High Dimensional Inference

Lately I have had the privilege of working with Jon Taylor, Ryan Tibshirani, and Rob Tibshirani on inference for LASSO and LARS. They are experts; I am a joy-rider. Too many co-authors to put pictures at left. Instead: Stanford.

Methodology in Goodness of Fit

I do goodness of fit, developing testing methods and associated large sample theory largely with Michael Stephens, Federico O'Reilly, Alberto Contreras Cristan, and a number of former students. Ted Anderson is at left.

Directional data

I have written a number of papers on directional data with Michael Stephens and Peter Guttorp. With Michael I wrote about goodness-of-fit for the von~Mises distribution and worked with a student on von~Mises mixtures. With Peter I worked on direction finding for downed aircraft. That paper does Bayesian analysis of the problem of finding and object on the basis of bearings taken with von~Mises distributed errors. It also considers ``outlier'' detection in a directional context. Michael's PhD supervisor, Geoff Watson, is pictured at left.

Large Sample Theory

I like to work on large sample theory with what I think of as clean, simple conditions. Peter Guttorp and I did this sort of thing in work on inference in irregularly sampled random walks. That work was motivated by a paper I wrote applying the local central limit theorem to prove that on an explosive trajectory of a Bienaymé-Galton-Watson only the mean, variance and perhaps one other arithmetic parameter admit consistent estimates. Then Peter and I worked on the large sample behaviour of quadratic forms in uniform order statistics. That grew out of work on Q-Q plots some of which I did with Graham McLaren. Recently I proved a conditional limit theorem for empirical distribution functionl tests. At left is Sir Francis Galton.

Applied papers

I have a paper with Peter Guttorp about finding downed aircraft, work with Chandanie Perera on thermoluminescence dating, early work with (or really for -- I was a summer student at the time having just finished my BSc) Jim Zidek on traffic loading on the Lion's Gate Bridge.