Interview with Professor Adrian FM Smith

Adrian Smith joined The Alan Turing Institute as Institute Director and Chief Executive in September 2018. In May 2020, he was confirmed as President Elect of the Royal Society. He is also a member of the government's AI Council, which helps boost AI growth in the UK and promote its adoption and ethical use in businesses and organisations across the country. Professor Smith's previous role was Vice-Chancellor of the University of London where he was in post from 2012. He is a past President of the Royal Statistical Society and was elected a Fellow of the Royal Society in 2001 in recognition of his contribution to statistics. In 2003-04 Professor Smith undertook an inquiry into Post-14 Mathematics Education for the UK Secretary of State for Education and Skills and in 2017, on behalf of Her Majesty's Treasury and the Department for Education, published a 16-18 Maths Review. In 2006 he completed a report for the UK Home Secretary on the issue of public trust in Crime Statistics. He received a knighthood in the 2011 New Year Honours list. The following conversation took place at the Alan Turing Institute in London, on July 19 2019.     

A Conversation With Paul Embrechts

Paul Embrechts was born in Schoten, Belgium, on 3 February 1953. He holds a Licentiaat in Mathematics from Universiteit Antwerpen (1975) and a DSc from Katholieke Universiteit Leuven (1979), where he was also a Research Assistant from 1975 to 1983. He then held a lectureship in Statistics at Imperial College, London (1983–1985) and was a Docent at Limburgs Universitair Centrum, Belgium (1985–1989) before joining ETH Zürich as a Full Professor of Mathematics in 1989, where he remained until his retirement as an Emeritus in 2018. A renowned specialist of extreme-value theory and quantitative risk management, he authored or coauthored nearly 200 scientific papers and five books, including the highly influential ‘Modelling of Extremal Events for Insurance and Finance’ (Springer, 1997) and ‘Quantitative Risk Management: Concepts, Techniques and Tools’ (Princeton University Press, 2005, 2015). He served in numerous editorial capacities, notably as Editor-in-Chief of the ASTIN Bulletin (1996–2005). Praised for his natural leadership and exceptional communication skills, he helped to bridge the gap between academia and industry through the foundation of RiskLab Switzerland and his sustained leadership for nearly 20 years. He gave numerous prestigious invited and keynote lectures worldwide and served as a member of the board of, or consultant for, various banks, insurance companies and international regulatory authorities. His work was recognised through several visiting positions, including at the Oxford-Man Institute, and many awards. He is, inter alia, an Elected Fellow of the Institute of Mathematical Statistics (1995) and the American Statistical Association (2014), an Honorary Fellow of the Institute and the Faculty of Actuaries (2000), Honorary Member of the Belgian (2010) and French (2015) Institute of Actuaries and was granted four honorary degrees (University of Waterloo, 2007; Heriot-Watt University, 2011; Université catholique de Louvain, 2012; City, University of London, 2017). The following conversation took place in Paul's office at ETH Zürich, 17–18 December 2018.     

An interview with Luis Raúl Pericchi

Luis Raúl Pericchi Guerra was born in Caracas, Venezuela, on 11 March 1952. He completed a B.S. in Mathematics in 1975 at the Universidad Simón Bolívar in Caracas, an M.S. in Statistics at the University of California Berkeley in 1978 and a Ph.D. in Statistics at Imperial College London in 1981. After graduating from Imperial College, Luis Raúl went back to Universidad Simón Bolívar. There, he played a key role in the developing of graduate programmes in Statistics and single handedly built an internationally recognised group focused on Bayesian statistics. In 2001, he moved to the Universidad de Puerto Rico in Rio Piedras to become the Chair of the Mathematics Department. At Universidad de Puerto Rico, he was instrumental in the establishment of a Ph.D. track in Computational Mathematics and Statistics. Luis Raúl has published over 120 papers in statistical and domain-specific journals, making significant contributions to several areas of Bayesian statistics (especially in the areas of model selection and Bayesian robustness) and their application (especially in hydrology). He is a Fellow of the American Statistical Association, the International Society for Bayesian Analysis, the John Simon Guggenheim Memorial Foundation and an Elected Member of the International Statistical Institute. This conversation took place over multiple sessions during the 2022 O'Bayes meeting in Santa Cruz, California, and the months that followed.     

