Alexander Petersen

UC Santa Barbara

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About Me:

I am an Assistant Professor in the Statistics and Applied Probability Department at UC Santa Barbara, with research interests centered in functional data analysis, nonparametric statistics, and graphical models. A significant focus of my recent work is on the analysis of samples of functional data that are density functions by incorporating geometric principles, in particular the Wasserstein metric of optimal transport. Applications of these methods include daily distributions of stock returns and post-intracerebral hemorrhage hematoma densities.

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Research

Published/Accepted


Submitted/In Progress

Zapata, J., Oh, S., and Petersen, A. Functional Graphical Models for Partially Separable Gaussian Processes.
Petersen, A., Liu, X. and Divani, A. Wasserstein F-tests and confidence bands for the Fréchet Regression of Density Response Curves.
Kokoszka, P., Miao, H., Petersen, A., and Shang, H.L. Forecasting of density functions with an application to cross-sectional and intraday returns.
Divani, A., Liu, X., Di Napoli, M., Lattanzi, S., Ziai, W., James, M.L., Saver, J., Jafari, M., Hemphill, J.C., Vespa, P., Mayer, S., and Petersen, A. Blood pressure variability within the first 24 hours after admission predicts poor in-hospital outcome in spontaneous intracerebral hemorrhage.

Funding

My research is currently supported by National Science Foundation grant DMS-1811888.

Current Courses

(For current students: Access via Gauchospace)

PSTAT 126

Regression Analysis

PSTAT 227

Bootstrap and Resampling Methodology

Past Courses

PSTAT 126

Regression Analysis

PSTAT 262FR

Special Topics in Functional Data Analysis

PSTAT 127

Advanced Statistical Models

PSTAT 207ABC

Statistical Theory

Contact Me

Address:
Department of Statistics and Applied Probability
University of California
Santa Barbara, CA 93106