FRANK LAD. December 22, PHONE: In New Zealand (03) , International
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1 FRANK LAD December 22, 2009 ADDRESS: 337 Worcester St., Christchurch, 8011, New Zealand PHONE: In New Zealand (03) , International BIRTH DATE: 26 July 1948 CITIZENSHIP: New Zealand and USA (dual) LANGUAGES: English, French, Hindustani, Italian EDUCATION: Ph.D. in Economics, University of Michigan, 1974 M.A. in Statistics, University of Michigan, 1973 M.A. in Economics, University of Michigan, 1972 B.A. in Mathematics, University of Dayton, 1970 SPECIALISATION: Operational subjective statistical methods, Applied statistics, Probability, Forecasting PROFESSIONAL EXPERIENCE: 1998-Current Private consulting statistician, and Research Associate, Mathematics and Statistics, University of Canterbury May-July, 2002 Fellow in Statistics, Centre for Advanced Study, University of Bologna 2002-current, regular lecturer, Asti Summer School in Applied Statistics, University of Bologna and University of Torino Senior Lecturer in Mathematics and Statistics, University of Canterbury Lecturer, Mathematics and Statistics, University of Canterbury Visiting Scholar, Department of Mathematics and Statistics, and Department of Economics, State University of New York, Albany, USA Research Economist, Special Studies Section, Federal Reserve Board of Governors, Washington, D.C., USA Assistant Professor of Economics, University of Utah, Salt Lake City, Utah, USA Research Assistant, Centre for Population Planning, School of Public Health, University of Michigan, Ann Arbor, Michigan, USA 1971 Summer Research Fellow, The Population Council, New York City, USA 1
2 FELLOWSHIP AND SCHOLASTIC HONOURS: Conferenza di Scienza e Democrazia II, Napoli, June, 2003, Invited Lecture Research Fellow in Statistics, Centre for Advanced Study, University of Bologna, May-June, 2002 Fourth National Congress of the Italian Society for Industrial and Applied Mathematics, Invited Lecture, Giardini-Naxos, Sicily, June, 1998 International School of Mathematics G. Stampacchia, Centre Ettore Majorana for the Peaceful Uses of Science, Italy: Three invited lectures on Conditioning and Inference in Intelligent Systems, April, 1997, and three invited lectures on Mathematical Models for Handling Partial Knowledge in Artificial Intelligence, July, 1994 National Institutes of Health Fellowship in Economic Demography, University of Michigan, Woodrow Wilson Fellow, PUBLICATIONS: BOOKS Lad, F., Operational Subjective Statistical Methods: a mathematical, philosophical and historical introduction, New York: John Wiley, 1996, xix, 484 p. Lad, F.R., On the adequacy of natural conjugate distributions for representing prior information, Ph.D. thesis in Economics, 1974, University of Michigan, Ann Arbor: University Microfilms. REFEREED PUBLICATIONS Lad, F. with Frederic, P., Two moments of the logitnormal distribution, Communications in Statistics: computation and simulation, v37, 2008, Lad, F. with Agró, G. and Sanfilippo, G., Sequentially forecasting economic indices using mixture linear combinations of EP distributions, Journal of Data Science, v8#1, Lad, F. with Capotorti, A. and Sanfilippo, G., Reassessing accuracy rates of median decisions, The American Statistician, v61, 2007, Lad, F.R. Probabilitá: il linguaggio delle persone!... il linguaggio della scienza? Induzioni, v28, 2004, Original English version, Probability: the language of the people!... the language of science?, Scienze e Democrazia, M. Mamone Capria (ed.), Ligouri Napoli: Available online at (Archive, Contributions to SD2). also in Scienze Poteri e Democrazia, (ed.) M. Mamone Capria, Roma: Riunite, 2006, Lad, F. and Di Bacco, M., Assessing the value of a second opinion: the role and structure of exchangeability, Annals of Mathematics and Artificial Intelligence, v35, 2002, Lad, F. and Scozzafava, R., Distributions agreeing with exchangeable sequential forecasting, The American Statistician, v55, 2001,
3 Lad, F., Assessing the foundations of Bayesian networks: a challenge to the principles and the practice. Soft Computing, v3, 1999, Lad, F., How big is your mathematics? Australasian Journal of Combinatorics, v18, 1998, Lad, F., Deely, J., and Piesse, A., Coherency conditions for finite exchangeable inference, Journal of the Italian Statistical Society, v4, 1995, Lad, F. and Deely, J., A subjective utilitarian view of experimental design. Aspects of Uncertainty: a tribute to D.V. Lindley, edited by A.F.M. Smith, London: John Wiley, Lad, F. and Brabyn, M.W., Synchronicity of whale strandings with phases of the moon. Case Studies in Bayesian Statistics, edited by C. Gatsonis, J.S. Hodges, R.E. Kass, and N.D. Singpurwalla, New York: Springer-Verlag, 1993, Lad, F. with Slooten, E. and Dawson, S.M., Survival rates of photographically identified Hector s dolphins from 1984 to Marine Mammal Science, v8 (4), 1992: Lad, F. and Taylor, W.F.C., The moments of the Cantor