An Interview with Jae C. Lee

Jae Chang Lee was born in Chang‐Nyoung, South Korea, on 9 August, 1942. After high school, he attended Seoul National University during a period of military dictatorship. As a leader of the student protest movement, he was forced to flee the country. He completed undergraduate and graduate studies at Ohio State University (PhD 1972) in USA and then joined the faculty at Moravian College in Pennsylvania. He returned permanently to South Korea in 1981 to a faculty position at Korea University. He has held visiting positions at the US National Bureau of Standards, the US Naval Coastal Systems Center, Ohio State University, Temple University, the University of Wollongong and Chuo University. Professional contributions include President of International Statistical Institute, Organiser of the International Statistical Institute (ISI) Congress in Seoul in 2001, President of the International Association for Statistical Computing and of the Korean Statistical Society (KSS), Editor, Journal of the Korean Statistical Society and Co‐Editor, Computational Statistics and Data Analysis. Honours include ISI Methorst Award, Distinguished Service Award (KSS), Presidential Award for Statistical Contribution and Order of Service Merit from the Korean Government, Certificate of Distinguished Contribution from the Japanese Society of Computational Statistics and elected member, Korean Academy of Science and Technology. The interview was conducted during 23–27 April 2013, at Jae C's country home in Pocheon City.     

A Conversation with Roger Koenker

Roger William Koenker was born February 21, 1947. He graduated from Grinnell College in 1969 and obtained his PhD in Economics from University of Michigan in 1974 under the direction of Saul Hymans. He was Assistant Professor of Economics at the University of Illinois at Urbana‐Champaign (UIUC) from 1974 to 1976, and a member of Technical Staff at Bell Telephone Laboratories from 1976 to 1983 and returned to UIUC as Professor in 1983. He is currently a William B. McKinley Professor of Economics and Professor of Statistics at UIUC. He is best known for his seminal work on quantile regression, which has emerged as a powerful regression analysis tool across many disciplines. He is a Fellow of the American Statistical Association, Fellow of the Institute of Mathematical Statistics, Fellow of Econometric Society, and recipient of the 2010 Emanuel and Carol Parzen Prize for Statistical Innovation. The conversation covers part of Roger Koenker's career as an econometrician and statistician, starting from his college years.     

An Interview with Chris Skinner

Chris Skinner was born in London on 12 March 1953. He completed a BA in mathematics in 1975 at the University of Cambridge. He then obtained an MSc degree in statistics from the London School of Economics and Political Science (LSE) in 1976 and worked as an assistant statistician in the Central Statistical Office for 1 year. After working as a research assistant in LSE from 1977 to 1978, he joined the University of Southampton as a lecturer in 1978, where he earned a PhD in social statistics in 1982. He remained at the University of Southampton, where he became a senior lecturer in 1989 and professor of statistics in 1994. While serving as the head of his department from 1997 to 2000, he played a crucial role in the creation of an MSc programme in official statistics in 1999. In 2011, he returned to the LSE, where he currently holds the position of professor of statistics. Chris is the author of over 80 peer‐reviewed articles in statistical journals and the co‐editor of two influential books on the analysis of survey data. He made significant research contributions covering areas that include the analysis of survey data, inference in the presence of non‐response and measurement errors and statistical disclosure control. He served on several advisory committees, including the Statistical Methods Advisory Committee at Statistics Canada (from 2000 to 2011) and the National Statistics Methodology Advisory Committee in the United Kingdom (from 2001 to 2010). He has received numerous awards and honors for his outstanding contributions to survey sampling and social statistics. He is a Fellow of the American Statistical Association, Fellow of the British Academy and a Fellow of the Academy of Social Sciences. In 2009, he received the West Medal from the Royal Statistical Society for contributions to social statistics, and in 2010, he was made a Commander of the Most Excellent Order of the British Empire. In 2019, he also received the Waksberg award to recognize his contributions to survey methodology. The following conversation took place at LSE on 21 May 2019.     

