National Institute of Statistical Sciences
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Report of the Director

November 1, 1996 - October 31, 1997

Contents

  1. Summary
  2. Continuing Projects
  3. New Projects
  4. Projects under Development
  5. NISS Building
  6. Other Items

Summary

The major event of the year was the beginning and completion of the construction of the new NISS building and the moving of our headquarters to the new building. The groundbreaking was on March 13, 1997. Construction was completed on schedule and within budget. The move occurred on October 24, 1997.

Major ongoing operations during the year were continued research under the transportation project and on software engineering (in collaboration with Lucent Technologies), continued work on education and recruitment of new Junior Fellows.

New projects were funded by the National Science Foundation (on large data sets), Los Alamos National Laboratory (on synthesis of regional travel activity), the Transportation Research Board (on estimation of emissions from traffic data), the Environmental Protection Agency (on safety of drinking water, developing protocols for use and dissemination of EPA data sets, and design and analysis of monitoring networks for airborne pollutants) and the North Carolina School of Science and Mathematics (for NISS to serve as an evaluation body for their new Educational Futures Center). Funding for the NISS Junior Fellows program was extended by a two year award from the NSF's Group Infrastructure Grants (GIG) program.

Workshops were held on NISS transportation research and information technology. Presentations of NISS research occurred at national and international conferences, and NISS personnel organized sessions at national and regional meetings of several societies. NISS participated in NSF-sponsored workshops on "Digital Government" and "Urban Interactions," and co-sponsored the KDD 97, a conference on large data sets.

Continuing Projects

Measurement, Modeling and Prediction for Infrastructural Systems. This five-year, NSF-funded project began on November 1, 1994. Principal investigators are A. Karr (NISS), E. Pas (Duke) and J. Sacks (NISS).

Research on travel demand forecasting has concentrated on synthesizing populations from aggregated data and partial information, micro-modeling of activity--travel patterns, and multinomial choice modeling. This work has been led by Pas; principal participants are C. Bhat (Massachusetts, now at Texas), R. Kitamura (RDC, Inc.), F. Koppelman (Northwestern), P. Koskenoja (NISS), P. Speckman (Missouri) and D. Sun (Missouri).

Work on network modeling has addressed equilibria of large network models (some with randomly varying route choice) and the validation of such models. The key figure here is D. Boyce (Illinois at Chicago) with the assistance of M. Tatineni, P. Nelson (UIC), R. Easch (CATS), R. Buck (Western Michigan) and Sacks.

Work on estimation of freeway travel times from detector data and probe data has been pursued in cooperation with the California PATH project, and has involved P. Bickel and J. Rice (California--Berkeley), and Y. Ritov (Hebrew University) with input from Karr and Sacks.

Evaluation of signalization strategies and collection of data in the Chicago Business District is being pursued with the cooperation of the Chicago Department of Transportation and involves N. Rouphail (North Carolina State), A. Sen (Illinois at Chicago), V. Thakuriah (Illinois at Chicago), S. Stidham (UNC-CH), E. Miller-Hooks (NISS), V. De Oliveira (NISS), Karr and Sacks.

Work on materials science and deterioration of concrete, primarily at the Center for Advanced Cement Based Materials at Northwestern University (NU), has focused experiments for measuring and models for predicting chloride permeability of concrete from microstructural properties and materials variables, with particular emphasis on the relationship between permeability and physical damage (cracks). This work is led by Karr and S. Shah (NU); key participants are B. Ankenman (NU), T. Igusa (NU), J. Picka (NISS, located at NU) and C. Aldea (NU).

Indices of Environmental Status and Trend. One component of environmental research was devoted to working with the EPA's National Environmental Performance Partnership System (NEPPS) program (a program to give States greater control of reporting environmental conditions). As part of a consortium (which includes American, George Mason, Maryland Baltimore County and Penn State universities) organized by EPA's Office of Policy Planning and Evaluation (OPPE), NISS worked on drinking water safety. Data and other input came from the New Jersey Department of the Environment and the Region 2 office of the EPA. This work was guided by Sacks with key involvement of J. Hilden-Minton (NISS) and R. Smith (UNC-CH).

Other work involving OPPE and their new Center of Environmental Information and Statistics is on establishing protocols for the public release and use of environmental data sets. This work is led by P. Bloomfield (NCSU) and Sacks.

Analysis, Exploration and Inference in Large Educational Data Sets. This project was extended through September, 1997 and is now concluded. It was funded by the NSF and the National Center for Educational Statistics (NCES).

D. Thissen (UNC-CH) and V. Williams (former NISS postdoc now at the Research Triangle Institute) completed work on the linkage of educational tests. A workshop organized by I. Olkin (Stanford) and Williams was held in Research Triangle Park in October, 1996. The workshop report, "Comparing Regression Coefficients Between Models: Concepts and Illustrative Examples," "Alternative Regression Models for Regression Data" was prepared by a team led by S. Raudenbush (Michigan State); other team members were L. Gleser (Pittsburgh), L. Hedges (Chicago), E. Johnson (ETS) and E. Petkova (Columbia).

