AsamplerFall 2010

23

4679

1011

S T A T I S T I C S & A C T U A R I A L S C I E N C E

Anothersuccessfulyearhasgonebyanditistimetoonceagainreporttoyouonthemanyexcitingdevelopmentsoverthepastyear. InJanuarytheSocietyofActuaries’(SOA)CenterofActuarialExcellenceEvaluationCom-mittee(CEC)waspleasedtoinformusthatwehavebeenrecognizedbytheSOAasaCenterofActuarialExcellence. JoyeeGhoshjoinedourfacultyinAugustasanassistantprofessorinstatistics.ProfessorJimBroffittandGeorgeWoodworthretiredinMay. ThisyearwegraduatedtwoPhDstudents:JieLiandDongLiang.JiehastakenaresearchpositionwithEliLillyinIndianapolis,Indiana.Dongiscontinuinghispost-doctoralworkwiththeDepartmentofGeographyattheUniversityofIowa.Wealsoawarded13MSdegreesand5BSdegreesinstatisticslastyear.Ouractuarialscienceprogramawarded11MSdegreesand17BSdegrees.Ourstudents'passratesontheSOAexamscontinuetobeexceptional.Inaddition,28alumnibecameFellows,17becameAssociatesoftheSocietyofActuariesand6becamenewcharteredEnterpriseRiskAnalysts(CERAdesignation). Weareverygratefulforthegenerousdonationsfromalumni,friends,andcompanieswhoallowustoattractandsupportthebeststudents.Duringthe2009-2010academicyearwespentmorethan$42,750onourstudents,thevastmajorityintheformofscholarships,actuarialexamfeereimbursements,andprizes.Thisisabiginvestment,buthavingthebeststudentsmakesitworthwhile.Thankyouforhelpingtomakeourprogramssuccessful! ManythankstoeveryonewhogenerouslysupportedtheRobertV.HoggProfessorship.YourcontributionshavemadeitpossiblefortheUniversitytoappointmeasthefirstHoggProfessoronSeptember1,2010.Iwasverysurprisedandpleasedtoreceivethishonor. Ihopeyouwillenjoyreadingthenewsaboutthedepartment,students,faculty,andalumnionthefollowingpages.Wewouldbehappytoincludeanynewsyouwouldliketosharewithformerclassmatesinnextyear'snewsletter.Pleaseusetheenclosedsheettosendyourinformation,orsendusanemail.

Bestwishes,

from theCHAIR

DaleZimmermanChair,StatisticsandActuarialScienceRobertV.HoggProfessorofStatistics(319)335-0712

Faculty & Staff News

Recent PublicationsGrantsCenter for Actuarial Excellence

Student News

Society of Actuaries Fellows and Associates

Honor Roll of Contributors

Invited Speakers

In Memoriam

Alumni News

2

Joyee GhoshwaswelcomedtoourdepartmentasanewAssistantProfessorinAugust2010.JoyeeearnedherPhDin2008fromDukeUniversity.Weareveryhappytohaveherjoinourstatisticsfaculty!

Jian HuangwasinvitedtospeakatthePurdueUniversitydepartmentcolloquiumonOctober15.Thetitleofhistalkwas“AsymptotictheoryoftheCoxmodelwithinterval-censoreddata”.Hisotherinvitedtalksincluded:"TheMnetmethodforvariableselection",atthefirstjointBiostatisticsSymposium

atRenminUniversityinBeijing,ChinaonJuly17-18,2010.Healsoparticipatedintheinvitedsessionon“Highdimensionalestimationandvariableselection”attheJointStatisticalMeetings,Vancouver,CanadaonJuly31-August5,2010.

Osnat StrameristheAssociateEditoroftheRoyalStatisticalSociety,SeriesB,2010-2014.Herinvitedtalksinclude:"Bayesianinferenceforirreduciblediffusionprocessesusingthepseudo-mar-ginalapproach",NBER-NSFTimeSeriesconferenceatDukeUniversityonOctober8-9,2010Osnatpresentedthe"Bayesianinferenceof

discretelysampledMarkovprocesseswithclosed-formlikelihoodexpansions",WorkshoponFinancialEconometricsonApril23-24,2010,attheFieldsInstituteforResearchinMathematicalSciencesinToronto.

CongratulationsonthemarriageofAixin Tan and Ruitao Liu!TheywereunitedinmarriageonApril19th!Bestwishesformanyhappyyearstogether!

Dale ZimmermanwasnamedChairoftheAmericanStatisticalAssociation’sSectiononStatisticsandtheEnvironment(ENVR)in2010.Hegaveaninvitedshortcoursepresentation,"AntedependenceModelsforLongitudinalDataAnalysis,"attheJointStatisti-calMeetingsinVancouver,Canada,inAugust2010.

DalepresentedatalkattheSectiononStatisticsandEnvironment(ENVR)BiennialWorkshopinBoulder,ColoradoinOctober2010.DalealsogaveinvitedtalksatIowaStateUniversityandTexasA&MUniversityin2010.DalealsowasthegraduateadvisorforJieLiwhodefendedherdissertationinOctober2009.JietookaresearchpositionatEliLillyinIndianapolis,Indiana.

