DIMITRIS N. POLITIS
Distinguished Professor

Education

1990 Stanford University, Ph.D. in Statistics.
1990 Stanford University, M.S. in Statistics.
1989 Stanford University, M.S. in Mathematics.
1985 Rensselaer Polytechnic Institute, M.S. in Computer and Systems Engineering.
1984 University of Patras, B.S. in Electrical Engineering.

Positions

2022-present Halicioglu Data Science Institute Chancellor's Endowed Chair II.
2018-present Associate Director, Halicioglu Data Science Institute, University of California at San Diego.
2016-present Distinguished Professor, Department of Mathematics; also affiliated with the Department of Economics, University of California at San Diego.
2001-2016 Professor, Department of Mathematics, and Adjunct Professor, Department of Economics, University of California at San Diego.
2014 (Summer) John-von-Neumann Visiting Professor, Department of Mathematics, Technical University of Munich, Germany.
1997-2001 Associate Professor, Department of Mathematics, University of California at San Diego.
1999 (Fall) Visiting Associate Professor, Department of Statistics, Athens University of Economics and Business.
1995-1997 Associate Professor, Department of Mathematics and Statistics, University of Cyprus.
1995-1996 Associate Professor, Department of Statistics, Purdue University (on leave).
1990-1995 Assistant Professor, Department of Statistics, Purdue University.

Editorial Work

• Co-Editor of the Journal of Time Series Analysis, 2013--present.
  
• Senior Editor for the ACM/IMS Journal of Data Science , 2022--present.
  
• Associate Editor of the Journal of the American Statistical Association, 2011--present.
  
• Guest Editor (with R. Bradley and R. Davis) of a special issue on the `Murray Rosenblatt Memorial' of the Journal of Time Series Analysis, Vol. 42, No. 5-6, 2021.
• Guest Editor (with S.N. Lahiri and P. Robinson) of a special issue on the `Emanuel Parzen Memorial' of the Journal of Time Series Analysis, Vol. 39, No. 3, 2018.
• Guest Editor (with P. Boswijk, M. Hallin, D. Li and A.R. Taylor) of a special issue on time series econometrics. Econometrics and Statistics, Vol. 4, 2017.
  
• Guest Editor (with G. Cavaliere and A. Rahbek) of a special issue on `Recent Developments in Bootstrap Methods for Dependent Data' of the Journal of Time Series Analysis, Vol. 36, No. 3, 2015.
• Editor of the IMS Bulletin, 2011--2014.
  
• Founding member of the Editorial Board of the Springer Book Series: Frontiers in Probability and the Statistical Sciences, 2012--present.
  
• Editor of the Journal of Nonparametric Statistics, 2008--2011.
  
• Associate Editor of the journal Econometrics and Statistics, 2016--2018.
  
• Associate Editor of the journal Bernoulli, 2013--2018.
  
• Associate Editor of the Electronic Journal of Statistics, 2013--2018.
  
• Associate Editor of the Journal of the Royal Statistical Society, Series B, 2009--2012.
  
• Associate Editor of the IMS Collections Series, 2008--2012.
  
• Associate Editor of the Journal of Time Series Analysis, 2006--2013.
  
• (Associate) Editor of the Journal of Multivariate Analysis, 2005--2011.
  
• (Associate) Editor of the Journal of Nonparametric Statistics, 2005--2008.
  
• Guest Editor (with M. Akritas) of two special issues of the Journal of Nonparametric Statistics, Vol. 16, No. 1-2, 2004, and Vol. 16, No. 3-4, 2004.
  
• Associate Editor of the Journal of Statistical Planning and Inference, 2000--2006.
  
• Co-Editor of Sankhya, the Indian Journal of Statistics, 1999--2002.
  

Conferences and Workshops

• Co-organizer (with J. Bradic) of the Symposium on Statistics and Data Science, Jan. 19-20, 2019, Halicioglu Data Science Institute, UCSD.
  
• Co-organizer (with G. Cavaliere, A. Rahbek, H.B. Nielsen, and A.M.R. Taylor) of the Workshop on Recent Developments in Bootstrap Methods for Time Series Data, Copenhagen, Denmark, Sept. 8-10, 2013.
  
• Co-organizer (with M. Akritas and S.N. Lahiri) of the First Conference of the International Society for NonParametric Statistics (ISNPS), Chalkidiki, Greece, June 15-20, 2012; see www.isnpstat.org for more details.
  
