Future
I am currently accepting students with interests in the following general areas. If you are a PhD student at the Statistics department, feel free to drop me a line or stop by my office if interested to learn more.
- Statistics of Extremes – theory, methodology and/or applications.
- Data structures and algorithms for multi-gigabit network traffic streams. Joint project with Dr Michalis Kallitsis (Merit Network).
- Computational Risk Management – apply optimization theory and large-scale computing to study the effect of statistical dependence on various portfolio risk measures.
Current
- Rafail Kartsioukas, PhD candidate 2018.
Topic: Topics on Extremes, Spectral Inference, and Functional Data. - Andrew Yarger, PhD candidate 2019 (co-supervised with Tailen Hsing)
Topic: Functional data methods with applications to oceanography.
- Moritz Korte-Stapff, PhD candidate 2021 (co-supervised with Tailen Hsing)
- Topic: Spatial and space-time functional data models.
Past
- Zheng Gao, PhD in Statistics, 2020. Thesis: Fundamental Limits of Support Recovery in High Dimensions.
- Shrijita Bhattacharya PhD in Statistics, 2018.
Thesis: Outlier Identification in Spatio Temporal Processes.
Currently: Assistant Professor in the Statistics and Probability Department at Michigan State University. - Robert Yuen PhD in Statistics, 2015.
Thesis: Topics on estimation prediction and bounding risk for multivariate extremes
Currently: Liberty Mutual, Seattle, Washington. - Pramita Bagchi PhD in Statistics, 2015; co-supervised with M. Banerjee;
Thesis: Non-standard statistical inference under short and long-range dependence
Currently: Assistant Professor, Department of Statistics, Volgenau School of Engineering, George Mason University - Kohinoor Dasgupta PhD in Statistics, 2012; co-supervised with V. Nair and L. Nguyen;
Thesis: Inference for neuronal networks using temporal and graphical models.
Currently: Associate Director Biostatistics Novartis in Hyderabad, India. - Joel Vaughan, PhD in Statistics 2012; co-supervised with G. Michailidis;
Thesis: Problems in spatio-temporal modeling, kriging, and prediction of computer network traffic.
Currently: Statistician, Corporate Model Risk, Wells Fargo, USA - Yizao Wang, PhD in Statistics 2012;
Thesis: Topics on max-stable processes and the Central Limit Theorem
Winner of the ProQuest Distinguished Dissertation Award of the Rackham Graduate School.
Currently: Associate Professor at University of Cincinnati, Ohio. - Kamal Hamidieh, PhD in Statistics 2008, co-supervised with G. Michailidis;
Thesis: Topics in Statistical Modeling and Estimation of Extremes and Their Dependence.
Currently: Lecturer in Statistics, Statistics Department, The Wharton School, University of Pennsylvania. - Smrithi Srinivasan, Undergraduate Honors Degree 2008.
Thesis: Modeling of Extremes with Applications to Insurance Claims Data.