FacultyandStaffNewsRobert V. HoggProfessorshipinStatisticsandActuarialScienceSixyearsago,TheUIFoundationalongwiththeDepartmentofStatisticsandActuarialScienceteamedtoestablishtheRobertV.HoggProfessorshipinStatisticsandActuarialScience.Thankstothegen-

erosityofmanyofouralumni–andinlargeparttoBobHogg,himself–wemetourgoal! OnSeptember13,2010theCollegeofLiberalArtsandSci-encesheldanInvestitureCeremonyandMedallionPresentationforProfessorDaleZimmerman,whoisthefirstRobertV.HoggProfessorofStatisticsandActuarialScience!Daleisaninterna-tionalleaderinspatialsamplingdesignforenvironmentaldataandlinearandantedependencemodelsforlongitudinaldata.HisworkhasbeenfundedbytheNationalScienceFoundation,theNationalInstitutesofHealthandotheragencies.HewaselectedaFellowoftheAmericanStatisticalAssociationin2001andreceivedadistinguishedachievementawardfromtheassociationin2007.DaleiscurrentlytheactingchairoftheDepartmentofStatisticsandActuarialScience Bobexplainedhismotivationforhelpingtocreatethefund,stating“Professorshipsareimportantbecausetheyhelpattractexcellentfaculty.TheDepartmentofStatisticsandActuarialScienceisveryimportanttome.Outsidefundsarecriticalforpromotingtheprogram,attractingdistinguishedacademicsandhelpingtoensurethedepartment’slong-termsuccess.” OneofthefoundingfathersoftheDepartmentofStatisticsandActuarialScience,BobisaliveandwellandenjoyinglifeinColorado.Heremainsbusyinthefieldrevisinghisvarioustextbooks.BobalsotravelstoIowaCitytwiceayeartovisitfamilyandcheckuponthedepartment.

Kofi Adragnihasjoinedourdepartmentasavisit-ingAssistantProfessorofStatisticsthisyear.KofireceivedhisPhDinMay2009fromtheUniversityofMinnesota.WelcomeKofi!

Jim Broffitt and George WoodworthofficiallyretiredinMay,2010.Jimbeganinourdepartmentin1970,andGeorgestartedin1971.InJune,JimandhiswifeBarb

wentonanAlaskancruisetostartoffhisretirement.GeorgeandhiswifewelcomedtheirfirstgrandchildinDecember.

Kate Cowles wasthegraduateadvisorforDongLiangwhodefendedhisdissertationinOctober2009.Dongtookapost-doctoralpositionwiththeDepart-mentofGeographyatTheUniversityofIowa.

3

Huang,J.,Horowitz,J.L.andWeiF.R.(2010).VariableSelectioninNonparamet-ricAdditiveModels.Annals of Statistics,38,2282-2313.

Huang,J.andMa,S.(2010).VariableSelectionintheAcceleratedFailureTimeModelViatheBridgeMethod.Lifetime Data Analysis,16,176-195.

Breheny,P.andHuang,J.(2010).Coordi-nateDescentAlgorithmsforNonconvexPenalizedRegressionMethods.Technicalreport#403,DepartmentofStatistics,Uni-versityofKentucky.Acceptedforpublica-tionbyAnnals of Applied Statistics.Ma,S., Huang,J.,Shi,M.,Li,Y.andShia,B.-C.(2010).SemiparametricPrognosisModelsinGenomicStudies.Briefings in Bioinformatics,11,385-393.

Stramer O., Bognar, M.andSchneider,P,(2010)BayesianInferenceforDiscretelySampledMarkovProcesseswithClosed-FormLikelihoodExpansions.Journal of Financial Econometrics, 8(4): 450-480 doi:10. 1093/jjfinec/nbp027

TheSocietyofActuaries(SOA)CenterofActuarial Excellence Evaluation Committee(CEC)informedus thatwehavebeenrecog-nizedbytheSOAasaCenterofActuarialEx-cellence(CAE).TheCAEprogramallowsU.S.and Canadian universities and colleges withoutstandingactuarialprograms theopportu-nitytoberecognizedforthatachievementandtocompeteforsubstantialgrantsineducationand research. The Department of StatisticsandActuarialScienceattheUniversityofIowaisoneof12programsthatreceivedCAEstatusin the late fall of 2009. Center of ActuarialExcellencestatusisgrantedtoschoolsthatdem-onstrateexcellenceinactuarialsciencethroughmeetingstrictcriteriainqualityofcurriculum,number and quality of graduates, qualifiedfaculty,strongtiestobusiness,andbeneficialresearchand scholarship. These schools areawardedthedesignationforafiveyearperiod(throughDecember31,2014)subjecttotheircontinuedconformitytotheCAEcriteriadur-ingthisperiod.Formoreinformation,goto:http://www.soa.org/education/resources/cae/edu-cae-school.aspx

Center of Actuarial Excellence

TheNationalScienceFoundationhasawardedtheUniversityofIowaa$2.6mil-liongrantforgraduatestudentfellowshipsinaninterdisciplinaryprogram,Geoin-formaticsforEnvironmentalandEnergyModelingandPrediction(GEEMaP). Asmanyas30Ph.D.studentsfromava-rietyoffieldswillreceivefundingthroughtheprogram,wheretheywilllearntouseadvancedcomputationalmethodstoad-dressreal-worldproblemsinenvironmentalscienceandenergyproduction.GEEMaPstudentswillearnagraduatecertificateingeoinformatics. Thehighlycompetitivegrantwasaward-edthroughNSF'sIntegrativeGraduateEducationandResearchTraining(IGERT)program,whichaimstoproducePh.D.scientists,engineersandeducatorsfromtheUnitedStateswhowillpursuecareersinresearchandeducationtobecomeleadersandeffectchange. "Investinginthestudentsandprovidingthemeducational,researchandhands-onopportunitiesiswhatthisisallabout,"saidKateCowles,UIassociateprofessorofstatisticsintheCollegeofLiberalArtsandSciencesandprincipalinvestigatorforthegrant. "Thisgrantwillgivestudentsknowl-edgeofquantitativeandcomputationaltechnologiesandhowtheycanbeusedinenvironmentalandenergy-relatedre-search.Inadditiontocoursework,theywillparticipateininterdisciplinaryresearch,beplacedininternshipsingovernmentandindustry,andconsultwithon-campusresearchers." Graduatestudentsinsixdepartments(biostatistics,civilandenvironmentalengineering,computerscience,geography,industrialengineeringandstatistics)fromthreecolleges(LiberalArtsandSciences,EngineeringandPublicHealth)canapplytobecomeGEEMaPstudents. TheGEEMaPprogramaimstorecruitfourtosixnewIGERTfellowseachyearofthefive-yeargrant.FellowsmustbeU.S.citizensorpermanentresidents.Theywill

