A blog by Rob J Hyndman 

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Posts Tagged ‘mathematics’:

Statistical politicians

Published on 24 February 2014

Last week we had the plea­sure of Pro­fes­sor Stephen Pol­lock (Uni­ver­sity of Leices­ter) vis­it­ing our Depart­ment, best known in aca­d­e­mic cir­cles for his work on time series fil­ter­ing (see his papers, and his excel­lent book). But he has another career as a mem­ber of the UK House of Lords (under the name Vis­count Han­worth — he is a hered­i­tary peer). It made me won­der how many other politi­cians have PhDs (or equiv­a­lent) in sta­tis­tics, or at least in math­e­mat­ics. I realise that a lot of math­e­mati­cians before the 20th cen­tury were often involved in pol­i­tics, in one way or another, espe­cially in France. Also, the notion of a PhD is a rel­a­tively recent inven­tion. But if we restrict the time to 1950 onwards, there must be quite a few politi­cians with doc­tor­ates in the math­e­mat­i­cal sciences.

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Three jobs at Monash

Published on 18 October 2013

We are cur­rently adver­tis­ing for three aca­d­e­mic posi­tions, suit­able for recent PhD grad­u­ates. Lec­turer (Applied Sta­tis­tics or Oper­a­tions Research) Five-​​​​year posi­tion with MAXIMA and the School of Math­e­mat­i­cal Sci­ences Two posi­tions avail­able. Appli­ca­tions close 31 Octo­ber. More infor­ma­tion. Lec­turer (Econometrics/​​Business Sta­tis­tics) Con­tin­u­ing posi­tion with the Depart­ment of Econo­met­rics and Busi­ness Sta­tis­tics Appli­ca­tions close 31 Jan­u­ary 2014. More infor­ma­tion. Please don’t send any ques­tions to me. Click the “More infor­ma­tion” links and fol­low the instructions.

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OTexts​.org is launched

Published on 27 September 2013

The pub­lish­ing plat­form I set up for my fore­cast­ing book has now been extended to cover more books and greater func­tion­al­ity. Check it out at www​.otexts​.org.

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MAXIMA research centre at Monash Uni

Published on 11 September 2013

The “Monash Acad­emy for Cross and Inter­dis­ci­pli­nary Math­e­mat­i­cal Appli­ca­tions” (MAXIMA) is a new research cen­tre that aims to max­imise the poten­tial of math­e­mat­ics to deliver impact to soci­ety. It will be led by Kate Smith-​​​​Miles. I will also be involved along with sev­eral other math­e­mati­cians at Monash. Our mis­sion at MAXIMA is to find solu­tions to 21st cen­tury prob­lems by dis­man­tling math­e­mat­i­cal bar­ri­ers. MAXIMA will be launched on 25 Sep­tem­ber at a pub­lic lec­ture on “The Role of Embed­ded Opti­miza­tion in Smart Sys­tems and Prod­ucts”. More details at com​mu​nity​.monash​.edu/​m​axima

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Cyclic and seasonal time series

Published on 14 December 2011

These terms get con­fused all the time (e.g., this ques­tion on Cross​Val​i​dated​.com), and so I thought it might be help­ful to try to sum­ma­rize the dis­tinc­tion and some of the asso­ci­ated models.

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Advice to PhD applicants

Published on 3 November 2010

For stu­dents who are inter­ested in doing a PhD at Monash under my super­vi­sion. First, read the instruc­tions on how to apply. Sec­ond, poke around my web­site to see the sorts of top­ics I work on. There’s no point ask­ing to do a PhD with me if you want to do research on some­thing I don’t know much about. In par­tic­u­lar, please note that I’m not really inter­ested in finance or eco­nom­ics. There are some excel­lent researchers at Monash on both top­ics, but I’m not one of them. If you’re still inter­ested, here is what I nor­mally expect. You should have a strong back­ground in sta­tis­tics or econo­met­rics (at least hon­ours or Mas­ters level) along with some math­e­mat­ics and com­put­ing. It is essen­tial that you have stud­ied some matrix alge­bra, mul­ti­vari­ate cal­cu­lus and opti­miza­tion. You should be capa­ble of pro­gram­ming with a high level lan­guage such as R or Mat­lab; if you can write in C as well, even bet­ter. Stu­dents who strug­gle either find they don’t know enough math­e­mat­ics (or didn’t pay atten­tion when they learned it), or they don’t know enough com­put­ing. I don’t expect stu­dents to be whiz pro­gram­mers, but I do expect them to know about for loops, if state­ments, local vari­ables and func­tions, and I assume they have some idea about non­lin­ear


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Online mathematical resources

Published on 20 May 2010

DLMF For nearly 50 years, a stan­dard ref­er­ence in math­e­mat­i­cal work has been Abramowitz and Stegun’s (1964) Hand­book of Math­e­mat­i­cal Func­tions with For­mu­las, Graphs, and Math­e­mat­i­cal Tables. It has pro­vided a mar­vel­lous col­lec­tion of results and tables that have been indis­pens­able for a gen­er­a­tion of math­e­mati­cians. I’ve used it to look up com­pu­ta­tion­ally effi­cient meth­ods for cal­cu­lat­ing Bessel func­tions or gamma func­tions, or to find one of those trigono­met­ric iden­ti­ties I learned in high school and no longer remem­ber. Appar­ently nearly 1 mil­lion copies of the hand­book have been printed and it has also been scanned and put online. Lately, the hand­book has fallen out of favour a lit­tle, partly because there is not such a need for it. We no longer need tables for trigono­met­ric func­tions or log­a­rithms, and a lot of func­tions are built into R, includ­ing Bessel func­tions and vari­a­tions on the gamma func­tion. Another rea­son for its declin­ing pop­u­lar­ity has been the rise of online resources: if you want to know some­thing about orthog­o­nal poly­no­mi­als, there is a good chance it is cov­ered in the Wikipedia arti­cle. Now the hand­book has been reis­sued as the NIST Hand­book of Math­e­mat­i­cal Func­tions (Cam­bridge Uni­ver­sity Press) with a free web edi­tion called the NIST Dig­i­tal Library of Math­e­mat­i­cal Func­tions (DLMF).


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