David O. Siegmund | |
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| Born | November 15, 1941 St. Louis, Missouri, US |
| Alma mater | Columbia University |
| Scientific career | |
| Fields | Statistics |
| Institutions | Stanford University |
| Doctoral advisor | Herbert Robbins |
| Doctoral students | |
David Oliver Siegmund (born November 15, 1941) [1] is an American statistician who has worked extensively on sequential analysis. [2]
Siegmund grew up in Webster Groves, Missouri. He received his baccalaureate degree, in mathematics, from Southern Methodist University in 1963, and a doctorate in statistics from Columbia University in 1966. His Ph.D. advisor was Herbert Robbins. After being an assistant and then a full professor at Columbia, he went to Stanford University in 1976, where he is currently a professor of statistics. He has served twice as the chair of Stanford's statistics department. [2] [3] He has also held visiting positions at Hebrew University of Jerusalem, the University of Zurich, the University of Oxford, and the University of Cambridge. [2]
Siegmund has written with Herbert Robbins and Yuan-Shih Chow on the theory of optimal stopping. Much of his work has been on sequential analysis, and he has also worked on the statistics of gene mapping. [2]
Herbert Ellis Robbins was an American mathematician and statistician. He did research in topology, measure theory, statistics, and a variety of other fields.
David Gale was an American mathematician and economist. He was a professor emeritus at the University of California, Berkeley, affiliated with the departments of mathematics, economics, and industrial engineering and operations research. He has contributed to the fields of mathematical economics, game theory, and convex analysis.
Tjalling Charles Koopmans was a Dutch-American mathematician and economist. He was the joint winner with Leonid Kantorovich of the 1975 Nobel Memorial Prize in Economic Sciences for his work on the theory of the optimum allocation of resources. Koopmans showed that on the basis of certain efficiency criteria, it is possible to make important deductions concerning optimum price systems.
Calyampudi Radhakrishna Rao was an Indian-American mathematician and statistician. He was professor emeritus at Pennsylvania State University and Research Professor at the University at Buffalo. Rao was honoured by numerous colloquia, honorary degrees, and festschrifts and was awarded the US National Medal of Science in 2002. The American Statistical Association has described him as "a living legend” whose work has influenced not just statistics, but has had far reaching implications for fields as varied as economics, genetics, anthropology, geology, national planning, demography, biometry, and medicine." The Times of India listed Rao as one of the top 10 Indian scientists of all time.
Albert Nikolayevich Shiryaev is a Soviet and Russian mathematician. He is known for his work in probability theory, statistics and financial mathematics.
In statistics, sequential analysis or sequential hypothesis testing is statistical analysis where the sample size is not fixed in advance. Instead data is evaluated as it is collected, and further sampling is stopped in accordance with a pre-defined stopping rule as soon as significant results are observed. Thus a conclusion may sometimes be reached at a much earlier stage than would be possible with more classical hypothesis testing or estimation, at consequently lower financial and/or human cost.
Ole Eiler Barndorff-Nielsen was a Danish statistician who has contributed to many areas of statistical science.
Bradley Efron is an American statistician. Efron has been president of the American Statistical Association (2004) and of the Institute of Mathematical Statistics (1987–1988). He is a past editor of the Journal of the American Statistical Association, and he is the founding editor of the Annals of Applied Statistics. Efron is also the recipient of many awards.
What Is Mathematics? is a mathematics book written by Richard Courant and Herbert Robbins, published in England by Oxford University Press. It is an introduction to mathematics, intended both for the mathematics student and for the general public.
Leonid Hurwicz was a Polish–American economist and mathematician, known for his work in game theory and mechanism design. He originated the concept of incentive compatibility, and showed how desired outcomes can be achieved by using incentive compatible mechanism design. Hurwicz shared the 2007 Nobel Memorial Prize in Economic Sciences for his seminal work on mechanism design. Hurwicz was one of the oldest Nobel Laureates, having received the prize at the age of 90.
Yuan-Shih Chow, also known as Y. S. Chow or Zhou Yuanshen, was a Chinese and American probabilist. He was Professor Emeritus, Columbia University, United States.
In probability theory, Robbins' problem of optimal stopping, named after Herbert Robbins, is sometimes referred to as the fourth secretary problem or the problem of minimizing the expected rank with full information.
Let X1, ..., Xn be independent, identically distributed random variables, uniform on [0, 1]. We observe the Xk's sequentially and must stop on exactly one of them. No recall of preceding observations is permitted. What stopping rule minimizes the expected rank of the selected observation, and what is its corresponding value?
Emmanuel Jean Candès is a French statistician most well known for his contributions to the field of Compressed sensing and Statistical hypothesis testing. He is a professor of statistics and electrical engineering at Stanford University, where he is also the Barnum-Simons Chair in Mathematics and Statistics. Candès is a 2017 MacArthur Fellow.
Wendell Helms Fleming was an American mathematician, specializing in geometrical analysis and stochastic differential equations.
Michael N. Katehakis is a Professor of Management Science at Rutgers University. He is noted for his work in Markov decision process, Gittins index, the multi-armed bandit, Markov chains and other related fields.
Cyrus Derman was an American mathematician and amateur musician who did research in Markov decision process, stochastic processes, operations research, statistics and a variety of other fields.
Iain Murray Johnstone is an Australian born statistician who is the Marjorie Mhoon Fair Professor in Quantitative Science in the Department of Statistics at Stanford University.
Ruth Jeannette Williams is an Australian-born American mathematician at the University of California, San Diego where she holds the Charles Lee Powell Chair as a Distinguished Professor of Mathematics. Her research concerns probability theory and stochastic processes.
Ilya R. Segal is an economist who is currently Roy and Betty Anderson Professor in the Department of Economics at Stanford University. His research focuses on microeconomic theory, particularly contract theory, mechanism design and auction design. His research interests include the design of competition policy, property rights, contracts, auctions, and other economic mechanisms. Segal has been elected to the American Academy of Arts and Sciences, is a Fellow of the Econometric Society and member of the Toulouse Network for Information Technology. His other awards include Compass Lexecon prize for “the most significant contribution to the understanding and implementation of competition policy,” a Guggenheim Fellowship, a fellowship at the Institute for Advanced Study at Princeton, an Alfred P. Sloan Research Fellowship, and a Hoover Fellowship.
Thomas Shelburne Ferguson is an American mathematician and statistician. He is a professor emeritus of mathematics and statistics at the University of California, Los Angeles.
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