distribution. Statistics and Probability Letters, v13, 1992: Lad, F.R., Dickey, J.M., and Rahman, M.A., Numerical application of the fundamental theorem of prevision. Journal of Statistical Computation and Simulation, v40, 1992: Lad, F. with Slooten, E., Population biology and conservation of Hector s dolphin. Canadian Journal of Zoology, v69, 1991: Lad, F.R., Dickey, J.M., and Rahman, M.A., The fundamental theorem of prevision. Statistica, v50, 1990: Lad, F.R., and Dickey, J.M., A general theory of conditional prevision, P(X Y), and the problem of state-dependent preferences. Economic Decision Making: Games, Econometrics, and Optimization, edited by J. Gabszewicz, J.F. Richard and L. Wolsey, Amsterdam: Elsevier, 1990: Lad, F.R. with Blattenberger, G., An application of operational subjective statistical methods to rational expectations, with discussion. Journal of Business and Economic Statistics, v6, 1988: Lad, F.R. with Blattenberger, G., A subjective Bayesian characterization of aggregate evidence on new views of worker productivity. Metroeconomica, v38, 1986: Lad., F.R. with Blattenberger, G., Separating the Brier score into calibration and refinement components: a graphical exposition. The American Statistician, v39, 1985: Lad, F.R., The calibration question. British Journal for the Philosophy of Science, v35, 1985: Lad, F.R. with Miller, J.R., Flexibility, learning, and irreversibility in environmental decision making: a Bayesian approach. Journal of Environmental Economics and Management, v11, 1984:
4 Lad, F.R., The construction of probability: a Marxist discussion. Science and Society, v47, 1983: Lad, F.R., A subjectivist view of the rational expectations hypothesis: critique and development. Metroeconomica, v35, 1983: Lad, F.R., Embedding Bayes theorem in general learning rules: connections between idealized behaviour and empirical research on learning. British Journal for Mathematical and Statistical Psychology, v32, 1978: ARTICLES IN BOOKS Lad, F., An example of the subjectivist statistical method for learning from data: why do whales strand when they do? Applied Bayesian Statistical Studies in Biology and Medicine edited by M. DiBacco and G. D Amore and F. Scalfari, Boston: Kluwer, 2003, Chapter 9: Lad, F., Coherent prevision as a linear functional without an underlying measure space: the purely arithmetic structure of logical relations among conditional quantities. Mathematical Models for Handling Partial Knowledge in Artificial Intelligence, edited by G. Coletti, D. Dubois, and R. Scozzafava, New York: Plenum Press, 1995, Lad, F. and Coope, I., Prospects and problems in applying the fundamental theorem of prevision as an expert system: an example of learning about parole decisions. Mathematical Models for Handling Partial Knowledge in Artificial Intelligence, edited by G. Coletti, D. Dubois and R. Scozzafava, New York: Plenum Press, 1995, PAPERS IN PROFESSIONAL PUBLICATIONS Lad, F., Applications of subjective statistical methods in industry, ISBA Newsletter, v 6, 1999, Lad, F., Exchangeability in Bayesian networks, Proceedings of the 7th International Conference on Information Processing and Management of Uncertainty in Knowledge Based Systems, Paris: La Sorbonne, 1998, Tome I, Lad, F., Bayesian networks: a challenge to the priciples and the practice, IV Congresso Nazionale della Societa di Matematica Applicata e Industriale: Sommari Giardini Naxos: SIMAI, 1998, v 2, Lad, F.R., Three useful applications of conditional probability, understood as an assertion of uncertain knowledge. Proceedings of the American Statistical Association, 1996, Section on Bayesian Statistical Science, Lad, F.R., What should we teach students of mathematical statistics about probability? Proceedings of the American Statistical Association, 1996, Section on Bayesian Statistical Science, Lad, F.R., Empirical assessments of the efficient markets hypothesis: an operational subjective analysis of the variance bounds approach. Federal Reserve Board of Governors Special Studies Papers, No. 192, 1985:
5 CURRENT RESEARCH DRAFTS Lad, F.R. with Gianna Agró and Giuseppe Sanfilippo Extropy as the Companion to Entropy: augmenting the logarithmic scoring rule Lad, F.R. with Giuseppe Sanfilippo Posterior distributions that mimic frequencies over a limited domain Lad, F.R. with Gianna Agró and Giuseppe Sanfilippo A general theory of complementary distributions PROFESSIONAL RESEARCH REPORTS, NOT PUBLISHED ELSEWHERE Lad, F.R., Factoring bivariate distributions, University of Canterbury Department of Mathematics Reserach Report, UCDMS2005/4, December, Lad, F.R. with M. DiBacco and P. Frederic, Learning from the Probability Assertions of Experts, University of Canterbury Department of Mathematics Reserach Report, UCDMS2003/6, May, Lad, F.R., and Dunlop, G.R., Processing digital information about the pulse width modulation of a square wave, Department of Mathematics and Statistics Research Report, University of