Professor Soyer's areas of interests are Bayesian statistics and decision analysis, stochastic modeling, statistical aspects of reliability analysis, and time series analysis. He has published more than 80 papers and directed 6 doctoral dissertations. He has also co-edited a volume titled “Mathematical Reliability: An Expository Perspective”. Professor Soyer’s research in the above areas focus on modeling and methodology development and applications of these models and methods to real problems. Some recent examples of such work include Bayesian portfolio selection models, maintenance practices for rail road tracks, modeling call center arrivals, analyzing pulse trains, and modeling mental health data.

Research Interests:

Bayesian statistics and decision analysis, stochastic modeling, statistical aspects of reliability analysis, and time series analysis.

Selected Publications:

"Multivariate Maximum Entropy Identification, Transformation and Dependence”, (with N. Ebrahimi and E. S. Soofi), 2008, Journal of Multivariate Analysis forthcoming.

“Information Importance of Models and Relative Importance of Predictors: Concept, Measures, Bayes Inference and Applications”, (with J. J. Retzer and E. S. Soofi), 2008, Computational Statistics and Data Analysis, forthcoming.

"Bayes Estimate and Inference for Entropy and Information Index of Fit", (with T. A. Mazzuchi and E. Soofi), 2008, Econometrics Review, forthcoming.

"Modeling and Analysis of Call Center Arrival Data: A Bayesian Approach", (with M. Tarimcilar), 2008, Management Science, Vol. 54, pp. 266-278.

"Bayesian Analysis of Nonhomogeneous Markov Chains: Applications to Mental Health Data", (with M. Sung and N. Nhan), 2007, Statistics in Medicine, Vol. 26, pp: 3000-3017.

"Information Measures for Generalized Gamma Family", (with A. Dadpay and E. S. Soofi), 2007, Journal of Econometrics, Vol. 138, pp. 568-585.

A Bayesian Approach to Signal Analysis of Pulse Trains", (with M. Hock), 2006, Bayesian Monitoring, Control and Optimization , (B. M. Colosimo and E. del Castillo, Eds.), pp. 215-243.

"Semi-Markov Modulated Poisson Process: Probabilistic and Statistical Analysis", (with S. Ozekici), 2006, Mathematical Methods of Operations Research, Vol. 64, pp. 125-144.

“Bayesian Portfolio Selection with Multivariate Random Variance Models" (with K. Tanyeri), 2006, European Journal of Operational Research, Vol. 171, pp. 977-990.

"Are Maintenance Practices for Railroad Tracks Effective ? " (with J. R. Merrick and T. A. Mazzuchi), 2005, Journal of the American Statistical Association, Vol. 100, pp. 17-25.

"Network Reliability Assessment in a Random Environment", (with S. Ozekici), 2003, Naval Research Logistics, Vol. 50, pp. 574-591.

"Reliability of Software with an Operational Profile", (with S. Ozekici), 2003, European Journal of Operational Research, Vol. 149, pp. 459-474.

"Bayesian Analysis of Markov Modulated Bernoulli Processes", (with S. Ozekici),2003, Mathematical Methods of Operations Research, Vol. 57, pp. 125-140.

"A Bayesian Semi-parametric Analysis of the Reliability and Maintenance of Machine Tools (with J. R. Merrick and T. A. Mazzuchi), 2003, Technometrics, Vol. 48, pp. 58-69.

"Optimal Stopping Rules for Software Testing", (with N. Morali), 2003, Naval Research Logistics, Vol. 50, pp. 88-104.

"Bayesian Analyses of Longitudinal Binary Data using Markov Regression Models of Unknown Order (with A. Erkanli and A. Angold), 2001, Statistics in Medicine,Vol. 20, pp. 755-770.

"Bayesian Testing Strategies for Software with an Operational Profile", (with S. Ozekici), 2001, Naval Research Logistics, Vol. 48, pp. 747-763.

"Simulation Based Designs for Accelerated Life Tests", (with A. Erkanli), 2000, Journal of Statistical Planning and Inference, Vol. 90, 335-348.

"Computation and Applications of Maximum Entropy Dirichlet Procedure", (with T. A. Mazzuchi and E. S. Soofi), 2000, Computational Statistics and Data Analysis, Vol. 32, pp. 361-378.

"Bayesian Inference for Prevalence in Longitudinal Two-Phase Studies", (with A. Erkanli and E. J. Costello), Biometrics, 1999, Vol. 55, pp. 1145-1150.

"Optimal Design for Quantal Bioassay via Monte Carlo Methods", (with L. Kuo and F. Wang), Bayesian Statistics 6, (J. O. Berger, J. M. Bernardo, A. P. Dawid and A. F. M. Smith, Eds.), 1999, pp. 795-802.

“Information Concepts and Pairwise Comparison Matrices", (with P. P. Sanchez), Information Processing Letters, 1998, Vol. 68, pp. 185-188.

"Bayesian Computations for a Class of Reliability Growth Models", (with A. Erkanli and T. A. Mazzuchi), Technometrics, 1998, Vol. 40, pp. 14-23.

"Optimal Bayesian Two-Phase Designs for Prevalence Estimation", (with A. Erkanli and A. Angold), Journal of Statistical Planning and Inference, 1998, Vol. 66, pp. 175-191.

"Sequential Inference and Decision Making for Single Mission Systems Development (with J. R. van Dorp and T. A. Mazzuchi), Journal of Statistical Planning and Inference , 1997, Vol. 62, pp. 207-218.

"Linear Bayesian Inference for Accelerated Weibull Model", (with T. A. Mazzuchi and A. L.Vopatek), LifeTime Data Analysis , 1997, Vol. 3, pp. 63-75.

"Bayesian Inference in Two-Phase Prevalence Studies", (with A. Erkanli and D. Stangl), 1997, Statistics in Medicine, Vol. 16, pp. 1121-1133.

Books and Edited Volumes:

Mathematical Reliability: An Expository Perspective, (R. Soyer, T. A. Mazzuchi, and N. D. Singpurwalla, Eds.), 2004, Kluwer.

Courses:

- DNSC 220 Decision Models

- DNSC 277 Applied Forecasting and Time-Series Analysis for Managers

- DNSC 229 Decision Analysis

- DNSC 328 Special Topics in Decision Making: Bayesian Statistics

- DNSC 397 Advanced Time Series

- MBAD 220 Statistical Analysis for Managers

- FIN 271 Financial Modeling and Econometrics

 

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