A Conversation with James O. Ramsay

Jim Ramsay was born on September 5, 1942, in Prince George, British Columbia. He pursued undergraduate studies at the University of Alberta, where he completed a BEd in 1964 with a major in English and a minor in mathematics. He then specialized in statistics and psychometry, earning a PhD in psychology from Princeton University in 1966. After holding a temporary lectureship in the Department of Psychology at University College London for one year, he joined the Department of Psychology at McGill University, where he rose through the academic ranks. He was chair of his department from 1986 to 1989 and spent sabbatical leaves in Cambridge, Grenoble, and Toulouse. He was named professor emeritus upon his retirement in 2007. Jim is the author of four influential books and over 100 peer‐reviewed articles in statistical and psychometric journals. He developed much of the statistical theory behind multidimensional scaling and is widely recognized as the founder of functional data analysis. Three of his papers were read to the Royal Statistical Society, and another won The Canadian Journal of Statistics 2000 Best Paper Award. The Statistical Society of Canada (SSC) awarded him a Gold Medal for research in 1998 and an honorary membership in 2012. Jim was president of the Psychometric Society in 1981–82 and president of the SSC in 2002–03. The following conversation took place at Jim's home in Ottawa, Ontario, on March 14 and April 4, 2012.     

Some characterization theorems for generalized measures of uncertainty and information

Summary Some characterization theorems are given for the various generalized measures of information and uncertainty by using two types of functional inequalities. This paper unifies several existing results on the various measures of information and some special cases of interest are mentioned at appropriate places.The work of this paper was done while the author was a visiting postdoctoral fellow with the University of Waterloo. This paper was presented at the Meeting on Information Measures held at the University of Waterloo, Waterloo, Ontario, Canada from April 10–14, 1970.     

A Conversation with Katherine K. Wallman

Katherine Wallman has had a highly distinguished career in federal statistics and has been serving as the Chief Statistician in the USA for the last 22 years. She was also the President of the American Statistical Association (ASA) in 1992. This interview starts with Wallman's early career and introduction to the field of statistics and goes on to describe her fascinating journey and many accomplishments. The interview was conducted on 19 November 2014. The author thanks Mary Ann Kasper, CNSTAT staff, for transcribing.     

Estimation of the scale matrix of a multivariate t-model under entropy loss

This paper deals with the estimation of the scale matrix of a multivariatet-model with unknown location vector and scale matrix to improve upon the usual estimators based on the sample sum of product matrix. The well-known results of the estimation of the scale matrix of the multivariate normal model under the assumption of entropy loss function have been generalized to that of a multivariatet-model. The paper is based on the first author’s unpublished Ph.D. dissertation ‘Estimation of the Scale Matrix of a Multivariate T-model’, University of Western Ontario, Canada. Present address: School of Mathematics and Statistics, The University of Sydney, NSW 2006, Australia.     

A Frequency-domain Based Test for Non-correlation between Stationary Time Series

A one-sided asymptotically normal test for non-correlation between two stationary time series is proposed based on the spectral coherence function. The test statistic is a properly standardized version of the integrated spectral coherency and has similar asymptotic properties as a previously introduced time domain based test for non-correlation. Unlike its time domain counterpart, the proposed test does not require prewhitening of the time series and, thus, is a truly nonparametric test for non-correlation. In a simulation study, we evaluate the small sample performance of the proposed test in comparison with the time domain test and address the problem of bandwidth selection. Furthermore, we present a modification of the test statistic that allows to test for non-correlation over frequency bands. This version shows higher power of detecting interrelationships restricted to the frequency band of interest. This work has been carried out at the Institute of Applied Mathematics at the University of Heidelberg and partly while the author was visiting the Department of Statistics at the University of Chicago.     

Boekbesprekingen

Book reviewed in this article:
De organisatie van de kwaliteitszorg, J. H. Enters, H. E. Stenfert Kroese N.V.
Statistiek voor Medici. Korte inleiding, Chr. L. Rumke, C. van Eeden, uitgeverij L. Stafleu en Zoon
De bloemisterij in Nederland
Characteristic Functions, E. Lukacs, Griffins Statistical Monographs and Courses no. 5 Charles Griffin and Cy. Ltd.
Portfolio Selection, Efficient Diversification of Investments, H. M. Markowitz, Cowles Foundation Monograph 16
Finite Markov Chains, J. G. Kemeny en J. L. Snell, University Series in Undergraduate Mathematics, Van Nostrand, Princeton, New Jersey
Operations Research and Systems Engineering, onder redactie van Charles D. Flagle, William H. Hugginsen Robert H. Roy
Tables of the Hypergeometric Probability Distribution, G. L. Lieberman and D. B. Owen, Stanford Studies in Mathematics and Statistics III
Probability with statistical applications, Frederick Mosteller, Robert E. K. Rourke, George B. Thomas, Jr.
Probability: a First Course, F. Mosteller, R. E. K. Rourke, G. B. Thomas, Jr.     

