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Dr Darfiana Nur

Conjoint Lecturer

School of Mathematical and Physical Sciences (Statistics)

Career Summary

Biography

Dr Darfiana Nur is a conjoint Lecturer in Statistics in the School of Mathematical and Physical Sciences. She received her BMath degree from The University of Gadjahmada (UGM) Indonesia in 1988, MSc (Research) from The University of Western Australia in 1993 and her PhD in Statistics from Curtin University of Technology Australia in 1999 respectively. After completing her doctorate, she became a postdoctoral researcher in the School of Mathematical Sciences at Queensland University of Technology in 1999-2001 and at The University of Newcastle in 2001-2003 respectively, before taking up her present appointment at The University of Newcastle in 2003 until 2014. She is now a Lecturer in Statistical Science at the School of Computer Science, Engineering and Mathematics at Flinders University, Australia.

Her research interests include nonlinear time series analysis (ergodicity or estimation aspects) and modelling, focusing on Smooth Threshold Autoregressive models; Markov Chain Monte Carlo (MCMC) related algorithms and its convergence diagnostics; DNA sequence modelling in Bioinformatics; Bayesian Hidden Markov Models (HMMs) in Genetics.

Research Expertise
I have conducted high quality research in statistics and stochastic modelling, both theory and applications, in the following topics: - ergodicity and adaptivity estimation of regime switching model namely STAR(p) models. - convergence diagnostics of Markov Chain Monte Carlo (MCMC) - Bayesian Hidden Markov Models for DNA sequence in Bioinformatics I am currently working with some collaborators and RHD students in the following topics: - ergodicity and adaptivity estimation of regime switching volatility model namely STAR(p)with GARCH error models - A fully Bayesian analysis of STAR models with GARCH errors - Bayesian Hidden Markov Models to model short sequence in DNA sequence

Teaching Expertise
The main areas of expertise are mathematical statistics and time series analysis courses. I have taught a first year service courses (Statistics for the Sciences,Statistics in Bussiness); second year courses (Fundamental Statistics, Regression and Forecasting); third year courses (Statistical Inference, Time Series Analysis, Generalised Linear Models, Survey and Experiments) and graduate courses such as Heteroscedastic Financial Modeling, Probability Theory and Stochastics Processes and Nonparametric Statistics I have taught Statistics courses between 2003 until now as listed below: First-year courses • Statistics for the Sciences (STAT1070, 750 students), Semester 1, 2009 (Lecturer); Semester 1, 2010 (Course Coordinator and Lecturer); Semester 1, 2012 (Lecturer) [Face to face, Blackboard]; Semester 1, 2013 (Course Coordinator and Lecturer) • Business Decision Making (STAT1050/1060, 300 students), Semester 1, 2006. [Face to face, Blackboard]. Second-year courses • Fundamental Statistics (STAT2010, 30-40 students). Semesters 1, in 2004, 2006 and 2007. • Regression and Forecasting (STAT2020, 20-30 students), Semester 2, 2003. Third-year courses • Time Series Analysis (STAT3040, 8-15 students), On campus and Distance, Semesters 1, 2002, 2004, 2006, 2008 and Semesters 2, 2009, 2010,2011,2012, 2013 • Applied Bayesian Methods (STAT3120, 5-10 students). On campus and Distance, Semesters 2, 2009, 2010,2011,2012, 2013. • Generalised Linear Models (STAT3030, 10-15 students), On campus and Distance, Semester 2, 2005. • Surveys and Experiments (STAT3170, 10-15 students ), On campus and Distance, Semesters 2, 2002, 2003, 2005, 2007, 2008 and 2009. • Statistics for Forensic Sciences (FORS3020, 10 students), School of Enviromental and Life Sciences, Semesters 2, 2004 and 2005. • Statistical Inference (STAT3010, 8-10 students), Semester 1, 2005. Honours/Postgraduate courses • Heteroscedastic Financial Modelling (Honours/Postgraduate), Semesters 1 in 2005, 2009, 2013. • Probability Theory and Stochastic Processes (Honours/Postgraduate), Semester 2, 2004. • Nonparametric Statistics (Honours/Postgraduate), On Campus and Distance, Semesters 2, 2004 and Semester 1, 2006.

