S. Yaser Samadi | Mathematics | SIU

Southern Illinois University



College of Engineering, Computing, Technology, and Mathematics

S. Yaser Samadi

Associate Professor

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P: 618.453.6502
E: ysamadi@ siu.edu
O: Neckers 281

Associate Professor of Statistics, Ph.D., University of Georgia, 2014. Multivariate and Matrix Time Series Analysis.

Research Interests 

Multivariate time series analysis - High dimensional statistical inference, Tensor data analysis - Big Data - Symbolic data analysis - Dimension reduction for time series data - Sequential analysis for dependent and independent data - Bayesian analysis.


  • 2021 - Outstanding Teacher of the Year, In the School of Mathematical and Statistical Sciences.


  • Rukayya Ibrahim, PhD Student, SIUC Statistics, 2022, Now Assistant Professor at Pennsylvania State University- Harrisburg, PA. 
  • Wiranthe Herath, PhD Student, SIUC Statistics, 2022, Now Assistant Professor at Drake University, IA. 
  • Tharindu De Alwis, PhD Student, SIUC Statistics, 2022, Now Postdoctoral Fellow at Worcester Polytechnic Institute (WPI), MA. 
  • Hadi Safari Katesari, PhD Student, SIUC Statistics, 2021. Now Teaching Assistant Professor at Stevens Institute of Technology, NJ. 
  • Samira Zaroudi, Master Student, SIUC 2021 Statistics, Now Teaching Assistant Professor at The City University of New York, NY. 

Selected Publications

  • Reduced-rank Envelope Vector Autoregressive Model, (2023) (with W. Herath) Journal of Business & Economic Statistics, DOI: 10.1080/07350015.2023.2260862.
  • Exploring Dynamic Structures in Matrix-Valued Time Series via Principal Component Analysis, (2023) (with Billard and Douzal-Chouakria ) Axioms, 12, 570.
  • MLE for the Parameters of Bivariate Interval-valued models, (2023) (with Billard, Guo, and Xu) Advances in Data Analysis and Classification, DOI:10.1007/s11634-023- 00546-6.
  • Analysis of Dependent Data Aggregated into Intervals, (2021) (with L. Billard) Journal of Multivariate Analysis, 186, 104817.
  • Modeling Count Data via Copulas, (2020) (with Safari and Zaroudi), Statistics, A Journal of Theoretical and Applied Statistics, 54, 6, 1329-1355.
  • Dimension Reduction for the Conditional Mean and Variance Functions in Time Series, (2020) (with Jin-Hong Park) Scandinavian Journal of Statistics, 47, 134-155.
  • Second-order Analysis of Regret for Sequential Estimation of the Autoregressive Parameter in a First-order Autoregressive Model, (2019) (with Sriram) Sequential Analysis, 38, 3, 411-435.
  • A Semiparametric Approach for Modeling Multivariate Nonlinear Time Series, (2019) (with Hajebi and Farnoosh) Canadian Journal of Statistics, 47, 4, 668–687.
  • Canonical Correlation for Principal Component of Time Series, (2017) (with Billard, Meshkani and Khodadadi) Computational Statistics, Volume 32, Issue 3, 1191-1212.
  • Sequential Fixed-Width Confidence Interval Based on Bhattacharyya-Hellinger Distance: The Non-Parametric Case, (2016) (with T.N. Sriram) Sequential Analysis, 35:1, 84-107.
  • Heteroscedastic Modeling via the Autoregressive Conditional Variance Subspace, (2014) (with Jin-Hong Park) The Canadian Journal of Statistics, 42, 3, 423-435.