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Career Summary

Biography

Dr Darfiana Nur is a 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. 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.

Qualifications

  • PhD, Curtin University of Technology, 19/08/1999
  • Post Graduate Diploma in Science, University of Western Australia
  • Master of Science, University of Western Australia, 31/08/1995

Research

Research keywords

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

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

Languages

  • English
  • Indonesian

Fields of Research

CodeDescriptionPercentage
010401Applied Statistics70
080299Computation Theory And Mathematics Not Elsewhere Classified15
140399Econometrics Not Elsewhere Classified15

Memberships

Body relevant to professional practice.

  • Member - ISBA
  • Member - International Biometric Society

Committee/Associations (relevant to research).

  • Chair, Statistics in Education in 2004 - Statistical Society of Australia

Awards

Research Award.

1994Finalist for Indonesian Young Researcher 1994
LIPI (Indonesia)

Collaboration

  • 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

Administrative

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

Teaching

Teaching keywords

  • Mathematical Statistics
  • Stochastic Processes
  • Time Series

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.

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Highlighted Publications

For publications that are currently unpublished or in-press, details are shown in italics.

YearCitationAltmetricsLink
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]
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]
2001Wolff RC, Nur D, Mengersen KL, 'Assessment of MCMC convergence: a time series dynamical systems approach', Proceedings of the 11th IEEE Workshop on Statistical Signal Processing, Singapore (2001) [E1]

Publications

For publications that are currently unpublished or in-press, details are shown in italics.

Click on a category title below to expand the list of citations for that specific category.

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]
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]
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]
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]
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]
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]
2001Nur D, Wolff RC, Mengersen KL, 'Phase randomisation: numerical study of higher cumulants behaviour', Computational Statistics and Data Analysis, 37 487-513 (2001) [C1]
Show 5 more

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-authors: Irene 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]
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-authors: Robert King

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]
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-authors: Irene Hudson

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]
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]
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-authors: Robert King

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]
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]
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]
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]
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]
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]
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]

Co-authors: David Allingham

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]
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]
2006Nur D, 'Finding transcription factor binding site: Markov Chain Monte Carlo convergence', XXIII International Biometric Conference Program, Montreal, Canada (2006) [E3]
2001Wolff RC, Nur D, Mengersen KL, 'Assessment of MCMC convergence: a time series dynamical systems approach', Proceedings of the 11th IEEE Workshop on Statistical Signal Processing, Singapore (2001) [E1]
Show 18 more
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Grants and Funding

Summary

Number of grants7
Total funding$49,225

- Indicates that the researcher may be seeking students for this project.

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

2012 (1 grants)

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

Project Team
Professor Irene Hudson, Doctor Darfiana Nur, Conjoint Professor Andrew Dawson
SchemeRole
Strategic Initiative Research Fund (SIRF)Investigator
Total AmountFunding StartFunding Finish
$10,00020122012
GNo:G1401023

2008 (1 grants)

24th International Biometric Conference, University College Dublin, Ireland, 13/7/2008 - 18/7/2008$1,700
Funding Body: University of Newcastle

Project Team
Doctor Darfiana Nur
SchemeRole
Travel GrantChief Investigator
Total AmountFunding StartFunding Finish
$1,70020082008
GNo:G0188989

2007 (1 grants)

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

Project Team
Doctor Darfiana Nur
SchemeRole
Travel GrantChief Investigator
Total AmountFunding StartFunding Finish
$1,70020072007
GNo:G0187616

2006 (2 grants)

Equity Research Fellowship Semester 1, 2006$26,162
Funding Body: University of Newcastle

Project Team
Doctor Darfiana Nur
SchemeRole
Equity Research FellowshipChief Investigator
Total AmountFunding StartFunding Finish
$26,16220062006
GNo:G0185962

Australian Statistical Conference ASC/NZSA 2006 Statistical Connections, 3-7 July 2006$1,213
Funding Body: University of Newcastle

Project Team
Doctor Darfiana Nur
SchemeRole
Travel GrantChief Investigator
Total AmountFunding StartFunding Finish
$1,21320062006
GNo:G0186222

2004 (1 grants)

Australian Statistical Conference ASC 2004, 11-16 July 2004, QLD$450
Funding Body: University of Newcastle

Project Team
Doctor Darfiana Nur
SchemeRole
Travel GrantChief Investigator
Total AmountFunding StartFunding Finish
$45020042004
GNo:G0183887

2003 (1 grants)

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

Project Team
Doctor Darfiana Nur
SchemeRole
New Staff GrantChief Investigator
Total AmountFunding StartFunding Finish
$8,00020032003
GNo:G0183667
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Research Supervision

Number of current supervisions2
Total current UoN PhD EFTSL1.1

For supervisions undertaken at an institution other that the University of Newcastle, the institution name is listed below the program name.

Current Supervision

CommencedProposed
Completion
ProgramSupervisor TypeResearch Title
20122016PhD (Statistics)Principal SupervisorBayesian Analysis of Regime Switching Volatility Models
20092013PhD (Statistics)Co-SupervisorMeta-Analysis Adjusting for Heterogeneity, Dependence and Non-Normality: A Bayesian Parametric Approach

Past Supervision

YearProgramSupervisor TypeResearch Title
2013Honours Mathematics
University of Newcastle
Sole SupervisorBayesian Hidden Markov Model for Homogeneous Segmentation of Heterogeneous DNA Sequences
2011Honours Mathematics
University of Newcastle
Sole SupervisorBayesian estimation of logistic STAR models
2010Masters Statistics
University of Newcastle
Sole SupervisorThreshold Autoregressive Models in Finance: A Comparative Approach
2010Masters Statistics
University of Newcastle
Sole SupervisorAnalysis of Vector ARMA models
2008Masters Statistics
University of Newcastle
Sole SupervisorAdaptive and efficient estimation in GARCH models
2007Honours Mathematics
University of Newcastle
Sole SupervisorAnalysis of mixture time series models
2005Honours Mathematics
University of Newcastle
Sole SupervisorShort Sequence DNA signal recognition
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Dr Darfiana Nur

Work Phone(02) 4921 5547
Fax(02) 4921 6898
Email
PositionsLecturer
School of Mathematical and Physical Sciences
Faculty of Science and Information Technology
The University of Newcastle, Australia
Conjoint Lecturer
School of Mathematical and Physical Sciences
Faculty of Science and Information Technology
The University of Newcastle, Australia
Focus AreaStatistics
Office
V130,
Mathematics,
Callaghan
University Drive
Callaghan NSW 2308
Australia
URL:www.newcastle.edu.au/profile/darfiana-nur