Administrative Expertise
I have held the following administrative tasks representing the School of Mathematical and Physical Sciences, The University of Newcastle: - Member of Faculty of Science and IT Board, representing School of Mathematical and Physical Sciences, 2005-2007. - International Students Advisor within the School. - Program Convenor of Postgraduate in Statistics by Coursework, Semester 1, 2005, 2007- 2010. - Coordinator for students majoring in Statistics in Bachelor of Mathematics (BMath), BMath combined programs and Bachelor of Science program, 2012 - School RHD Recruitment

Collaborations
- Linear and Nonlinear Time Series Analysis and Modelling - Bayesian approaches in regime switching volatility models - Markov Chain Monte Carlo (MCMC) related algorithms and convergence diagnostics - DNA sequence modelling in Bioinformatics - Bayesian Hidden Markov Models in Genetics


Qualifications

  • PhD, Curtin University of Technology
  • Post Graduate Diploma in Science, University of Western Australia
  • Master of Science, University of Western Australia

Keywords

  • Hidden Markov models in Bioinformatics
  • MCMC convergence diagnostics
  • Mathematical Statistics
  • Nonlinear time series theory and modeling, DNA sequence modeling, Bioinformatics
  • Regime switching volatility models
  • Smooth Threshold Autoregressive models
  • Stochastic Processes
  • Time Series

Languages

  • Indonesian (Fluent)

Fields of Research

CodeDescriptionPercentage
010401Applied Statistics70
080299Computation Theory and Mathematics not elsewhere classified15
140399Econometrics not elsewhere classified15

Professional Experience

UON Appointment

DatesTitleOrganisation / Department
1/01/2014 - 14/02/2014LecturerUniversity of Newcastle
School of Mathematical and Physical Sciences
Australia

Academic appointment

DatesTitleOrganisation / Department
1/01/2012 - Membership - International Biometric SocietyInternational Biometric Society
Australia
1/01/2001 - 1/06/2003Research AssociateUniversity of Newcastle
School of Mathematical and Physical Sciences
Australia
1/01/1999 - 1/01/2001Senior Research AssistantQueensland University of Technology
School of Mathematical and Physical Sciences
Australia
1/07/1988 - 1/12/1998LecturerInstitut Teknologi Bandung, Indonesia
School of Mathematical and Physical Sciences
Indonesia

Membership

DatesTitleOrganisation / Department
1/01/2012 - 31/12/2012Member - ISBAISBA
Australia
1/01/2004 - 31/12/2004Chair - Statistics in Education Statistical Society of Australia Inc.
Australia

Awards

Research Award

YearAward
1994Finalist for Indonesian Young Researcher 1994
Unknown
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Publications

For publications that are currently unpublished or in-press, details are shown in italics.


Journal article (8 outputs)