receivestipends,tuitionandfeesfortwoyearsofstudy. AllUIstudentsenrolledinassociatedPh.D.programscanapplytotheGEEMaPprogramasIGERTassociates.Bothfellowsandassociateswillhavetheopportunitytoparticipateinbasicandappliedresearchopportunitiesinacademia,thepublicsec-torandprivateindustry. Cowles,herfellowinvestigatorsAlbertoSegre(computerscience),AndrewKusiak(industrialengineering),DavidBennett(geography)andKathleenStewart(geog-raphy),and12additionalseniorperson-nel,securedthefirstIGERTgranttotheUI.Eachyear,theNSFreceivesabout400preliminarygrantproposalsbeforeinviting100tosubmitfullproposals.Fromthere,about20IGERTawardsarepresented. "ProfessorCowlesandhercolleaguesaretobecongratulatedforgoingthrougharigorousapplicationprocesstosecurethisgrantthatwillgiveourstudentstheskillsingeoinformaticstobecomeleadersofchange,"GraduateCollegeDeanJohnKellersaid."ThegeoinformaticssubtrackisanintegralcomponentinourInterdisci-plinaryGraduatePrograminInformatics." UIInterimVicePresidentforResearchJordanCohenalsopraisedCowlesandherteam:"Theircollaborativeapproachtoad-dressingpressingenvironmentalproblemsdirectlyimpactinghumanhealth,safetyandqualityoflifeinIowaandaroundtheworldmakesthisprojectanoutstandingexampleofthetypeofinterdisciplinaryre-searchandgraduatetrainingtheUniversityofIowaiseagertofoster." TheGraduateCollegebeganofferingacertificateingeoinformaticsearlierthisyear.Thefielddevelopsnewusesforinfor-mationtechnologytoaddressspecificprob-lemsingeography,geosciences,urbanandregionalplanning,andrelatedbranchesofengineering.FormoreontheInterdisci-plinaryGraduatePrograminInformaticsanditssubtracks,visithttp://informatics.grad.uiowa.edu/.

Geoinformatics for Environmental and Energy Modeling and Prediction (GEEMaP) Grant

JianHuanghasbeencontinuingworkingonthefollowinggrants:

PIontheNSFgrant(DMS-0805670)``EfficientBi-LevelVariableSelectioninHigh-DimensionalModels.''08/01/2008-07/31/2011.

PIontheNIHgrant(R01CA120988)``RegularizedClassification&SurvivalAnalysisforExpressionProfilingofCancer.''01/01/2008-12/31/2011.

NewNIHgrant:

PIonUIsubcontractfromYaleUniversity(NCI/NIHR01CA142774-01A1,PI:Ma,S.)``NovelMethodsforlntegrativeAnalysisofCancerGenomicData.’’09/01/2010-06/30/2014.

Grants

Papers Published

studentnews

Ph.D. GraduatesDong Liang'sPh.D.thesiswasentitled"IssuesinBayesianGaussianMarkovRandomFieldModelsWithApplicationtoInter-sensorCalibration".Donghastakenapost-doctoralpositionwiththeDepartmentofGeographyattheUniversityofIowa.

Jie Li receivedherPh.D.inStatisticsunderthedirectionofDaleZimmerman.JiehastakenapositionasanAssistantResearchProfessorwiththeEliLillyinIndianapolis,Indiana.

OurannualstudentawardswerepresentedonApril1and25,2010.TheAllenT.CraigAwardforoutstandingteachingassistantwaspresentedtoJonathanRosen.Zhongyi Yuantookhomethisyear’sHenryL.RietzAwardforbestperfor-

manceonthePhDComprehen-siveExamination.Foroutstand-ingperformanceintheActuarialScienceprogram,Nan Liu wontheLloydA.KnowlerAward.

WealsopresentedseveralRobertH.TaylorAwardsforacademicachievementinActuarialScience.Thisyear’srecipientswereZhujing Feng, Jonathan Rosen, Wan Row Ang, Han Chen, and Kelli Kregel.

Scholarshipstotaling$18,624wereawardedto8studentsinthe2009-10academicyear.Includedamongthesewereseveralnamedscholarships:

AvivaCharitableFoundationScholarships2009-10Michael Boehm and Liwei Song

KnowlerScholarship2009-10Han Chen

PrincipalFinancialGroupFoundationScholar-ship2009-10Jenna Shatek and Kelli Kregel

TowersWatsonScholarship2009-10Christopher Nienart

D.W.SimpsonScholarship2009-10Alex Lefevre

HaroldW.SchlossMemorialScholarship2009-10James Arns

Inadditiontoscholarships,thedepartmentrefundedatotalof$24,160tostudentspassingCAS/SOAexamsin2009-10.

Wearepleasedtohavesomanyoutstandingstudentsreceivingscholarshipsandpassingex-ams,justaswearegratefulforthegenerousdo-nationsfromcorporations,alumniandfriendsthatmakethesescholarshipsandexamrefundspossible.

Nan Liu

Zhujing Feng Jonathan Rosen Kelli Kregel

Student Awards and Scholarships

4

5

Manyofourstudentsreceiveoutsideawardsandpersonalrecognitionfortheiracademicachievements.Weareveryproudofouramazingstudents!

