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S. Yaser Samadi
S. Yaser Samadi, Associate Professor
Associate Professor of Statistics, Ph.D., University of Georgia, 2014. Multivariate and Matrix Time Series Analysis.
Research Interests
Multivariate time series analysis - High dimensional statistical inference, Tensor data analysis - Big Data - Symbolic data analysis - Dimension reduction for time series data - Sequential analysis for dependent and independent data - Bayesian analysis.
Honors
- 2021 - Outstanding Teacher of the Year, In the School of Mathematical and Statistical Sciences.
Alumni
- Rukayya Ibrahim, PhD Student, SIUC Statistics, 2022, Now Assistant Professor at Pennsylvania State University- Harrisburg, PA.
- Wiranthe Herath, PhD Student, SIUC Statistics, 2022, Now Assistant Professor at Drake University, IA.
- Tharindu De Alwis, PhD Student, SIUC Statistics, 2022, Now Postdoctoral Fellow at Worcester Polytechnic Institute (WPI), MA.
- Hadi Safari Katesari, PhD Student, SIUC Statistics, 2021. Now Teaching Assistant Professor at Stevens Institute of Technology, NJ.
- Samira Zaroudi, Master Student, SIUC 2021 Statistics, Now Teaching Assistant Professor at The City University of New York, NY.
- Reginald Ziedzor, Master Student, SIUC 2017 Statistics, Now at Amplify
Selected Publications
- Reduced-rank Envelope Vector Autoregressive Model, (2023) (with W. Herath) Journal of Business & Economic Statistics, DOI: 10.1080/07350015.2023.2260862.
- Exploring Dynamic Structures in Matrix-Valued Time Series via Principal Component Analysis, (2023) (with Billard and Douzal-Chouakria ) Axioms, 12, 570.
- MLE for the Parameters of Bivariate Interval-valued models, (2023) (with Billard, Guo, and Xu) Advances in Data Analysis and Classification, DOI:10.1007/s11634-023- 00546-6.
- Analysis of Dependent Data Aggregated into Intervals, (2021) (with L. Billard) Journal of Multivariate Analysis, 186, 104817.
- Modeling Count Data via Copulas, (2020) (with Safari and Zaroudi), Statistics, A Journal of Theoretical and Applied Statistics, 54, 6, 1329-1355.
- Dimension Reduction for the Conditional Mean and Variance Functions in Time Series, (2020) (with Jin-Hong Park) Scandinavian Journal of Statistics, 47, 134-155.
- Second-order Analysis of Regret for Sequential Estimation of the Autoregressive Parameter in a First-order Autoregressive Model, (2019) (with Sriram) Sequential Analysis, 38, 3, 411-435.
- A Semiparametric Approach for Modeling Multivariate Nonlinear Time Series, (2019) (with Hajebi and Farnoosh) Canadian Journal of Statistics, 47, 4, 668–687.
- Canonical Correlation for Principal Component of Time Series, (2017) (with Billard, Meshkani and Khodadadi) Computational Statistics, Volume 32, Issue 3, 1191-1212.
- Sequential Fixed-Width Confidence Interval Based on Bhattacharyya-Hellinger Distance: The Non-Parametric Case, (2016) (with T.N. Sriram) Sequential Analysis, 35:1, 84-107.
- Heteroscedastic Modeling via the Autoregressive Conditional Variance Subspace, (2014) (with Jin-Hong Park) The Canadian Journal of Statistics, 42, 3, 423-435.