YearCitationAltmetricsLink
2013McVinish R, Mengersen K, Nur D, Rousseau J, Guihenneuc-Jouyaux C, 'Recentered Importance Sampling With Applications to Bayesian Model Validation', JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 22 215-228 (2013) [C1]
DOI10.1080/10618600.2012.681239Author URL
2012Nur D, Nair GM, Yatawara ND, 'On the classification of a first-order Smooth Threshold Autoregressive (STAR(1)) model', Journal of Applied Probability and Statistics, 7 17-34 (2012) [C1]
2010Gajda D, Guihenneuc-Jouyaux C, Rousseau J, Mengersen K, Nur D, 'Use in practice of importance sampling for repeated MCMC for Poisson models', Electronic Journal of Statistics, 4 361-383 (2010) [C1]
DOI10.1214/09-ejs527
CitationsWeb of Science - 2
2009Nur D, Allingham D, Rousseau J, Mengersen KL, McVinish R, 'Bayesian hidden Markov model for DNA sequence segmentation: A prior sensitivity analysis', Computational Statistics & Data Analysis, 53 1873-1882 (2009) [C1]
DOI10.1016/j.csda.2008.07.007
CitationsScopus - 7Web of Science - 6
2008Nur D, Nair GM, Yatawara ND, 'Efficient estimation in smooth threshold autoregressive (1) models', Journal of Statistical Theory and Practice, 2 83-94 (2008) [C1]
DOI10.1080/15598608.2008.10411862
2005Nur D, Mengersen KL, Wolf RC, 'Phase randomization: A convergence diagnostic test for MCMC', Australian & New Zealand Journal of Statistics, 47 309-323 (2005) [C1]
DOI10.1111/j.1467-842X.2005.00396.x
2003Nur D, Mengersen KL, 'Considering Ethnicity in Teaching and Learning Statistics: Should I Worry About Where my Students Come From?', Journal of Applied Mathematics and Decision Sciences, 7 123-131 (2003) [C1]
DOI10.1155/S1173912603000129
2001Nur D, Wolff RC, Mengersen KL, 'Phase randomisation: numerical study of higher cumulants behaviour', Computational Statistics and Data Analysis, 37 487-513 (2001) [C1]
CitationsScopus - 4Web of Science - 3
Show 5 more journal articles

Conference (21 outputs)