A Conversation with Jean‐Louis Bodin

Jean‐Louis Bodin has had a distinguished career as an official statistician in the French and European statistical systems, where he has been working for 40 years. Born in 1941 in Bordeaux, the capital city of one of the most famous vineyards in the world, he became graduate of two French prestigious schools, the Ecole Polytechnique in 1963, then the ENSAE (Ecole Nationale de la Statistique et de l'Administration Economique) in 1966. After having spent 20 years in different positions in the French Statistical System, he dedicated the last 20 years of his career to international relations in official statistics and cooperation for strengthening statistical capacities of transition and developing countries. In particular, he was one of the main drafters of the UN Resolution on Fundamental Principles for Official Statistics and of the African Statistical Charter. He is also known for having created AFRISTAT, the Economic and Statistical Observatory of Sub‐Saharan African countries. He was also during years one of the French representatives in the UN Statistical Commission, the UN Conference of European Statisticians and the Statistical Committee Programme of the European Union. Jean‐Louis Bodin has played for 40 years a very active role in national and international statistical societies. He served on many disparate positions in the ISI family: executive director of the International Association of Survey Statisticians from 1981 to 1985 under the successive chairmanships of Gérard Théodore and Leslie Kish, founding member in 1985 with Vera Nyitrai of the International Association for Official Statistics and president of the Association from 1989 to 1991, secretary‐general of the National Organizing Committee of the 47th ISI Session held in Paris in August 1989, Chair of the Programme Coordinating Committee of the 50th ISI Session held in Beijing in August 1995, ISI president‐elect then president from 1997 to 2001, president of the Jury of the Mahalanobis Prize from 2002 to 2005. He was also president of the Société de Statistique de Paris in 1994. He received the certificate of Fellow of the American Statistical Association in 1996 and was a member of the ASA Committee for International Relations in Statistics from 1993 to 1997. He was bestowed in 2006 as a Chevalier de la Légion d'Honneur (Knight of the Legion of Honour) in France and in 1997 as a Kawaleski Orderu Zas?ugi(Knight of the Order of Merit) in Poland. He received the Medal of Statistical Merit in Vietnam in 2003 and the African Statistical Award bestowed by the UN Economic Conference for Africa in 2012. This conversation was held in June 2013 with Gilbert Saporta in Paris. Gilbert Saporta: Welcome to this interview, Jean‐Louis. I'm delighted that you could spend some time with me to discuss your career, your achievements and your views on some aspects of official statistics. It appears that your professional career as a French official statistician and your participation in ISI activities were tightly linked.

     

Agustín Maravall: An interview with the International Journal of Forecasting

Agustín Maravall Herrero (Madrid, 1944) is one of the world’s authorities in seasonal adjustment and automatic forecasting of economic time series. He studied Agricultural Engineering and completed a doctorate at the Universidad Politécnica de Madrid. With a Ford-Fulbright fellowship he moved to the University of Wisconsin-Madison to obtain a Ph.D. in Economics in 1975. He worked at the Research Division of the Federal Reserve Board of Governors (the Fed) in Washington D.C. and in 1979 returned to Madrid as a Senior Economist in the Research Department of the Banco de España (BE). In the period 1989-96, he was a full professor in the Department of Economics of the European University Institute (EUI) in Florence. He returned to the BE as Chief Economist and Head of the Time Series Analysis Unit and retired in December 2014.Maravall has done outstanding research in time series and has been a pioneer in developing methodology and writing computer programs for automatic estimation and model selection, seasonal adjustment, and forecasting of time series. His programs “Time Series Regression with ARIMA noise, Missing observations and Outliers” (TRAMO) and “Signal Extraction in ARIMA Time Series” (SEATS), jointly developed with Victor Gómez, have had a large influence in applied forecasting, including adjusting series for seasonality and possibly other undesirable effects, such as outliers, or missing observations, and have been used in many economic institutions around the world. He has been very active in promoting the automatic analysis of time series, teaching short courses in many countries. Also, he has stimulated research in this field being on the editorial board of the Journal of Business and Economic Statistics and the Journal of Econometrics. He has been a Special Advisor to the European Central Bank (ECB) and Eurostat in time series analysis. His research contributions have been recognized as Fellow of the Journal of Econometrics, 1995; Fellow of the American Statistical Association, 2000; Julius Shiskin Award for Economic Statistics, 2004, and the highest prizes for Economic Research in Spain: The Rey Jaime I Prize in Economics, 2005 and the Rey Juan Carlos Prize in Economics, 2014.     