• Co-organizer (with K.Fokianos, E.Paparoditis and T.Sapatinas) of the International Workshop on Recent Advances in Time Series Analysis, Protaras, Cyprus, June 9-12, 2012.
  
• Co-organizer (with J. Franke and T. Subba Rao) of the Workshop on Bootstrap and Time Series, June 5-6th, 2008, University of Kaiserslautern, Germany.
  
• Co-organizer (with M. Akritas, Penn State U.) of the "2002 International Conference on Recent Advances and Trends in Nonparametric Statistics", Crete, Greece, July 15-19, 2002; see the conference website for more details.
  
• Co-organizer (with Deborah Nolan, U.C. Berkeley) of the First North American New Researchers Meeting, 4-7 August 1993, Berkeley, California. The North American New Researchers Meetings have since become a tradition taking place every summer just before the annual Joint Statistical Meetings.
  

Professional Service

• Chair (2018-2019) and Chair-Elect (2017-2018) of the Section on Nonparametric Statistics of the American Statistical Association.
• Member of the External Review Committee for the Department of Statistics, Purdue University, Sept. 2016.
• Member of the Scientific Committee of the ISNPS 2022 Conference, 20-24 June 2022, Pafos, Cyprus.
• Member of the Program Committee of the NBER/NSF Time Series Conference, Sept 7-8, 2018, Dept. of Economics, UCSD.
• Co-Chair of the 12th International Conference on Computational and Financial Econometrics (CFE 2018) Dec. 13-16, 2018, University of Pisa, Italy.
• Member of the Organizing Committee of RANDOM PROCESSES AND TIME SERIES: THEORY AND APPLICATIONS, A CONFERENCE IN HONOR OF MURRAY ROSENBLATT, Univ. of California at San Diego, October 21-23, 2016.
• Member of the Scientific Committee of the 4th International Workshop on Functional and Operatorial Statistics (IWFOS 2017), La Coruna, Spain.
• Organizer of Invited Paper Session IPS075 entitled `Bootstrap Methods for Time Series' for the 60th ISI World Statistics Congress, Rio de Janeiro, Brazil, 26-31 July 2015.
• Organizer of a Special Session on Time Series in honor of Professor Keh-Shin Lii, American Mathematical Society's Western Fall Sectional Meeting, University of California--Riverside, November 2-3, 2013.
• Co-founder (with M. Akritas and S.N. Lahiri) of the International Society for NonParametric Statistics (ISNPS), and member of the ISNPS Executive Committee 2010-2016.
• Session organizer for the CSDA International Conference on Computational and Financial Econometrics (CFE'11), University of London, December 17-19, 2011.
• Member of the International Scientific Committee of the Workshop on Nonparametrics and Geometry, Charles University, Prague, Czech Republic, August 14-18, 2011.
  
• Member of the Scientific Committee of the International Workshop for Functional and Operatorial Statistics, Santander, Spain, June 2011.
  
• Session organizer for the 2011 ITA (Information Theory and Applications) Workshop, La Jolla, Feb. 7-11, 2011.
• Session organizer and member of the program committee of the workshop on Resampling Methods and High Dimensional Data, College Station, Texas, March 25-26, 2010.
  
• Organizer of the session ``Resampling Time Series'' at the International Workshop on Recent Advances in Time Series Analysis, June 8-11, 2008, Protaras, Cyprus.
  
• Member of the Advisory Board of the Financial Forecasting (F2) section of the European Society of Computational Methods in Sciences and Engineering (ESCMSE).
  
• Co-organizer of session "Time Series and Applied Probability" at the 7th Hellenic-European Conference on Computer Mathematics and its Applications (HERCMA'05), Athens University of Economics and Business, Athens, Greece, September 28-30, 2005.
  
• Co-organizer (with R. Chen, M. LaRocca and Q. Yao) of the track on ``Computer-intensive methods for dependent data" of the Third world conference of the International Association for Statistical Computing on Computational Statistics and Data Analysis, Limassol, Cyprus, 28-31 October, 2005.
  
• Member of the international program committee for the symposium on "Advanced Computing in the Financial Market" (ACFM) that will take place in conjunction with the Second International ICSC Congress on Computational Intelligence; Methods and Applications (CIMA 2001), University of Wales in Bangor, U.K., June 19-22, 2001.
  
• Co-organizer (with R. Papademetriou, Univ. of Portsmouth) of session "Computational Methods in Financial Engineering" at the 16th IMACS (International Association for Mathematics and Computers in Simulation) World Congress, Lausanne, Switzerland, August 21-25, 2000.
  
