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
2021-present
Halicioglu Data Science Institute Chancellor's Endowed Chair II.
2019-present Distinguished Professor, Department of Mathematics
and
Halicioglu Data Science Institute,
University
of California at San Diego.
2019-2023 Chair of the Faculty Council of the
Halicioglu Data Science Institute,
University
of California at San Diego.
2018-2024 Associate Director (Founding),
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
2024 Principal investigator,
NSF grant DMS 24-13718,
`Computer-intensive methods for dependent and complex data'.
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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