Sam Annan,MScandidateinStatisticswasse-lectedasascholarshiprecipientfromtheInter-nationalAssociationofBlackActuaries(IABA).HewasflowntoNewYorkCity,NewYorktoreceivethisawardattheMillenniumBroadwayHotel.AccompanyinghiminthisphotoisJohn

RobinsonFSA,FCA,MAAAandPresidentoftheIABA.TheInternationalAssociationofBlackActuariesFounda-tion(IABAFoundation)scholarshipprogramadvancesitsmissionbyprovidingscholarshipsattheundergraduateandgraduateleveltoqualifiedblackstudentswhoareinterestedinpursuinganactuarialcareer.IABA'smissionistocontrib-utetoanincreaseinthenumberofblackactuariesandtoinfluencethesuccessfulcareerdevelopment,civicgrowthandachievementofblackactuaries. SamalsowonTheActuarialDiversityScholarship,2010-11.Thisscholarshipwasformedin1977asajointeffortbytheCasualtyActuarialSocietyandtheSocietyofActuar-ies.Thedoortotheactuarialprofessionhasbeenopenedtohundredsofminoritystudentsovertheyears.In2008thisScholarshipprogramwastransferredtoTheActuarialFoundationtofurtherstrengthen,increaseandtoassurethecontinuationofadiverse,highqualityactuarialcandidatepoolthroughawardsoftheActuarialDiversityScholarship.ThisScholarshippromotesdiversitythroughanannualscholarshipprogramforBlack/AfricanAmerican,HispanicandNativeAmericanIndianstudentsrecognizinganden-couragingacademicachievementsbyawardingscholarshipstofulltimeundergraduateandgraduatestudentspursuingadegreethatmayleadtoacareerintheactuarialprofes-sion.CongratulationsSam!

Han Chen,BAcandidateinActuarialScience,waselectedActuarialScienceClubfor2010-11.Theotherofficersinclude:VicePresident-Chris NienartTreasurer-Kelli KregelSecretary-Yuan ZhangReporter-Ming TranWebmaster-Zhujing FengLibrarian-Kathleen BaustianKun Chen,Ph.D.candidateinStatisticswasselectedtoreceiveoneoftheInternationalBiometricSociety’sEasternNorthAmericanRegion(ENAR)DistinguishedStudentPaperAwardsforthe2011ENARSpringMeetingsinMiami,Florida.Theawardrecognizeshisexcellentpaperentitled:Reduced-rankStochasticRegressionwithSparseSingularValueDecomposition.

Kelli Kregel,BAcandidateinActuarialSciencehaswontheJohnCulverWooddyScholarshipfromtheActuarialFoun-dation.TheJohnCulverWooddyScholarshipisawardedannuallytocollegeseniorswhohavesuccessfullycompletedatleastoneactuarialexamination,rankinthetopquar-tileoftheirclassandarenominatedbyaprofessorattheirschool.Eachyear,selectedstudentsreceive$2,000scholar-ships,establishedbytheestateofJohnCulverWooddy,adistinguishedactuarywhosetasidefundstoprovidescholar-shipstoactuarialstudents.TheResearchCommitteeofTAFadministersthescholarshipaspartofitsmissiontocarryoutresearchandeducationprojectsinthefieldofactuarialsci-enceonbehalfoftheactuarialprofession.AdditionalKelliwasinvitedtoacceptmembershipinPhiBetaKappa.

Chandler Marie MinnerwasinvitedtoacceptmembershipinPhiBetaKappa.

Student News

6

Congratulations to Iowa alumni who became associates or fellows in the Society of Actuaries!

SOCIETY OF ACTUARIES Fellows(FSA)

September 2009Chun He MS 2005 Yukan Jiang MS 2004 Christopher Steven Johnson MS 2004Kally Ann Marks BS 2005 Yeni Son MS 1999Yuying Zheng MS 2005

March 2010Natalie Rose Foreman BS 2006 Cory Joseph Gusland BS 2006 Khang-Yee Lim MS 1997 Min Luo MS 2004 Zhen Xiang MS 2006

June 2010Emily Susan Carlson (née Montag) BS 2006 Yu Hui (Cindy) Chen MS 2006 Jun Jiang MS 2008 Yang Hyun Kim MS 2007 Douglas Matthew Krupa BS 2005 Sharon Pui Sai Lau MS 2007 Jia Luo MS 2004 Blake Francis Tiernan BS 2004

September 2010Monica Dragut MS 2003 Joshua James Flowers BS 2003Nienh Ho BS 2006 Frederick Courtenay Hyland BS 1995Joel C Kabala BS 1980Arjun Kumar Kanduri MS 2005 Jeff Allan McClure BS 2007Jason Lee Price BS 2000 Soo Hwee Tan BS 1996

SOCIETY OF ACTUARIES Associates(ASA)

Shaun P. Cullinane BS 2006

CASUALTY ACTUARIAL SOCIETYFellows(FSA)

CASUALTY ACTUARIAL SOCIETYAssociates(ASA)Itayi Walter Charakupa MS 2006 Wade Daniluk MS 2008 Linda Jacob MS 2004

October 2009Jun Ryong Oh MS 2008

November 2009Monika Aggarwal MS 2007 Nicholas Weber BS 2008

December 2009Robert Jay Delsing MS 2008 Chunfang Xiao MS 2006

January 2010Sharon Pui Sai Lau MS 2007 Meng-Ling Tsai MS 2008 Mark Edward Woods BS 2007

April 2010Dimple Bharatkumar Doshi MS 2009

May 2010Jayakrishnan Sreekumara Kurup MS 2007 Tingting Xiao MS 2008

June 2010Qiongqiong Gu MS 2004 Ryan Douglas Potter MS 2009

July 2010Jia Dai MS 2003 Aaron J. Halbur BS 2007

September 2010Paul Michael Kretschmar BS Mathematics 2006

October 2010Adrian Araguas MS 2007

July 2010Siying Chen MS 2006

February 2010Emily Susan Carlson née Montag BS 2006Emily Jane Roling BS 2006

November 2009Shirley Hwei-Chung Shao MS 1979 Michael P. Spurbeck MS 1992 Serena Ee Ik Tiong PhD 2000

SOCIETY OF ACTUARIES CharteredEnterpriseRiskAnalysts(CERA)

6

7

Thishonorrollgratefullyrecognizesgraduates,faculty,andfriendswhocontributed$100ormorefromJuly1,2009,throughJune30,2010,totheDepartmentofStatisticsandActuarialSciencethroughTheUniversityofIowaFoundation,thepreferredchannelforprivatesupportofallareasoftheUniversity.Contributorsarelistedalphabetically.

