MSU statistician attains uncommon Institute of Mathematical Statistics "Annals quadfecta" status
Michigan State University College of Natural Science (NatSci) statistician Frederi Viens is one of a select group of 23 scholars worldwide who have achieved what has been dubbed the Institute of Mathematical Statistics (IMS) Annals quadfecta.
The IMS is one of the main professional organizations for statisticians. It also covers probability theory and applied probability, two mathematical fields at the foundation of statistics. The institute publishes four flagship "Annals" research journals (hence the quadfecta naming), considered to be top periodicals in each of their respective subfields: the Annals of Probability, the Annals of Statistics, the Annals of Applied Probability, and the Annals of Applied Statistics.
Although statistics is a single discipline, its research avenues are varied and highly distinct. Being able to produce work in each one of the four Annals journals is a measure of how broad a statistical scholar's research is and indicates that the scholar produced high quality work in all four directions. The notion of the Annals quadfecta came about when a two-person team at the University of Toronto wondered which authors had accomplished the feat of publishing at least one paper in all four of these journals.
A recent IMS Bulletin article explains how this inaugural list of 23 scholars was defined and measured.
“On behalf of the college, I would like to congratulate Frederi on this exceptional accomplishment and well-deserved recognition,” said Phil Duxbury, NatSci dean. “This feat speaks to Dr. Viens’ stature as a statistician and the broad impact of his contributions to this field. It is also a testament to the quality of researchers who call MSU and NatSci their academic home.”
The accomplishment and subsequent recognition were a complete surprise to Viens. He had not read the IMS Bulletin article and only recently heard about his membership in this group from a friend in Rome, Domenico Marinucci, who achieved the quadfecta a year before he did. Viens reached his quadfecta in 2019.
"This news came out of the blue—I did not know that anyone kept track of this achievement,” said Viens, a professor in the Department of Statistics and Probability and interim director of the Actuarial Science Program at MSU. “After reading the piece in IMS Bulletin, it became clear that determining who has reached this quadfecta is not completely trivial, and that I am in good company!
“The designation feels particularly fitting for someone who embraces Michigan State’s reputation for being a collaborative place, where applied mathematical scientists have many opportunities to engage in impactful work, and where basic disciplinary work of high quality is also greatly valued,” Viens added.
Among the articles which Viens has published in the four Annals, several papers in probability theory include topics on foundations of statistical inference for stochastic processes. One paper in the Annals of Applied Probability identifies a new method for functional stochastic integration with application in quantitative finance shows that the high-frequency movements of the volatility index on the Chicago Board of Options Exchange could be used to better price and hedge financial derivatives. Another paper in the Annals of Applied Statistics develops a hierarchical Bayesian statistics methodology in paleoclimatology to reconstruct the past 1,000 years of average global temperatures. It is shown that long-memory time series can be used to improve the honesty and efficiency of uncertainty quantification in such reconstruction, and that a doubling of greenhouse gas concentrations in the atmosphere is extremely likely to raise global land temperatures by at least 2 degrees C.
“The Annals quadfecta reflects the impressive breadth of Dr. Viens’ research, spanning applied and theoretical work in both probability and statistics,” said Vincent Melfi, Department of Statistics and Probability chair. “In addition to the contribution of the research to the discipline, Dr. Viens’ work provides an excellent example to graduate students in the Department of Statistics and Probability, emphasizing that scholarship need not be constrained to a narrow set of topics or a narrow audience.”
Viens hopes that the Annals quadfecta will be a sign of good things to come in his research program, particularly as he continues to seek interesting collaborations with applied domain scientists at MSU.
Banner image: The IMS publishes four flagship "Annals" research journals, considered to be top periodicals in each of their respective subfields: the Annals of Probability, the Annals of Statistics, the Annals of Applied Probability, and the Annals of Applied Statistics. The notion the Annals quadfecta came about when a two-person team at the University of Toronto wondered which authors had accomplished the feat of publishing at least one paper in all four of these journals. Credit: Frederi Viens
