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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

Code Description Percentage
010401 Applied Statistics 70
080299 Computation Theory and Mathematics not elsewhere classified 15
140399 Econometrics not elsewhere classified 15

Professional Experience

UON Appointment

Title Organisation / Department

Academic appointment

Dates Title Organisation / Department
1/01/2012 -  Membership - International Biometric Society International Biometric Society
Australia
1/01/2001 - 1/06/2003 Research Associate University of Newcastle
School of Mathematical and Physical Sciences
Australia
1/01/1999 - 1/01/2001 Senior Research Assistant Queensland University of Technology
School of Mathematical and Physical Sciences
Australia
1/07/1988 - 1/12/1998 Lecturer Institut Teknologi Bandung, Indonesia
School of Mathematical and Physical Sciences
Indonesia

Membership

Dates Title Organisation / Department
1/01/2012 - 31/12/2012 Member - ISBA ISBA
Australia
1/01/2004 - 31/12/2004 Chair - Statistics in Education Statistical Society of Australia Inc.
Australia

Awards

Research Award

Year Award
1994 Finalist 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)

Year Citation Altmetrics Link
2013 McVinish 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]
DOI 10.1080/10618600.2012.681239
2012 Nur 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]
2010 Gajda 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]
DOI 10.1214/09-ejs527
Citations Web of Science - 2
2009 Nur 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]
DOI 10.1016/j.csda.2008.07.007
Citations Scopus - 8Web of Science - 6
2008 Nur D, Nair GM, Yatawara ND, 'Efficient estimation in smooth threshold autoregressive (1) models', Journal of Statistical Theory and Practice, 2 83-94 (2008) [C1]
DOI 10.1080/15598608.2008.10411862
2005 Nur D, Mengersen KL, Wolf RC, 'Phase randomization: A convergence diagnostic test for MCMC', Australian & New Zealand Journal of Statistics, 47 309-323 (2005) [C1]
DOI 10.1111/j.1467-842X.2005.00396.x
2003 Nur 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]
DOI 10.1155/S1173912603000129
2001 Nur D, Wolff RC, Mengersen KL, 'Phase randomisation: numerical study of higher cumulants behaviour', Computational Statistics and Data Analysis, 37 487-513 (2001) [C1]
Citations Scopus - 4Web of Science - 3
Show 5 more journal articles

Conference (21 outputs)

Year Citation Altmetrics Link
2013 Livingston 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
2012 Nur 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
2012 Junaidi, 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-authors Elizabeth Stojanovski
2012 Junaidi, 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-authors Elizabeth Stojanovski
2012 Saaid 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
2011 Junaidi, 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]
Co-authors Elizabeth Stojanovski
2011 Nur D, 'Parameter estimation in Gaussian STAR(p) Models: Gibbs Sampling Approach', Posters. Fourth International IMS/ISBA Joint Meeting, Park City, Utah (2011) [E3]
2010 Nur D, 'Fast prior sensitivity analysis in Bayensian DNA sequence segmentation modelling', Australian Statistical Conference (ASC) 2010: Abstracts, Fremantle, WA (2010) [E3]
2009 Nur 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]
2009 Saaid 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
2009 Stojanovski 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-authors Elizabeth Stojanovski
2008 Nur 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]
2008 Allingham 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-authors Robert King
2008 Nur 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]
2007 Mengersen 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]
2007 Nur 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]
2007 Nur D, 'Sensitivity of priors in Bayesian analysis of DNA sequence segmentation', ISI 2007 Book of Abstracts, Lisboa (2007) [E3]
2007 Allingham 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-authors Robert King
2006 Nur D, 'Finding transcription factor binding site: Markov Chain Monte Carlo convergence', XXIII International Biometric Conference Program, Montreal, Canada (2006) [E3]
2006 Nur 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]
2001 Wolff 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]
DOI 10.1109/SSP.2001.955218
Citations Scopus - 1
Show 18 more conferences
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Grants and Funding

Summary

Number of grants 7
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 body University of Newcastle - Faculty of Science & IT
Project Team Professor Irene Hudson, Doctor Darfiana Nur, Conjoint Professor Andrew Dawson
Scheme Strategic Initiative Research Fund (SIRF)
Role Investigator
Funding Start 2012
Funding Finish 2012
GNo G1401023
Type Of Funding Internal
Category INTE
UON Y

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 body University of Newcastle
Project Team Doctor Darfiana Nur
Scheme Travel Grant
Role Lead
Funding Start 2008
Funding Finish 2008
GNo G0188989
Type Of Funding Internal
Category INTE
UON Y

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 body University of Newcastle
Project Team Doctor Darfiana Nur
Scheme Travel Grant
Role Lead
Funding Start 2007
Funding Finish 2007
GNo G0187616
Type Of Funding Internal
Category INTE
UON Y

20062 grants / $27,375

Equity Research Fellowship Semester 1, 2006$26,162

Funding body: University of Newcastle

Funding body University of Newcastle
Project Team Doctor Darfiana Nur
Scheme Equity Research Fellowship
Role Lead
Funding Start 2006
Funding Finish 2006
GNo G0185962
Type Of Funding Internal
Category INTE
UON Y

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

Funding body: University of Newcastle

Funding body University of Newcastle
Project Team Doctor Darfiana Nur
Scheme Travel Grant
Role Lead
Funding Start 2006
Funding Finish 2006
GNo G0186222
Type Of Funding Internal
Category INTE
UON Y

20041 grants / $450

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

Funding body: University of Newcastle

Funding body University of Newcastle
Project Team Doctor Darfiana Nur
Scheme Travel Grant
Role Lead
Funding Start 2004
Funding Finish 2004
GNo G0183887
Type Of Funding Internal
Category INTE
UON Y

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 body University of Newcastle
Project Team Doctor Darfiana Nur
Scheme New Staff Grant
Role Lead
Funding Start 2003
Funding Finish 2003
GNo G0183667
Type Of Funding Internal
Category INTE
UON Y
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Research Supervision

Current Supervision

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

Past Supervision

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

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

Office

Room V130
Building Mathematics
Location Callaghan
University Drive
Callaghan, NSW 2308
Australia
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