YearCitationAltmetricsLink
2013Livingston G, Nur D, Hudson IL, 'A fully Bayesian analysis of Smooth Threshold Autoregressive (STAR) model: A prior sensitivity analysis', Proceedings of International Society for Bayesian Analysis, Section on Economics, Finance and Business (EFaB@Bayes250), Duke University, USA (2013) [E3]
Co-authorsIrene Hudson
2012Nur D, Hudson IL, Kim S, 'Multivariate Gaussian Hidden Markov Models for sleep profiles of railway drivers', Handbook. Australian Statistical Conference, Adelaide, SA (2012) [E3]
Co-authorsIrene Hudson
2012Junaidi, Stojanovski E, Nur D, 'Bayes estimation in meta-analysis using a linear model theorem', Proceedings of the Fifth Annual ASEARC Conference: Looking to the Future, Wollongong (2012) [E1]
Co-authorsElizabeth Stojanovski
2012Junaidi, Nur D, Stojanovski E, 'Bayesian estimation of a meta-analysis model using Gibbs sampler', Proceedings of the Fifth Annual ASEARC Conference: Looking to the Future, Wollongong (2012) [E1]
Co-authorsElizabeth Stojanovski
2012Saaid FA, Nur D, King RA, 'SDVAR algorithm for detecting fraud in telecommunications', World Academy of Science, Engineering and Technology Conference, Tokyo, Japan (2012) [E1]
Co-authorsRobert King
2011Junaidi, Stojanovski E, Nur D, 'Prior sensitivity analysis for a hierarchical model', Proceedings of the 4th Applied Statistics Education and Research Collaboration (ASEARC) Conference, Parramatta, NSW (2011) [E1]
Author URL
Co-authorsElizabeth Stojanovski
2011Nur D, 'Parameter estimation in Gaussian STAR(p) Models: Gibbs Sampling Approach', Posters. Fourth International IMS/ISBA Joint Meeting, Park City, Utah (2011) [E3]
2010Nur D, 'Fast prior sensitivity analysis in Bayensian DNA sequence segmentation modelling', Australian Statistical Conference (ASC) 2010: Abstracts, Fremantle, WA (2010) [E3]
2009Nur D, Nair GM, 'On the necessary conditions for ergodicity of smooth threshold autoregressive (1) processes with general delay parameter', ICCS-X: The 10th Islamic Countries Conference on Statistical Sciences: Statistics for Development and Good Governance, Cairo, Egypt (2009) [E2]
2009Saaid FA, King RA, Nur D, 'Development of users' call profiles using unsupervised random forest', ASEARC: Proceedings of the Third Annual ASEARC Research Conference, Newcastle, NSW (2009) [E1]
Co-authorsRobert King
2009Stojanovski E, Junaidi, Nur D, Mengersen K, 'Incorporating study characteristics in the modelling of associations across studies', The International Biometric Society Australasian Region Conference: Biometrics on the Lake, Taupo, NZ (2009) [E3]
Co-authorsElizabeth Stojanovski
2008Nur D, Mengersen KL, Lin Y-X, 'Hidden Markov models for DNA sequence segmentation: Simulation and evaluation', Proceedings of the XXIVth International Biometric Society Conference, Dublin, Ireland (2008) [E3]
2008Allingham D, King RA, Nur D, Mengersen KL, 'Further DNA segmentation analysis using approximate Bayesian computation', Proceedings: IASC 2008: Joint Meeting of 4th World Conference of the IASC and 6th Conference of the Asian Regional Section of the IASC on Computational Statistics & Data Analysis, Yokohama, Japan (2008) [E1]
Co-authorsRobert King
2008Nur D, Lin Y-X, 'On adaptive estimation in smooth threshold autoregressive (1) models with GARCH (1,1) errors', Proceedings: IASC 2008: Joint Meeting of 4th World Conference of the IASC and 6th Conference of the Asian Regional Section of the IASC on Computational Statistics & Data Analysis, Yokohama, Japan (2008) [E1]
2007Mengersen KL, Nur D, Allingham D, Rousseau J, 'An importance sampling approach to sensitivity analysis of priors in bayesian analysis of DNA sequence segmentation', Twin Research and Human Genetics, Brisbane (2007) [E3]
2007Nur D, Mengersen KL, 'A prior sensitivity analysis for DNA sequence segmentation of the Bacteriophage lambda genome', 9th Islamic Countries Conference on Statistical Sciences 2007 (ICCS-IX). Abstract, Shah Alam, Malaysia (2007) [E3]
2007Nur D, 'Sensitivity of priors in Bayesian analysis of DNA sequence segmentation', ISI 2007 Book of Abstracts, Lisboa (2007) [E3]
2007Allingham D, King RA, Nur D, Mengersen K, 'Analysis of DNA sequence segmentation using approximate bayesian computation', ISI 2007 Book of Abstracts. 56th Session of the International Statistical Institute, Lisboa, Portugal (2007) [E2]
Co-authorsRobert King
2006Nur D, 'Finding transcription factor binding site: Markov Chain Monte Carlo convergence', XXIII International Biometric Conference Program, Montreal, Canada (2006) [E3]
2006Nur D, 'Sufficient conditions for ergodicity of Smooth Threshold autoregressive (1) processes with general delay parameter', ASC/NZSA 2006 Statistical Connections: Abstract Book, Auckland, New Zealand (2006) [E3]
2001Wolff RC, Nur D, Mengersen KL, 'Assessment of MCMC convergence: a time series dynamical systems approach', Proceedings of the 11th IEEE Workshop onStatistical Signal Processing, Singapore (2001) [E1]
DOI10.1109/SSP.2001.955218
CitationsScopus - 1
Show 18 more conferences
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Grants and Funding

Summary

Number of grants7
Total funding$49,225

Click on a grant title below to expand the full details for that specific grant.


20121 grants / $10,000

Developing new Hidden Markov Models (HMMs) and Latent Trait Trajectory models of sleep, work, and shift behaviour: application to Railway Driver Fatigue and Scheduling in the Australian Rail Industry $10,000

Funding body: University of Newcastle - Faculty of Science & IT

Funding bodyUniversity of Newcastle - Faculty of Science & IT
Project TeamProfessor Irene Hudson, Doctor Darfiana Nur, Conjoint Professor Andrew Dawson
SchemeStrategic Initiative Research Fund (SIRF)
RoleInvestigator
Funding Start2012
Funding Finish2012
GNoG1401023
Type Of FundingInternal
CategoryINTE
UONY

20081 grants / $1,700

24th International Biometric Conference, University College Dublin, Ireland, 13/7/2008 - 18/7/2008$1,700

