CURRICULUM VITAE

advertisement
CURRICULUM VITAE
Amadou Sarr
Department of Mathematics and Statistics,
Sultan Qaboos University,P.O. Box 36 Al-Khoud,
PC 123, Sultanate of Oman,
Tel: (office): +968 24 14 2258,
Fax: +968 24 14 1490
Email: asarr@squ.edu.om , asarr7@gmail.com
Nationality: Canada & Senegal
Education
• Ph.D. in Statistics, Department of Mathematics,
University of Geneva, Switzerland, 2006.
• MSc. in Statistics, Department of Statistics,
University Pierre et Marie Curie, Paris VI, France, 1997.
• MSc. in Applied Mathematics, Department of Mathematics,
University Pierre et Marie Curie, Paris VI, France, 1996.
• BSc. in Mathematics, Department of Mathematics,
University Pierre et Marie Curie, Paris VI, France, 1995.
Research Interests
• Generalized Multivariate Statistical Analysis.
• Decision Theory.
• Distribution Theory: Applications in Signal Processing, Finance and Biology.
• Random Matrices
Academic Employment History
• Assistant Professor, Department of Mathematics and Statistics, Sultan Qaboos University, Muscat, Oman: 09.2014 - Present
• Visiting Faculty, Department of Mathematics and Statistics, Sultan Qaboos University, Muscat, Oman: 11.2013 - 06.2014
• Mathematics Tutor at Columbia International College, Hamilton,Canada, 10.2012 11.2013.
• Assistant Professor, Department of Mathematics and Statistics, McMaster University, Hamilton, Canada: 09.2010 - 06.2011
• Post-Doctoral fellow, Department of Mathematics and Statistics, McMaster University, Hamilton, Canada: 07.2008 - 06.2010.
1
• Post-Doctoral fellow, Department of Mathematics and Statistics,
Bowling Green State University, Ohio, USA: 01.2007 - 06.2008.
• Research/Teaching Assistant, Department of Mathematics,
University of Geneva, Switzerland: 11.1999 - 10.2004.
Publications
• Ramirez-Echeverria F., Sarr A.,Shmaliy Y.S. Optimal memory for discrete-time FIR
filters in state-space. IEEE Transactions on Signal Processing, Vol. 62, Issue
3 (2014), 557-561.
• A. Sarr and A.K. Gupta. Exponential scale mixture of matrix variate Cauchy distributions. Proc. Amer. Math. Soc. 139(2011), 1483-1494.
• A. Sarr and A.K. Gupta. Local score test for the mixing proportion for the contaminated elliptical distributions. PanAmerican Mathematical Journal, Vol.
21(2011), 3, 31-41.
• A. Sarr and A.K. Gupta. Estimation of the precision matrix of multivariate Kotz
type model. Journal of Multivariate Analysis, 2009. Vol.100,n0 4, pp. 742-752.
• A. Sarr, A.K. Gupta, and A.H. Joarder. Estimation of the precision matrix of multivariate Pearson type II model. Metrika, 2009. Vol.69, n0 1, pp.31-44.
• A. Sarr. Estimation of the precision matrix and the covariance matrix of multivariate
elliptical models, PhD thesis, University of Geneva, Switzerland 2006.
• A. Sarr. On a Kotz-Wishart Distribution: Multivariate Varma Transform. Submitted, available in ArXiv, April 2014.
Chapter in Book (ISBN: 978-1-62100-305-2)
Probability: Interpretation, Theory and Applications. Edited by Yuriy S. Shmaliy
(2012), Nova Science Publishers, Inc.
Chapter 11, pp. 325-361: Statistical inference for elliptically contoured distributions.
Technical report, Papers in progress, and under preparation
• Generalized Wishart distribution for probabilistic structural dynamics.
• Matrix Variate Kumaraswamy Distribution.
• Generalized myriad filtering for robust signal processing.
• Scale mixture of Pearson type VII distributions.
• Computing the value at risk (VAR) using a skewed-Kotz type distribution,(TR.)
2
Committees
• MSc thesis: Wong, Hoi Suen, Jan.20, 2011, department of Mathematics and Statistics, McMaster University.
• Committee of the Bachelor degree. Department of Mathematics, University of Geneva,
2000-2004.
• Committee of the high school degree at Geneva, 2003 -2006.
Computing Knowledge
• Math-Statistics Software:SPSS, MINITAB, R, MAPLE.
• Word processing: Microsoft Word, Latex, Beamer, Prosper.
Languages: English, Fluent French, Serer (mother tongue).
Research Presentations
• Mixture of elliptical distributions. Colloquium , September 17 2010, Department
of Maths & Stats, McMaster University.
• Multivariate approach to testing the significance of gene expression data. Genome
Canada Meeting, May 22, 2009, McMaster University.
• Estimation of the precision matrix of multivariate Kotz type model. Statistics Seminar, February 2009, Department of Maths & Stats, McMaster University.
• Estimation of the precision matrix of multivariate elliptical models. Ph.D. Dissertation, April 2006, Department of Mathematics, University of Geneva.
• Score Test on the ε-contaminated elliptical distributions. Probab. & Stats Seminar,
January 2006, Department of Mathematics, University of Geneva.
• Estimation of the covariance matrix of multivariate elliptical models. Probab. &
Stats Seminar, May 2005, department of Mathematics, University of Geneva.
• Application of Whittaker’s functions. Probab. & Stats Seminar, April 2004, Department of Mathematics, University of Geneva.
• Some applications of the stochastic representation. Probab. & Stats Seminar, June
2003, Department of Mathematics, University of Geneva.
• Mixture of matrix variate normal distribution. Probab. & Stats Seminar, February
2003, Department of Mathematics, University of Geneva.
Courses Taught:
University of Geneva, Switzerland
• Introduction to Probability and Statistics;
3
• Distribution theory, random variables; Statistical inference; linear models; Discriminant analysis.
McMaster University, Canada
• Fall 2008: STATS 4M03/6M03, Multivariate Analysis, (undergrad. and graduate
course),
• Winter 2009: STATS 743, Foundations of Statistics,(graduate course)
• Winter 2010: STATS 4F03/6F03, Categorical Data Analysis, (undergrad. and
graduate course)
• Summer 2010: STATS 2B03, Statistical Methods for Science, (undergrad. course)
• Fall 2010: STATS 3D03 Mathematical Statistics, (undergrad. course).
• Winter 2011: STATS 758 Multivariate Analysis and Applications, (graduate
course).
STATS 3Y03 Statistical analysis for Engineering, (undergrad. course).
• Summer 2011: STATS 2B03 Statistical Methods for Science.
Sultan Qaboos University, Oman
• Fall 2013: STAT 2102 Introduction to Probability.
• Spring 2014: STAT 1001 & STAT 2103.
• Fall 2014: STAT 2102 & STAT 6011.
Refereeing
• Journal of Multivariate Analysis.
• Journal of Statistical Theory and Practice.
4
Download