Big Data and Society (Sponsored by LCB Research Excellence Committee and UC Office of Research)
Big Data and Society Abstract: Big Data arise from many frontiers of scientific research and societal developments. They hold great promise for the discovery of heterogeneity and the search for personalized treatments. They also allow us to find weak patterns in presence of large individual variations. Salient features of Big Data include heterogeneity, noise accumulation, spurious correlations, incidental endogeneity, measurement errors, and computational cost, data storage, retrieval, and communications. These have huge impact on the system and analysis and should be seriously considered in Big Data analysis and in the development of statistical procedures. We will address several of these issues in this talk.
Jianqing Fan [personal website] is Frederick L. Moore '18 Professor of Finance, Professor of Statistics, and Professor of Operations Research and Financial Engineering at the Princeton University where he chaired the department from 2012 to 2015. He is the winner of the 2000 COPSS Presidents' Award (Nobel Prize equivalency in Statistics), Morningside Gold Medal for Applied Mathematics (2007), Guggenheim Fellow (2009), Pao-Lu Hsu Prize (2013) and Guy Medal in Silver (2014). He was elected to Academician from Academia Sinica in 2012.
Professor Fan is a statistician, financial econometrician, and data scientist. He is interested in statistical theory and methods in data science, finance, economics, risk management, machine learning, computational biology, and biostatistics, with expertise in highdimensional statistics, nonparametric modeling, longitudinal and functional data analysis, nonlinear time series, and wavelets, among others. His research has been funded by various federal agencies, including NSF, NIH, and NSA.
Jianqing Fan is currently a co-editor(-in-chief) of Journal of Econometrics and an associate editor of Journal of the American Statistical Association. In addition, he was the coeditor(-in-chief) of the Annals of Statistics (2004-2006), and an editor(-in-chief) of Probability Theory and Related Fields (2003-2005) and Econometrics Journal (2007-2012). He has been a member of the editorial boards of a number of other journals, including the Annals of Statistics, Econometrica, and Journal of Financial Econometrics. He has served as President of the Institute of Mathematical Statistics (2006-2009).