"Marie Howland—19th‐Century Leader for Women's Economic Independence

Marie Howland (1836–1921) was an important working‐class figure in the early U.S. women's movement who mounted an inspired challenge to separate spheres and the prevailing domestic ideology. Well before Edward Bellamy and Charlotte Perkins Gilman, she called for domestic work to be respected, paid, and collectively organized. Howland made it her life's work to remove barriers to economic independence for women through the overhaul of social and economic institutions that posited the home as the center of female existence and exploited workers. She wanted women to have the economic freedom to marry for love, not economic necessity, leave a bad marriage, survive widowhood, or not marry at all. By delving into Howland's early years in rural New Hampshire and the Lowell textile mills, her close association with radical bohemians in New York City, and her later participation in experimental communities, the following treatise provides a long overdue, comprehensive account of her life and work. My inquiry reveals how Marie Howland promoted women's freedom within a class analysis, rejecting Marxism and embracing the utopian socialist theory of Charles Fourier. It also offers an in‐depth look at her popular utopian novel, Papa's Own Girl, where a cooperative community of economically independent women and enlightened men replace the patriarchy and individual competitiveness of the emerging, but by no means entrenched, industrial order. In addition, my treatise focuses on Howland's efforts to put ideas into practice. Unwilling to limit her activism to intellectual discussions, she lived in a Fourierist household in New York City, a cooperative settlement in western Mexico, and the single‐tax community of Fairhope, Alabama. She pushed the Grange and the International Workingman's Association to focus on women's issues. She also made sure that her personal relationships with men were based on free love and mutual respect, not economic necessity and legal contract. I also examine how Howland dedicated her life to changing gender and class relations, but made little effort to improve conditions for African Americans. Like many white reformers, she drew on popular scientific theories of biological difference to justify the unequal treatment of African Americans. Besides shedding light on important intellectual and social developments, like phrenology, free love, Fourierism, the Grange, and theosophy, this examination of Marie Howland reveals the complexities, possibilities, and limitations of the women's rights movement before the passage of the 19^th Amendment.     

Models of Personnel Management: A Means of Understanding the Diversity of Personnel Practices?

Kathy Monks, who is a Lecturer in Human Resource Management at Dublin City University Business School, discusses the results of a survey of the roles and responsibilities of personnel managers in Eire. She describes four main models of personnel practice which she found and compares them with those developed by Tyson and Fell in 1986 drawing on research in the UK. She goes on to consider why organisations adopt simple or complex personnel management pratices.     

A Conversation with Jef Teugels

Jozef Lodewijk Maria Teugels was born in Londerzeel, Belgium, on February 20, 1939. He received his high school education at Sint-Lievenscollege in Antwerp. He obtained a Candidate diploma in Physics in 1961 and a License degree in Mathematics in 1963 at the Catholic University of Louvain. After serving one year in the army, he obtained his MSc in 1966 and his PhD in 1967 at Purdue University, with Marcel F. Neuts as advisor. In 1967 he was appointed at the Catholic University of Louvain and promoted to Full Professor in 1973. He remained in Leuven until his retirement in 2004. He chaired the Department of Mathematics over the periods 1970–77 and 1982–89. He has held visiting positions at numerous universities in the United Kingdom, Portugal, the United States of America, South Africa, Japan, Indonesia and Australia.     

Change point tests based on U-statistics with applications in reliability

We consider the problem of testing the null hypothesis of no change against the alternative of exactly one change point. The proposed tests are based on generalized two-sample U-statistic processes. We drive the limiting null distributions of the proposed tests. Some applications in Statistical Reliability are given. This research was supported by an NSERC Canada grant at the University of Alberta. Part of this research was done while visiting the University of Alberta supported by the NSERC Canada grant of the first author.     

Supply-Side Economics and the Future

How will supply-side economics fare under the new administration? Paul Craig Roberts of the Center for Strategic and International Studies at Georgetown University in Washington, argues that supply-side economics was the major success of President Reagan but that the new administration may not follow its predecessor's example.