Canterbury, No. 134, Lad, F.R., and Dunlop, G.R., Information gain from successive digital counts of a repeated square wave signal, Department of Mathematics and Statistics Research Report, University of Canterbury, No. 136, Lad, F.R. and Capotorti, A., Complete solutions to the problem of quantisation errors arising from digital measurements of a repeated square wave signal. Department of Mathematics and Statistics Research Report, University of Canterbury, No. 150, Lad, F.R., Conjugate theory for Normal data and exponential prior opinions: a study in robustness, University of Utah Research Report, Lad, F.R., Consequences of a two-parameter learning disability in the gamma setup, University of Utah Research Report, presented at the 19 th meeting of the NBER-NSF Seminar on Bayesian Inference in Econometrics, Montreal, Canada, October, Lad, F.R., The sources and consequences of errors in a subjective decision problem, University of Utah Research Report, Lad, F.R., Subjective probability and the unconscious, University of Utah Research Report, Lad, F.R., On the evaluation of family planning programs: the problem of interactive causation, background paper for The Population Council Demographic Division, New York, BOOK REVIEW Lad, F.R., Book Review: The Logic of Decision by Richard Jeffrey. Journal of the American Statistical Association, v49, 1984:
6 PUBLISHED DISCUSSIONS Lad, F.R., Objective Bayesian Methods: Do you buy it? v1, 2006, Should we sell it?, Bayesian Analysis, Lad, F.R., Paradox or Paradigm? No! The New Zealand Statistician, v31, 1996, Lad, F.R., Panel discussion on issues in artificial intelligence. Mathematical Models for Handling Partial Knowledge in Artificial Intelligence, edited by G. Coletti, D. Dubois, and R. Scozzafava, New York: Plenum Press, 1995, , Lad, F.R., Remarks on teaching statistical consulting skills. Case Studies in Bayesian Statistics, edited by C. Gatsonis, J.S. Hodges, R.E. Kass, and N.D. Singpurwalla, New York: Springer- Verlag, 1993, PROFESSIONAL REVIEWER Research Grant Agencies: New Zealand Public Good Research Fund; U.S. National Science Foundation; U.S. Air Force Office of Scientific Research; Foundation for Research, South Africa; Ministero dell Instruzione, dell Università e della Ricerca, Italy Professional Journals: Journal of the American Statistical Association; Metroeconomica; Journal of Business and Economic Statistics; British Journal for Philosophy of Science; Statistics and Probability Letters; The New Zealand Statistician; Statistical Science; Journal of Econometrics; Communications in Statistics ACADEMIC THESIS ADVISING University of Canterbury, 1988-present: Thesis director, Robert Ware, Ph.D. thesis in Statistics, Three Studies in Numerical Methods for Statistical Approximations, Thesis director, Grace I. Johnson, Ph.D. thesis in Statistics, A simulation study of individuals price expectations and market processes, Thesis director, Kirsten Nissen, M.Sc. in Statistics, Accelerated life testing of tires - computational posterior estimation, Thesis director, Andrea Piesse, Ph.D. thesis in Statistics, Coherent predictive probabilities, Thesis director, Jesse J. Kokaua, M.Sc. in Statistics, Scored Sequential Forecasting of the New Zealand Foreign Exchange Rate Using Mixture Structural Distributions,, Thesis director, Grace I. Johnson, M.Sc. Statistics, Scored Sequent ial Forecasting of the New Zealand Foreign Exchange Rate Using Mixture ARMA Distributions,, Six honours projects in Statistics Two projects in Economics 6
7 State University of New York, Albany, : Committee member, Mohammed A. Rahman, Ph.D. thesis in Statistics, Computable reformulations and extensions of de Finetti s fundamental theorem of probability, University of Utah, : Committee member for 14 Ph.D. theses in Economics, Finance, and Psychology Committee member for 11 master s theses and projects in Economics, Psychology, and Mathematics. TEACHING EXPERIENCE MATHEMATICAL STATISTICS, University of Canterbury, : Honours level: Subjectivist statistical inference Undergraduate level: Applied subjective probability, Multivariate distribution theory, Regression theory, Decision theory, Introduction to statistics MATHEMATICAL STATISTICS, SUNY, Albany, : Graduate level: Seminar on Subjective probability MATHEMATICAL ECONOMICS, University of Utah, : Graduate level (8 years): Econometrics, Mathematical economics, Sampling theory, Special topics seminars in Decision theory and expectations GENERAL ECONOMICS, University of Utah, : Master s level: Microeconomic theory. Undergraduate level: Introduction to economics, Statistics, Asian economic history. REFERENCES Wes Johnson, wjohnson@ics.uci.edu Professor of Statistics, University of California Irvine James O Malley, omalley@hcp.med.harvard.edu Associate Professor of Statistics, Harvard Medical School John Deely, jdeely@stat.purdue.edu Professor of Statistics, Purdue University 7
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