The NCES requested an opinion on strategies determining when analyses about small subgroups of the population should be reported. A panel was assembled and a letter report was drafted by L. Jones (UNC-CH), with the assistance of J. Blair (Maryland), J. Chromy (RTI), R. Jaeger (UNC-G), B. Spencer (NU), Thissen and Sacks. This has led to a further study led by Spencer, with support by Jones and Thissen.

Code Decay in Legacy Software Systems: Measurement, Modeling and Statistical Strategies. This partnership with Lucent Technologies is in the second of three years; it is funded by the Transformation to Quality Organizations (TQO) program at NSF. Co-project directors are Karr and S. Eick of Lucent. The project is directed at improving the development process for large legacy software systems by application of statistical strategies to model and control the effects of design decisions, software architecture and organizational factors. Key participants are T. Graves (NISS), J. S. Marron (UNC-CH), A. Mockus (Lucent), A. Porter (Maryland), N. Staudenmayer (MIT, now at Duke) and L. Votta (Lucent).

Principal products of the research during the past year were the first clear scientific evidence of code decay (in the breakdown of modularity over time), two major organizational studies and Live Documents (World Wide Web-based tools for interactive analysis of dynamic data bases).

Fellows for Cross-Disciplinary Research in Statistics. This five-year grant from the National Science Foundation began in February, 1993; the follow-on funding will carry the program forward until September, 1999.

Junior Fellows are generally supported partly by funds from NSF and partly by funds from NISS projects. They work on one or more projects that match their backgrounds and career goals, with time available as well to pursue independent research activities. The Advisory Committee is composed of P. Bickel, S. Geman, B. Margolin, G. McDonald and G. Wahba.

Fellows whose appointments at NISS ended during the past year are

Vincent Granville
(Ph.D., Mathematics, Namur, Belgium), worked on space-time modeling in connection with groundwater flow of contaminants. He has taken up a position at CNet Corporation in New Jersey.
Minge Xie
(Ph.D., Statistics, Illinois), worked on risk assessment under the environment project and the drug design project. He was appointed Assistant Professor of Statistics at Rutgers starting August, 1997.

The status of continuing appointees is as follows:

Todd Graves
(Ph.D., Statistics, Stanford) worked for one year on travel time modeling and freeway breakdown in the transportation project. In October, 1996, Graves shifted to the software project, and is now located at Lucent Technologies' site in Naperville, IL (but remains an appointee at NISS).
James Hilden-Minton
(Ph.D., Mathematics/Statistics, UCLA) is currently working on predicting insurance risk of high cost, low probability events facing British Petroleum, on the safety of drinking water and will be involved with developing protocols for release of environmental data sets.
Pia Koskenoja
(Ph.D., Economics, University of California, Irvine), working on travel demand forecasting and behavioral models for travel activity.
Jeffrey Picka
(Ph.D., Statistics, Chicago), working on permeability and deterioration of concrete (based at the Center for Advanced Cement Based Materials at Northwestern University).
Nancy Saltzman
(Ph.D., Geophysics, UNC-CH), appointed in January, 1995, has worked on visualization and environment. She was on parental leave until January, 1997 and will have a half-time appointment while working on the CASTNET environmental monitoring network.

New appointees in 1997 are:

Victor De Oliveira
(Ph.D., Mathematics, Maryland), working on environmental network modeling and traffic signalization models.
Elise Miller-Hooks
(Ph.D., Civil Engineering, Texas), working on network and signalization modeling.
Karl Petty
(Ph.D., Electrical Engineering, California--Berkeley), working on estimation of travel times on freeways and detection of traffic incidents.
Matthias Schonlau
(Ph.D, Statistics, Waterloo), working at AT&T on large data sets and network intrusion.
Alex Stark
(Ph.D., Engineering, Cambridge, UK), who will arrive at NISS in January, 1998.
Kay Tatsuoka
(Ph.D., Statistics, Rutgers), working on drug discovery and high throughput screening, as part of the large data sets project.

New Projects

Statistically-Based Activity Generation. This two-year contract with Los Alamos National Laboratory is to perform the research necessary to enable the LANL-developed microsimulator, TRANSIMS, to model travel and traffic in Portland, OR. The NISS role is to produce the travel-activity patterns for the entire population in the Portland metropolitan area. The project is directed by Karr in cooperation with R. Beckman (LANL). The key participants are Pas, Speckman and Sun.