ThePresidentsClubrecognizesTheUniversityofIowa’smostgenerouscontributors.Membersincludethosewithcumulativegifts,pledges,ordeferredgiftsof$40,000ormoretosupporttheUniversity.Corporations,businesses,foundations,andotherorganizationsthatdemonstrategeneroussupportfortheUniversityatthePresidentsClublevel(outrightgiftsor10-yearpledgesofatleast$40,000)receiverecognitionthroughmembershipinThePresidentsClubAssociates.ThosewhoweremembersofThePresidentsClubandThePresidentsClubAssociatesbyJune30,2010,appearinbold type.

A(PC)followsthenamesofthosewhoqualifiedformembershipintheCollegeofLiberalArtsandSciencesDean’sClubPatronsCirclebycontribut-ing$2,500ormoretoanyareaintheCollegeofLiberalArtsandSciencesfromJuly1,2009,throughJune30,2010.Contributorsof$1,000through$2,499fromJuly1,2009,throughJune30,2010,qualifyfortheCollegeofLiberalArtsandSciencesDean’sClub,whichisindicatedbya(DC)followingtheirnames.

TheUniversityofIowaCollegeofLiberalArtsandSciencesDepartmentofStatisticsandActuarialScienceHONOR ROLL OF CONTRIBUTORS

Ackerson,FredericAckerson,MaryEllenTheActuarialFoundation(DC)Africa,MarkD.Atkins,StephenR.Atkins,SusanW.AvivaCharitableFoundation(PC)Becker,JeanneFelbeckBecker,JosephL.Beekman,JaneM.(DC)Beekman,JohnA.(DC)Bosch,CatherineCalhounBosch,RonaldJ.Botkin,EdithBotkin,LeroyV.Boucek,ChuckBoucek,KarlaM.Brackey,DonaldG.Brackey,MarianneG.Buck,DanBuck,JenniferJ.

Butler,BruceW.Butler,MarilynC.Byrne,EllenO’BrienByrne,RonaldJ.CIGNACorporation(PC)Cain,MartiW.Cain,VernW.Calderwood,PhilipD.Caldwell,MaxineK.CasualtyActuarialSocietyChan,WaiYin(DC)Chen,AnneyChen,WinnieHsin-WenChrabaszcz, Edward J. (PC)Christensen,BarbaraM.Christensen,JohnC.Christiansen,ChristoferJ.Christiansen,LaurieAustinClaypool, Bill R.

Claypool, Karen V.Crew,ClarenceL.Crew,MaryannJ.SecrestCrise,JaneA.Crise,WilliamK.DeKock, Margaret Ladd (DC)DeKock, William H. (DC)Delsing,RobertJ.Demoney,N.Edwin(DC)Demoney,RosalieS.(DC)DePrenger,HerbertL.DePrenger,L.JeanneDeWitt,JaneE.(PC)Donahey,JamesR.Donahey,SusanP.Dorner,ColleenO.Dorner,WilliamW.Driskell,OlgaA.Driskell,RichardG.Dukes, Jean S.Dukes, Jeffery T.

DuMond,BarbaraJ.H.DuMond,CharlesE.Edge,JanaL.Edge,OrlynP.Fagenbaum,CarlR.Forbes,LeonD.Forde,IleneForde,LutherO.Gathers,DonnaM.Gathers,JeffreyL.Geiger, Diane Q. (DC)Geiger, Waldo F., Jr. (DC)Gifford,JillR.Gifford,NicholasM.Glasgow,CarolynH.(DC)Glasgow,GretchenV.Glasgow,JamesE.Glasgow,WilliamM.(DC)Goebel, Ralph H.Goebel,UrsulaF.Graf,SarahP.Graf,ThomasJ.Gray,AnthonyR.Gray,BarbaraLaceyGreenberg,NormanG.Griffey, Denise M. (DC)Griffith,MarlaJ.Griffith, Steven L.Hale,MarkP.,Jr.Hamilton,JamesR.Harding,JohnW.Harding,VirginiaK.Hertsgaard,DorisM.Hewett,JohnE.Hewett,ThelmaO.Hoffman, Kevin L. (DC)Hoffman, Lorrie L. (DC)Hogg, Ann E. (PC)Hogg, Barbara J. (PC)Hogg, Robert V. (PC)Holden,DouglasC.Holden,NancyM.Homer,HelenL.Homer,JohnE.Howell,JohnF.Howell,MargaretH.Hulme,LizaA.Hulme,MikeJakobsen,JamesF.Jakobsen,JaneR.Jen,MichaelJohnson, James E. (DC)Jones,DonnB.