• Co-organizer and Chair of session "ARCH Models and Time Series" at the 4th Hellenic-European Conference on Computer Mathematics and its Applications (HERCMA'98), Athens University of Economics and Business, Athens, Greece, September 26-28, 1998.
  
• Organizer and Chair of the minisymposium "Computer Intensive Methods in Statistics" at the 3rd Hellenic-European Conference on Mathematics and Informatics (HERMIS'96), Athens University of Economics and Business, Athens, Greece, September 26-28, 1996.
  
• Chair of the Special Invited Session on Spatial Statistics organized by the IMS New Researchers Committee in the 56th IMS Annual Meeting (San Francisco, 8-12 August 1993).
  
• Chair of the `Hot Topics' Session organized by the IMS New Researchers Committee in the 55th IMS Annual Meeting (Boston, 9-13 August 1992).
  
• Member of the New Researchers Committee of the Institute of Mathematical Statistics, 1990-1993.
  
• Organizer of a Special Seminar (with six invited speakers) in memoriam of Andrei N. Kolmogorov (1903-1987); Department of Statistics, Stanford University, November 25, 1987.
  
• Proposal reviewer/panel member for the National Science Foundation (since 1992), for the National Security Agency (since 1995), for the National Research Council of Canada, and for the Natural Sciences and Engineering Research Council of Canada (since 2000).
  
• Textbook reviewer for Springer Verlag, Academic Press, and Wadsworth Brooks/Cole Publishing Company.
  
• Reviewer for the volume Time Series Prediction: Forecasting the Future and Understanding the Past, A. Weigend and N. Gershenfeld (Eds.), Addison-Wesley, 1994.
  
• Reviewer for the volume Asymptotics, Nonparametrics, and Time Series, Subir Ghosh (Ed.), Marcel Dekker Inc., 1998.
  
• Reviewer for the volume Festschrift for George Roussas, Madan Puri (Ed.), 2000.
  
• Referee for the journals: Annals of Statistics, Journal of the American Statistical Association, Bernoulli, Statistica Sinica, Sankhya (Ser. A), Mathematical Methods of Statistics, Computational Statistics, Computational Statistics and Data Analysis, Technometrics, Journal of Statistical Computing and Simulation, Journal of Statistical Planning and Inference, Journal of Time Series Analysis, Journal of Nonparametric Statistics, Mathematical Biosciences, Management Science, Operations Research, Stochastic models, Communications in Statistics (Theory and Methods), Statistical Papers, Scandinavian Journal of Statistics, Journal of Computational and Graphical Statistics, Statistics, Econometrica, Journal of Econometrics, Econometric Theory, Econometric Reviews, Empirical Economics, Political Analysis, Annals of the Institute of Statistical Mathematics, Probability Theory and Related Fields, IEEE Transactions on Signal Processing, IEEE Transactions on Information Theory.

Professional Associations

Institute of Mathematical Statistics (Fellow), American Statistical Association (Fellow), The Econometric Society, International Society for NonParametric Statistics (Co-founder).

