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CV

Long CV:

A long CV can be found here.

Short CV:

Education

Ph.D. (2002), Department of Mathematics and Statistics, Boston University
D.E.A. (1997), Laboratoire de Probabilites et Modeles Aleatoires, University of Paris 6, France
B.Sc. (1996), Department of Mathematics and Informatics, Vilnius University, Lithuania

Appointments

2019 – present: Chair, Department of Statistics and OR, UNC-Chapel Hill
2002 – present: Assistant, Associate, Full Professor, Department of Statistics and OR, UNC-Chapel Hill
2013 – 2019 (summers): Senior Fellow of ONR Summer Faculty Research Program, David Taylor Model Basin, Maryland
2008 – 2010: Ciencia 2007 Researcher, Center of Mathematics and Its Applications, Instituto Superior Tecnico, Portugal

Research Interests

Modeling high-dimensional (multivariate) time series and spatial fields
Extremal behavior of dynamical systems modeling physical phenomena
Sampling and streaming algorithms in connection to “big data”
Modeling scaling and self-similar phenomena

Selected Publications

  • “Long-Range Dependence and Self-Similarity” (with M. S. Taqqu). Cambridge University Press, 688 pages, 2017
  • “A Basic Course in Measure and Probability: Theory for Applications” (with S. Cambanis and M. R. Leadbetter). Cambridge University Press, 374 pages, 2014
  • “Sampling-based estimation of in-degree distribution with applications to directed complex networks” (with N. Antunes, S. Bhamidi, T. Guo and B. Wang), Journal of Computational and Graphical Statistics (2021)
  • “Distribution tail structure and extreme value analysis of constrained piecewise linear oscillators” (with V. Belenky, D. Glotzer and T. Sapsis). Probabilistic Engineering Mechanics 57 (2019), 1-13
  • “Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts” (with J. Livsey, S. Kechagias and R. Lund). The Annals of Applied Statistics 12 (2018), 408–431
  • “Sparse seasonal and periodic vector autoregressive modeling” (with C. Baek and R. Davis). Computational Statistics and Data Analysis 106 (2017), 103-126
  • “Confidence intervals for exceedance probabilities with application to extreme ship motions” (with D. Glotzer, V. Belenky, B. Campbell and T. Smith). Revstat 15 (2017), 537–563
  • “Estimation of flow distributions from sampled traffic” (with N. Antunes). ACM Transactions on Modeling and Performance Evaluation of Computing Systems 1 (2016), Article No. 11
  • “Definitions and representations of multivariate long-range dependent time series” (with S. Kechagias). Journal of of Time Series Analysis 36 (2015), 1–25
  • “On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation” (with C. Baek). Electronic Journal of Statistics8 (2014), 931–964
  • “Probabilistic sampling of finite renewal processes” (with N. Antunes). Bernoulli 17 (2011), 1285-1326
  • “Local and global rank tests for multivariate varying-coefficient models” (with S. Donald and N. Fortuna). Journal of Business and Economic Statistics 29 (2011), 295-306
  • “Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding” (with H. Helgason and P. Abry). Signal Processing 91 (2011), 1741-1758
  • “Gaussian stationary processes: adaptive wavelet decompositions, discrete approximations and their convergence” (with G. Didier). Journal of Fourier Analysis and Applications 14 (2008), 203-234
  • “Wavelet-based simulation of fractional Brownian motion revisited”. Applied and Computational Harmonic Analysis 19 (2005), 49-60
  • “The structure of self-similar stable mixed moving averages” (with M. S. Taqqu). The Annals of Probability 30 (2002), 898-932
  • “Integration questions related to fractional Brownian motion” (with M. S. Taqqu). Probability Theory and Related Fields 118 (2000) 251-291

 

Grants and Awards

2019-2022: Office of Naval Research grant, “Quantifying extreme ship loads and motions: Statistical challenges and approaches” (PI: Pipiras, $300,000)
2013 – 2018, May – July: Senior Fellow of ONR Summer Faculty Research Program, David Taylor Model Basin (NSWCCD), Bethesda, Maryland
2017 – 2020: National Science Foundation grant, “Statistical models, inference, and computation for multidimensional time series data” (PI: Pipiras, $200,000)
2017 Fall: Competitive Senior Faculty Research and Scholarly Leave at UNC
2016 – 2017: Data@Carolina Course Development Grant at UNC (Pipiras, $7,000)
2013 – 2015: National Security Agency grant, “Probabilistic models and inference of multifractals” (PI: Pipiras, $52,000)
2011 – 2012: Army Research Office grant, “Conference on long-range dependence, self-similarity and heavy tails” (PI: Pipiras, $15,000)
2010 – 2013: Member of the team of the FCT (Portuguese Science and Technology Foundation) grant, “Traffic analysis, modeling and measurements for the future management of Internet”, Portugal ($130,000)
2006 – 2009: National Science Foundation grant, “Collaborative research: heavy traffic limit models and control analysis for wireless queuing systems – incorporating long range dependence and heavy tails” (PIs: Buche, Ghosh and Pipiras, $43,000)
2005 – 2008: National Science Foundation grant, “Random processes and fields: discrete approximations, special wavelet-based decompositions and simulation” (PI: Pipiras, $105,000)
2004: Junior Faculty Development Award at UNC ($5,000)

PhD Students

Y. Kim (current)
D. Patel (current)
B. Leinwand (current)
D. Glotzer (2018)
S. Kechagias (2015)
R. Chaudhuri (2014)
C. Baek (2010)
G. Didier (2007)

M.-C. Duker (2019-2020; visiting)
B. Brown (2019-2020; RA)

Post Docs

Z. Fisher (2020-2021)

Selected Department Service

Director of the Undergraduate Studies and the Mathematical Decision Sciences (MDS) program (2010-2016)

Selected University Service

Member of the Dean’s advisory committee (2020 Fall-2021 Spring)
Member of a data science subcommittee for undergraduate education (2019 Fall)
Member of the Administrative Board of the General College (2014-2017), with service on the curriculum and appeals committees

Some Professional Service

Co-organizer for Meeting on statistical modeling for large complex time dependent systems, BIRS, October 2020
Co-organizer of joint 2018 IMS Annual Meeting and 12th International Vilnius Conference on Probability Theory and Mathematical Statistics, Vilnius, Lithuania
Co-organizer for Meeting on multifractal analysis: from theory to applications and back, BIRS, February 2014
Co-organizer for Conference on long-range dependence, self-similarity and heavy tails, April 2012
Associate editor, REVSTAT (2014-2018), Stochastic Processes and Their Applications (2018-), Lithuanian Mathematical Journal (2019-), Statistics: A Journal of Theoretical and Applied Statistics (2020-)
UNC organizer of DataFest2013, 2014, 2015, an undergraduate competition in data analysis