Funding body: University of Newcastle

Funding bodyUniversity of Newcastle
Project TeamDoctor Darfiana Nur
SchemeTravel Grant
RoleLead
Funding Start2008
Funding Finish2008
GNoG0188989
Type Of FundingInternal
CategoryINTE
UONY

20071 grants / $1,700

56th Session of the International Statistical Institute (ISI) 2007, Lisboa Congress Centre, Lisboa, Portugal, 22/8/2007 - 29/8/2007$1,700

Funding body: University of Newcastle

Funding bodyUniversity of Newcastle
Project TeamDoctor Darfiana Nur
SchemeTravel Grant
RoleLead
Funding Start2007
Funding Finish2007
GNoG0187616
Type Of FundingInternal
CategoryINTE
UONY

20062 grants / $27,375

Equity Research Fellowship Semester 1, 2006$26,162

Funding body: University of Newcastle

Funding bodyUniversity of Newcastle
Project TeamDoctor Darfiana Nur
SchemeEquity Research Fellowship
RoleLead
Funding Start2006
Funding Finish2006
GNoG0185962
Type Of FundingInternal
CategoryINTE
UONY

Australian Statistical Conference ASC/NZSA 2006 Statistical Connections, 3-7 July 2006$1,213

Funding body: University of Newcastle

Funding bodyUniversity of Newcastle
Project TeamDoctor Darfiana Nur
SchemeTravel Grant
RoleLead
Funding Start2006
Funding Finish2006
GNoG0186222
Type Of FundingInternal
CategoryINTE
UONY

20041 grants / $450

Australian Statistical Conference ASC 2004, 11-16 July 2004, QLD$450

Funding body: University of Newcastle

Funding bodyUniversity of Newcastle
Project TeamDoctor Darfiana Nur
SchemeTravel Grant
RoleLead
Funding Start2004
Funding Finish2004
GNoG0183887
Type Of FundingInternal
CategoryINTE
UONY

20031 grants / $8,000

Necessary and sufficient conditions for ergodicity of Smooth Threshold Autorgressive order 1 models with general delay parameter$8,000

Funding body: University of Newcastle

Funding bodyUniversity of Newcastle
Project TeamDoctor Darfiana Nur
SchemeNew Staff Grant
RoleLead
Funding Start2003
Funding Finish2003
GNoG0183667
Type Of FundingInternal
CategoryINTE
UONY
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Research Supervision

Current Supervision

CommencedResearch Title / Program / Supervisor Type
2012Bayesian Analysis of Regime Switching Volatility Models
Statistics, Faculty of Science and Information Technology
Principal Supervisor

Past Supervision

YearResearch Title / Program / Supervisor Type
2015Meta-Analysis Adjusting for Heterogeneity, Dependence and Non-Normality: A Bayesian Parametric Approach
Statistics, Faculty of Science and Information Technology
Co-Supervisor
2013Bayesian Hidden Markov Model for Homogeneous Segmentation of Heterogeneous DNA Sequences
Mathematics, University of Newcastle
Sole Supervisor
2011Bayesian estimation of logistic STAR models
Mathematics, University of Newcastle
Sole Supervisor
2010Analysis of Vector ARMA models
Statistics, University of Newcastle
Sole Supervisor
2010Threshold Autoregressive Models in Finance: A Comparative Approach
Statistics, University of Newcastle
Sole Supervisor
2008Adaptive and efficient estimation in GARCH models
Statistics, University of Newcastle
Sole Supervisor
2007Analysis of mixture time series models
Mathematics, University of Newcastle
Sole Supervisor
2005Short Sequence DNA signal recognition
Mathematics, University of Newcastle
Sole Supervisor
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Dr Darfiana Nur

Position

Conjoint Lecturer
Statistics Discipline
School of Mathematical and Physical Sciences
Faculty of Science and Information Technology

Focus area

Statistics

Contact Details

Emaildarfiana.nur@newcastle.edu.au
Phone(02) 4921 5547
Fax(02) 4921 6898

Office

RoomV130
BuildingMathematics
LocationCallaghan
University Drive
Callaghan, NSW 2308
Australia
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