way in developing deep learning techniques, so the ideas and perspectives can seem alien to statisticians.…
The Index of Dissimilarity (ID), widely utilized in economic literature as a measure of segregation, is inadequate for cross-country or time series studies due to its failure to account for structural variations across countries' labor…
Performing anomaly detection in hybrid systems is a challenging task since it requires analysis of timing behavior and mutual dependencies of both discrete and continuous signals. Typically, it requires modeling system behavior, which is…
These notes are an extended version of a talk given by the author at the conference "Analytic Number Theory and Related Areas", held at Research Institute for Mathematical Sciences, Kyoto University in November 2015. We are interested in…
Science is a growing system, exhibiting ~4% annual growth in publications and ~1.8% annual growth in the number of references per publication. Combined these trends correspond to a 12-year doubling period in the total supply of references,…
We investigate the dynamics of correlations present between pairs of industry indices of US stocks traded in US markets by studying correlation based networks and spectral properties of the correlation matrix. The study is performed by…
Long-range migrations and the resulting admixtures between populations have been important forces shaping human genetic diversity. Most existing methods for detecting and reconstructing historical admixture events are based on allele…
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…
Many real-world applications involve analyzing time-dependent phenomena, which are intrinsically functional, consisting of curves varying over a continuum (e.g., time). When analyzing continuous data, functional data analysis (FDA) provides…
Germany has become a major country of immigration, as well as a research powerhouse in Europe. As Germany spends a higher fraction of its GDP on research and development than most countries with advanced economies, there is an expectation…
This paper is part of the Global Income Dynamics Project cross-country comparison of earnings inequality, volatility, and mobility. Using data from the U.S. Census Bureau's Longitudinal Employer-Household Dynamics (LEHD) infrastructure…
In the 1990s, Joshua Angrist and Guido Imbens studied the causal interpretation of Instrumental Variable estimates (a widespread methodology in economics) through the lens of potential outcomes (a classical framework to formalize causality…
Since the 2005 American Statistical Association's (ASA) endorsement of the Guidelines for Assessment and Instruction in Statistics Education (GAISE) College Report, changes in the statistics field and statistics education have had a major…
Statistical inference is central to many scientific endeavors, yet how it works remains unresolved. Answering this requires a quantitative understanding of the intrinsic interplay between statistical models, inference methods and data…
The present volume is a Festschrift for Mike Keane, on the occasion of his 65th birthday on January 2, 2005. It contains 29 contributions by Mike's closest colleagues and friends, covering a broad range of topics in Dynamics and…
Bowley's law, also referred to as the law of the constant wage share, was a noteworthy empirical finding in economics, suggesting that a nation's wage share tended to remain stable over time, as observed through most of the 20th century.…