ITS Integration of Real-Time Emissions Data and Traffic Management Systems. This one year project, funded by the ITS/IDEAS program of the Transportation Research Board, is to study the extent to which pollutant emissions can be estimated from traffic data at various levels of integration. The crux the is design and analysis of experiments for field collection of emissions and micro-traffic data. This study is run by Karr and Rouphail with important involvement of C. Frey (NCSU), C. Gu (NISS, visiting from Purdue), and R. Ranjithan (NCSU).

Statistical Research and Analysis for Technical Services: CASTNET. A new contract with EPA is focused on studying CASTNET, a monitoring monitoring chiefly involved with the pollutant SO2 (acid deposition). This work is in collaboration with EPA researchers L. Cox and D. Holland and is led by Bloomfield, Sacks and Smith, with support by R. Leadbetter (UNC-CH), De Oliveira and N. Saltzman (NISS).

Pilot Projects to Explore Large Data Sets. This research effort comprises two interconnected pilot projects dealing with large data sets, each involving a major industrial partner. In both instances, there are specific scientific issues with high-stakes implications for the industry at large; the available data sets are for current and prospective needs, lending immediacy to the research. At the same time, the pilot projects address long-run issues (such as heterogeneity and multiplicity) whose relevance extends beyond the corporations and industries they involve.

Drug Design. The component on drug discovery is developing sequential strategies to enable efficient High Throughput Screening of drug compounds for chemical activity. Initial results have been presented at a variety of meetings (Gordon Research Conference); a report is in final stages of completion. This project is being carried on in close collaboration with Glaxo Wellcome, Research Triangle Park, NC. The effort is led by Sacks and S. Young (GW). Key researchers involved are M. Abt (NISS, now at Augsburg, Germany), Gu, Y.-B. Lim (NISS visitor from Korea), A. Menius (GW), A. Rusinko (GW), K. Tatsuoka (NISS) and M. Xie (NISS, now at Rutgers).

Network Intrusion. The just-initiated effort on network intrusion involves detection intruders to networked computers by identifying anomalous patterns in network traffic. Current efforts are directed to identifying and understanding existing strategies. Directing this component are Karr and D. Pregibon (AT&T). Key participants are M. Schonlau (NISS), Y. Vardi (Rutgers) and A. Wilks (AT&T).

North Carolina School of Science and Mathematics. Negotiations were completed to establish NISS as the evaluators of NCSSM's \textit{Educational Futures Center},\footnote{Whose primary initial funding is from the Burroughs Wellcome Foundation.} whose mission is to create a state-wide network of "cyber-campuses" that will carry NCSSM's programs beyond its residential campus in Durham, NC. Innovative electronic and educational technologies are involved. Leading the effort are J. Hattie (UNC-G) and Jaeger; Jones, Karr and Thissen also play important roles.

Assessment of Social Security Study. Under a contract with the Social Security Administration (SSA), NISS evaluated the models in the SSA's Office of Program and Integrity Reviews draft report on racial differences in administrative law judge decisions on disability claims, the analyses used in the report and the interpretations of the results. The work was carried out by Sacks and D. Ylvisaker (UCLA).

Oil Spill Risk. NISS is conducting an assessment of oil spill risks (likelihoods of events, spill sizes and costs) for British Petroleum, in connection with BP's possibly securitizing this risk. Karr, Smith and Hilden-Minton are involved.

Projects under Development

Access and Confidentially of Federal Data Sets. NISS conducted a workshop in September, 1997, to initiate a project to develop a World Wide Web-based system to allow adequate access to confidential data from Federal agencies while maintaining low risk of disclosure. The workshop was run by Karr; other participants were G. Duncan (Carnegie Mellon), Eick, S. Fienberg (Carnegie Mellon), S. Keller-McNulty (Kansas State), Sacks, S. Stolfo (Columbia) and B. Unger (Kansas State). Representatives from several Federal agencies also participated. A proposal to the NSF will be submitted in January, 1997.

Mathematical Sciences Research Institutes. Development of a proposal in response to a NSF solicitation is underway; proposals are due in February, 1998.

NISS Building

The new building has approximately 16,500 square feet. The project cost of $2,500,000 was paid with funds appropriated by the North Carolina General Assembly. The architects are O'Brien Atkins of Research Triangle Park; Clancy and Theys of Raleigh were the general contractors.

The building houses NISS administrative offices, six Junior Fellows, a visitor and several associated researchers from the Research Triangle area. Up to 40 researchers can be accommodated. There are two classrooms, two large conference rooms, a library and powerful computing and communication systems. Other visitors are expected in the near future as is an additional Junior Fellow.

Other Items

Computing. Charles Hooks, formerly a network administrator at Motorola in Austin, TX, joined NISS in July, 1997, as Computational Systems Manager.

Visitors. Extended visits to NISS were made by D. Daley (Australian National), working on the transportation project and C. Gu (Purdue), working on emissions and drug design.

 

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