Jones,MichaelP.Jones,TanaL.Jones,TerryAnneJordan,GeorgeR.,Jr.Jordan,LindaA.Jordan,TrumanH.Kanan,MichaelC.Kanan,MurielJ.Kemble,JamesW.Kiernan,KathieC.Kiernan,WilliamJ.Kinne,KatherineA.(DC)Kinne,MorrisY.(DC)Kinsey, Jeanette LaughlinKinsey, Kenneth K.Klinzman,FrankW.Klinzman,ShirleyA.Knowling,DouglasJ.Langlitz, Leon L. (DC)Larimer,CharlesF.Lazio,JenniferL.W.(PC)Lazio,T.JosephW.(PC)Lenth,RussellV.(PC)Lillis,JoyceE.Lillis,TerranceJ.Lin,JenniferLoomer,NormanJ.Loomer,SusanLuckner,MaryC.Luckner,WarrenR.Luther,NormanY.Luther,RosalindG.Makowski,CarlaA.Makowski,GaryG.Makuck,BrianD.(DC)Makuck,LauraB.(DC)Malmgren,DonnaB.Malmgren,EdwardG.,Jr.Maxey,E.JamesMaxey,ShirleyS.McCaw,CarmenC.McCaw,JohnR.McCloud,PeterB.McCollum, Harold L.Menzel,BruceR.Menzel,MicheleL.Miles,JamesA.Miles,MarthaL.Moberg,MaryC.Moberg,ThomasF.Moore,EmilyH.Moore,ThomasL.Morrison,GeorgeG.,III

8

Morrison,SarahD.Mowery,BrentM.Northwestern Mutual Foundation (DC)Nunnikhoven,KathleenS.Nunnikhoven,ThomasS.Oh,JunRyongO’Keefe,JeanneM.Oldenkamp,JohnL.Palmer,EricP.Palmer,JenniferL.Parsons,VanL.Pearson,RickPearson,SusanL.Pendergast,JanePeterson,AnnM.Peterson,MelR.Petro,JohnW.Petro,JoyceM.Platt,RonaldD.The Principal Financial Group (PC)

Prior,LindaR.Prior,RichardJ.Qin,RuiRinderknecht,RichardW.Rinderknecht,SusanR.Rising,DonaldG.Rising,GloriaM.Robertson,JoanRobertson,TimothyRosky,JacquelineReedRosky,TheodoreS.Rugger,BarbaraD.Ruhl,JaniferL.Ruhl,RonaldF.Sager,ThomasW.Sampson,CharlesB.(PC)Sampson,VickiM.(PC)Sandler,AprilN.Sandler,Geoffrey

Sargent,BarbaraT.Sargent,HaroldE.Shinkwin,JudithW.Shinkwin,WilliamShiu,EliasS.W.(DC)Shope, Katherine R. (PC)D.W.Simpson&Com-pany,Inc.(DC)Spencer,JamesE.Spencer,NadineA.Swanson,MarkA.(DC)Swanson,ShawnM.(DC)Tanis,ElaineB.Tanis,ElliotA.Taylor, Mary Susan (PC)Taylor, Robert H. (PC)TowersWatson(DC)Vandermyde,ScottD.Wagner,Margaret

LiljedahlWagner,VirgilD.Walsh,ConnieL.Walsh,JamesWilmesmeier,BarbaraT.Wilmesmeier,JamesM.Woodworth,CarrolH.(PC)Woodworth,GeorgeG.(PC)Wright,FarrollT.Wu,HaotongYoder,ReginaldC.Yoder,RobertaA.Young,ElizabethS.Young,ThomasM.Zhang,FrankJun

The Department of Statistics and Actuarial Science Development Fund

JaneVanVoorhisTheUniversityofIowaFoundationLevittCenterforUniversityAdvancementP.O.Box4550IowaCity,Iowa52244-4550(319)335-3305or(800)648-6973emailaddress:jane-van-voorhis@uiowa.edu

9

Invited SPEAKERS

9

Spring 2010

JoyeeGhosh,Ph.D.PostdoctoralFellow,DepartmentofBiostatistics,UniversityofNorthCarolinaatChapelHillBayesianVariableSelectionforLatentClassModelsHuaZhou,Ph.D.PostdoctoralFellow,DepartmentofHumanGenetics,TheUniverstyofCaliforniaatLosAngelesOptimizationinSomeHigh-DimensionalStatisticalProblems

MinjungKyung,Ph.D.PostdoctoralFellow,DepartmentofStatistics,UniversityofFloridaEstimationinDirichletProcessRandomEffectsModels

TobyWhite,Ph.D.,F.S.A.,C.F.A.AssistantProfessor,CollegeofBusinessandPublicAdministration,ActuarialScienceProgram,DrakeUniversityGroup-BasedExtensionstoLatentClassTransitionModelswithApplicationstoOld-AgeDisabilitySurveyData

JosephCavanaugh,Ph.D.Professor,DepartmentofBiotatisticsandDepartmentofStatisticsandActuarialScienceUniversityofIowaModelSelectionCriteriaBasedonComputationallyIntensiveEstimatorsoftheExpectedOptimismZhengyuanZhu,Ph.D.AssistantProfessor,DepartmentofStatistics,IowaStateUniversityEstimationandpredictionofaclassofconvolution-basedspatialnonstationarymodelsforlargespatialdata

RobertV.Hogg,Ph.D.ProfessorEmeritus,DepartmentofStatisticsandActuarialScience,TheUniversityofIowaMyLastLecture

NoelleSamia,Ph.D.AssistantProfessor,DepartmentofSta-tistics,NorthwesternUniversityOntheStatisticalInferenceofGeneral-izedThresholdModels

TerrySpeed,Ph.D.Professor,UniversityofCaliforniaatBerkley39thAnnualCraigLecture#1Remov-ingUnwantedVariationFromMicroa-rayDataLecture#2AnalysisofChIP-SeqData

Fall 2010

ZhengyanLinProfessor,DepartmentofMathematics,CollegeofScience,ZhejiangUniversityM-dependentApproximationanditsApplicationsIsabelDarcyAssociateProfessor,DepartmentofMathematics,TheUniversityofIowaTangleanalysisofprotein-DNAcomplexesandundergraduateresearch