Grants and Awards

2020 Principal investigator (together with Lucila Ohno-Machado, Eric Hekler and Kristen Wells), NIH grant T32 MH122376 `Advanced data analytics training for behavioral and social sciences research'.
2020 Distinguished Author Award, Journal of Time Series Analysis. Citation reads: ``in recognition of significant and sustained research contributions to the Journal of Time Series Analysis''.
2019 Principal investigator, NSF grant DMS 19-14556, `Computer-intensive methods for nonparametric analysis of dependent data'.
2016 Principal investigator, NSF grant DMS 16-13026, `Computer-intensive methods for nonparametric analysis of dependent data'.
2013 Awarded the Econometric Theory Multa Scripsit Award.
2013 Principal investigator, NSF grant DMS 13-08319, `Computer-intensive methods for nonparametric time series analysis'.
2013 Fellow of the Institute of Advanced Study, Technische Universitaet Muenchen.
2012 Co-Principal investigator, NSF grant DMS 12-23137, `ATD: Detection of Clusters in Spatial Data and Images'.
2012 Awarded the Tjalling C. Koopmans Econometric Theory Prize 2009-2011 for the paper "Higher-Order Accurate, Positive Semi-Definite Estimation of Large-Sample Covariance and Spectral Density Matrices," Econometric Theory, Vol. 27, No. 4, August 2011, pp. 703-744.
2012 Principal investigator, NSF Grant DMS-12-06522, `First Conference of the International Society for NonParametric Statistics (ISNPS)', Chalkidiki, Greece, June 15-19, 2012.
2011 Fellowship from the John Simon Guggenheim Memorial Foundation for the project "Model-free Prediction and Regression".
2011 Elected Fellow of the American Statistical Association (ASA). Citation reads: ``For path-breaking research in nonparametric statistics, for outstanding applications of this methodology to time series analysis, resampling, subsampling, and function estimation; and for exemplary leadership and service to the profession, especially for conference organization and prolific editorial work.''
2010 Principal investigator, NSF Grant DMS-10-07513, `Computer-intensive methods for nonparametric time series analysis'.
2008 Principal investigator, NSA Grant MSPF-08IC-016, "Workshop on Bootstrap for Time Series", Kaiserslautern, Germany, June 5-6, 2008.
2007 Principal investigator, NSF Grant DMS-07-06732, `Computer-intensive methods for nonparametric time series analysis'.
2005 Honorary Fellow of the European Society of Computational Methods in Sciences and Engineering and its Financial Forecasting (F2) Section.
2004 Principal investigator, NSF Grant SES-04-18136, funded jointly by the Economics and Statistics Divisions of NSF, `Topics on bootstrap methods for time series'.
2004 Elected Fellow of the Institute of Mathematical Statistics (IMS). Citation reads: ``Prof. Politis received the award for innovative methodology in the analysis of time series and models of spatial dependence, as well as groundbreaking theory in nonparametric statistics".
2002 Principal investigator, NSF Grant DMS-02-06912, `International Conference on Recent Advances and Trends in Nonparametric Statistics'.
2001 Principal investigator, NSF Grant DMS-01-04059, `Computer-intensive methods for nonparametric time series analysis'.
1999 Recipient, IEEE Transactions on Information Theory Reviewer award.
1997 Principal investigator, NSF Grant DMS-97-03964, `Computer-intensive methods for the statistical analysis of dependent data'.
1996 Co-principal investigator, PENED award from the General Secretariat for Research and Technology of the Greek Government, `New approaches in ARCH modelling and stochastic volatility for multivariate time series'.
1994 Principal investigator, NSF Grant DMS-94-04329, `Computer-intensive methods for the statistical analysis of time series and random fields'.
1993 Principal investigator, NSF Grant DMS-93-19944, `First North American New Researchers Meeting, August 4-7, 1993, Berkeley'.
1993 Principal investigator, NSA Grant 93C-188, `First North American New Researchers Meeting, August 4-7, 1993, Berkeley'.
1991 Co-principal investigator, NSF Grant DMS-91-05850, `Mathematical Sciences Computing Research Environments'.
1984 Recipient, `Scholastic Achievement Award', Technical Chamber of Greece.
1984 Recipient, Bodosakis Foundation Scholarship, Athens, Greece.

Publications

Author/co-author of over 100 journal papers (see list at: www.math.ucsd.edu/~politis/DPpublication.html) and of the books:
SUBSAMPLING, D.N. Politis, J.P. Romano, M. Wolf, Springer, New York, 1999.
MODEL-FREE PREDICTION AND REGRESSION: A TRANSFORMATION-BASED APPROACH TO INFERENCE, D.N. Politis, Springer, New York, 2015.
TIME SERIES: A FIRST COURSE WITH BOOTSTRAP STARTER, T.S. McElroy and D.N. Politis, Chapman and Hall/CRC Press, 2020.

Seminar Talks

Invited speaker for seminar talks worldwide (see partial list at: www.math.ucsd.edu/~politis/DPtalks.html).

Biographical Listings

Who's Who in the World, 13th ed., Who's Who in America, 49th ed., (Who's Who in the West, Who's Who in the Midwest), Outstanding Scholars of the 21st Century, American Men and Women of Science, Men of Achievement.

Expertise

Time Series Analysis, Bootstrap Resampling and Subsampling for Dependent Observations, Spatial Statistics, Random Fields and Point Processes, Information Theory and Signal Processing, Nonparametric Function Estimation, Spectral and Probability Density Estimation, Model-free Prediction and Regresion, Econometric Analysis of Financial Time Series.

Consulting

Consulting activities for the most part have focused on the statistical analysis and prediction of financial time series. Past projects also include problems from engineering, biophysics, marketing, litigation, etc.

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