KunChen,Ph.D.CandidateDepartmentofStatisticsandActuarialScience,TheUniversityofIowaReduced-rankStochasticRegressionwithSparseSingularValueDecomposition

JamesHobertPh.D.Professor,UniversityofFloridaImprovingtheDataAugmentationAlgorithmGalinJones,Ph.D.AssociateProfessor,SchoolofStatistics,UniversityofMinnesotaComponentwiseMarkovchainMonteCarlo

YunlongXie,Ph.D.CandidateDepartmentofStatisticsandActuarialScience,TheUniversityofIowaMethodsforDeterminingtheOrderofAntedependenceinBinaryLongitudinalData

StuJanis3MLeanSixSigmaOperations"Statistics,Data,and3M"

RonglingWu,Ph.D.Professor,PennsylvaniaStateUniversity"BayesianGroupLASSOforNonpara-metricVarying-CoefficientModelsWithApplicationtoFunctionalGenome-WideAssociationStudies"

PingYu,Ph.D.Lecturer,DepartmentofEconomics,BusinessSchool,UniversityofAucklandTheBootstrapinThresholdRegression

JoyeeGhosh,Ph.D.AssistantProfessor,DepartmentofStatisticsandActuarialScience,TheUniversityofIowaOrthogonalizationforBayesianModelAveragingUsingDataAugmentation

In Memoriam

Professor Emeritus Tim RobertsonWemournthelossofformerUniversityofIowaProfessorTimRobertsonwhodiedonApril5.Hewas72.Hejoinedourdepartmentin1965andretiredin2004.ManypeoplerememberTimasanengagingcolleague,influentialresearch-er,favoriteteacheranddearfriend.Tim'sbelovedwife,Joan,diedonFebruary25. TimothyJoelRobertson,sonofHelenOliver-GirdnerandstepfatherFlickGirdner,wasbornOctober4th,1937,inDenver,CO.HewasunitedinmarriagetoJoanRobertsononAugust18,1959inChillicothe,MO.JoanandTimraisedtheirfourchildrenintheIowaCityarea.TimwasaprofessoremeritusfromtheUniversityofIowa'sStatisticsandActuarialScience

DepartmentandaFellowoftheAmericanStatisticalAssocia-tion.Heenjoyedspendingtimeintheoutdoorscampingandcanoeing.Hisgreatestjoywasspendingtimewithhiswife,familyandanimalsontheirfamilyfarmoutsideofWestBranch.Timwasamanofgreatintellect,passion,laughterandstrengththatwillbedeeplymissedbyallwhoknewhim.Timislovedandsurvivedby:daughters,Kelly(Scott)Rob-ertson-YoderofSt.Charles,Il-linois,Jana(Scott)ZimmermanofFairhope,Alabama;sons,Doug(Lisa)RobertsonofIowaCity,Iowa,MichaelRobertsonofAsheville,NorthCarolina;grandchildren,MollyYoder,HannahYoder,JackZimmer-man,NickZimmerman,KatieZimmerman,LukeRobertson;andcousinLoriMcCurry.

Dr. Robert J. MyersFormerChiefActuaryoftheSocialSecurityAdministra-tionandPastPresidentoftheSocietyofActuaries,honoredbytheUniversityofIowawiththeDistinguishedAlumniAwardandwasselectedasa2001AlumniFellowbytheCol-legeofLiberalArtspassedawayfrompneumoniaonSaturday,February13,2010.Hewas97.BobreceivedhisMSfromtheUniversityofIowainJune1934.Ourcomputerlabinroom41SchaefferHallwasnamedtheMyersLabinhishonor. BobMyers,ashewasknowntofriendsandcolleagues,beganworkingonSocialSecurityin1934–theyearbeforetheprogram'senact-ment–asayoungactuarywiththeCommitteeonEconomicSecurity.AfterservingasChiefActuaryatSSA,BoblaterbecameDeputyCommissioner

ofPrograms(1981–1982).HecontinuedtochampionSocialSecurityasExecutiveDirectoroftheNationalCommissiononSocialSecurityReform(1982-1983),alsoknownastheGreenspanCommission;asChairmanoftheCommissiononRailroadRetirementReform(1988-1990);andmanyothers.Energeticandtenacious,Bobwastheauthorofmorethan900articlesandfivebooksontheSocialSecurityprogram.AccordingtotheSSAwebsite,heheldaGuinnessBookofRe-cordsworldrecordfortestify-ingbeforeCongress175times,duringhistenuresasChiefActuaryandDeputyCommis-sionerofSSA.HeandhiswifeRudy,whopassedawayin1995,weremarriedfor56yearsandhadtwosons,JonathanandEric.ToreflectonBob'slegacypleasevisitNASIwebsite.

Class of 1936Mr. Harry C. Eyre,(BAinMathematicalScienceswithaninterestinStatisticsandActu-arialScience)diedinOctober,2009.

Class of 1939Mr. George Greenstein,(BAinMathematicalScienceswithaninterestinStatisticsandActuarialScience)diedinOctober,2009.

Class of 1941Dr. John L. Parks,(BAinMathematicalScienceswithaninterestinStatisticsandActu-arialScience,MDinMedicinein1954)diedinJune,2010.

Class of 1942Mr. John R. Williams,(BAinMathematicalScienceswithaninterestinStatisticsandActuarialScience)diedinApril,2010.

Class of 1947Mr. Paul F. Kinsey,(BAinMathematicalScienceswithaninterestinStatisticsandActuarialScienceandMSinMathematicalSciencein1949)diedinJanuary,2010.

Class of 1948Mr. Robert L. Knetzger,(BAinMathematicalScienceswithaninterestinStatisticsandActuarialScience)diedinSeptember,2010.

Mr. Stanley L. Olds,(MSinMathematicalScienceswithaninterestinStatisticsandActu-arialScience)diedinOctober,2010.

Class of 1949Mr. Anthony B. Laurea,(BAinMathematicalScienceswithaninterestinStatisticsandActuarialScience)diedinDecember,2006.

Mr. James M. Mortensen(BAinMathematicalScienceswithaninterestinStatisticsandActuarialScienceandMSinMathematicalSciencein1951)diedinSeptember,2010.

Class of 1951Dr. Bert E. Hubbard,(MSinMathematicalScienceswithaninterestinStatisticsandActu-arialScience)diedinOctober,2009.

Class of 1965Mr. Mark Pl Goldstein,(BAinMathematicalScienceswithaninterestinStatisticsandActuarialScience)diedinFebruary,2009.

Class of 1988Ms. Hasmah Osman,(BSinStatistics)diedinOctober2009.

10

11

ALUMNInewsBrad Becker,currentlypursuingASA,AssistantActuaryPrincipalFinancialGroup

BradBeckerisanassistantactuaryatPrincipalFinan-

cialGroupandwaspresidentoftheactuarialscienceclubattheUniversityofIowa.Here’swhathehadtosayabouthispathtobecominganactuary,beingaleaderandlifeoutsidehisroleasanactuaryontheImageoftheactuary.org:

Icurrentlylivein:DesMoines,Iowa

Iattendedthefollowingschool:TheUniversityofIowa

Igraduatedin:2009

Ihavereceivedthefollowingdegree:B.S.inActuarialScienceandMath-ematics

Ifirstheardabouttheactuarialpro-fession:In10thgradefrommyhighschoolmathteacher,TomMossman

Icurrentlyholdthefollowingcreden-tials:HopingtoattaintheASAlaterthisyear

Ihaveheldthefollowingpositionswiththefollowingcompanies:Actuarial

AssistantandInternwithThePrincipalFinancialGroupandInternwithSwissRe

Mycurrentjobresponsibilitiesinclude:Pricinggroupannuityproducts

InmysparetimeIliketo:Read,watchsports,listentoorplaymusic

ThelastbookIreadwas:TheEndofWallStreetbyRogerLowenstein

Myfavoriteplacetogoonvacationis:Anyplacewithabeachandalotofsun

IfIcouldonlyeatonefoodfortherestofmylifeI’dwantittobe:ThespicypeanutnoodledishfromZ’mariks

AnactuarialleadershiproleIhaveheldtodateis:PresidentoftheActuarialScienceClubatTheUniversityofIowa

Itwasimportanttometohavethisrolebecause:Itgavemeachance,asanup-perclassman,tointeractwithstudentsnewtothedepartmentandacclimatethemtothelifestyleofanactuarialstudent

Iencourageyoungactuariestopursueleadershiprolesbecause:Leadershipisanessentialskillthatyoudon’tlearnduringtheexamprocess.

Robert V. Hoggpresentedhis"LastLecture"onThursday,April1,at3:30in140SchaefferHall.ProfessorHogg'slecturewasareflectiononthelast85years:somefunnymus-

ingsabouthislifeandmathematicsandstatistics.

TheUniversityofIowaMarvinA.andRoseLeePomerantzCareerCenterislookingforalumnitovolunteertheirtimeandexpertisewithUIunder-graduates.PomerantzCareerCenterispleasedtooffertheIowaCareerExplorationNetwork.TheIowaCareerExplorationNetwork(ICE-Net)isanonlinedatabasethatconnectsUIstudentsinsearchofguidanceandinformationwithalumniandpro-fessionalsalreadyestablishedintheirprofessions.OursystemhasbeendesignedtohelpUIstudentsbuildrelationshipswithUIalumni(andfriends)oftheUniversity.Thatrelationshipisbasedonnetworkingandsharingofinformationthroughinformationalinterviews.Alumnimayhavelikelyused“UIEmploymentExpo”whiletheywerestudentshereattheUniversityofIowa.ICE-netisanextendedservicewithinthatsamedatabase,andisnowcalled“HireaHawk."Formoreinformationemailusat:careercenter@uiowa.edu

YoucannowfindusonFacebook!Friendusat:UniversityofIowaDepart-mentofStatisticsandActuarialScience

othernews

Department of Statistics and Actuarial Science

241 Schaeffer Hall

Iowa City, IA 52242-1409

S T A T I S T I C S & A C T U A R I A L S C I E N C E

sampler

13382/12-10

How you can help…Manyofyouhavebeenverygenerousinthepastbysupportingourstudentswithyourcharitabledonations.Weareveryappreciativeofyoursupportasitallowsustohelpmanygiftedandtalentedstudentstoachievetheiracademicgoals.YourgifttotheDepartmentofStatisticsandActuarialSciencebenefitseducationandresearch!

Tomakeacontribution,gotheDepartment’sonlinegiftwebsiteat:http://www.givetoiowa.org/statistics

Thankyou;yourgiftsaregreatlyappreciated!

Reminders:• GiftstotheUIFoundation,thechannel

preferredbyTheUniversityofIowaforprivatesupport,qualifyascharitablecontributionstoanIRC,Sec.501(c)(3)organiza-tionforfederalincome,estate,andgifttaxpurposes.

• YoucanbecomeamemberoftheCollegeofLiberalArtsandSciencesDean’sClubwithgiftsupportof$1,000ormoreduringthefiscalyearJuly1-June20totheDepartmentofStatisticsandActuarialScienceDevelopmentfundoranyotherareoftheCollege.Giftsupporttotaling$2,500ormorewillqualifyyouformembershipinthePatronsCircleofDean’sClub,designat-edtorecognizetheCollege’smostgenerousbenefactors.