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Scholarly Interest Report
         
Rudolf H. Riedi
Associate Research Professor
Associate Research Professor of Statistics
 
e-mail:riedi@rice.edu
 
  • M. Educ Certified Teacher (1987) Pedagogical Institute, ETH Zurich, Switzerland
  • M.S. The Dimensions of the Strange Attractor of a Piecewise Linear Map (1986) Dept of Mathematics, ETH Zurich, Switzerland
  • Ph.D. An Improved Multifractal Formalism and Self-Affine Measures (1993) Dept of Mathematics, ETH Zurich, Switerland
 
Primary Department
   Department of Statistics
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Department Affiliations
 
  • Department of Electrical and Computer Engineering
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    Research Areas
     Probability Theory, Stochastic Processes with Scaling Properties, Wavelets, Signal and Image Processing, Multifractals
     
    Probability theory, signal and image processing, multifractals, wavelets.
     My research pursues mathematical and statistical objectives of processes with scaling properties and their applications to communication networks, economical systems and turbulence.
     
    Teaching Areas
     Basic and Advanced Probability Theory, Stochastic Processes, Stochastic Differential Equations and Information Theory
     
    Selected Publications
     Articles
     

    Ribeiro, V., Riedi, R. and Baraniuk, R. "Multiscale Queuing Analysis." IEEE Trans. on Networking, 14 (2006) : 1005-1018.

     
     

    Ribeiro, V., Riedi, R. and Barniuk, R. "Optimal Sampling Strategies for Multi-Scale Stochastic Processes." IMS Lecture Notes-Monograph Series 2nd Lehmann Sumposium Optimality, 49 (2006) : 266-290.

     
     

    Chainais, P., Riedi, R. and Abry, P. "Warped Infinitely Divisible Cascades: Beyond Power Laws." Traitement du Signal, 22 (1) (2005)

     
     

    Goncalves, P. and Riedi, R. "Diverging Moments and Parameter Estimation ." J. American Statistical Association (2005)

     
     

    Ribeiro, V., Riedi, R. and Baraniuk, R. "Locating Available Bandwidth Bottlenecks Spatio-Temporal Available Bandwidth Estimation with STAB ." IEEE Internet Computing Magazine, 8 (5) (2005) : 34-41.

     
     

    Sarvotham, S., Riedi, R. and Baraniuk, R. "Network and User Driven On-Off Source Model for Network Traffic." Special Issue of the Computer Network Journal on "Long-range, 48 (2005) : 335-350.

     
     

    Chainai, P., Riedi, R. and Abry, P. "On Non Scale Invariant Infinitely Divisible Cascades." IEEE Trans. Information Theory (2004)

     
     

    Chainais, P., Riedi, R. and Abry, P. "Warped Infinitely Divisible Cascades: Beyond Power Laws." Traitement de Signal (2004) In Press

     
     

    Goncalves, P. and Riedi, R. "Diverging Moments and Parameter Estimation." J. American Statistical Association (2004) In Revision

     
     

    Ribeiro, V.J., Riedi, R. and Baraniuk, R. "Spatio-Temporal Available Bandwidth Estimation with STAB." IEEE Internet Computing Magazine, 8 (2004) : 34-41.

     
     

    Ribeiro, V.J., Riedi, R., Crouse, M.S. and Baraniuk, R. "Multiscale Queuing Analysis of Long-Range-Dependent Network Traffic." IEEE Trans. on Networking (2004) In Revision

     
     

    Chainais, P., Riedi, R. and Arbry, P. "Infinitely Divisible Cascades." IEEE Signal Processing (2003) Submitted

     
     

    Menasce, D., Almeida, V., Riedi, R., Ribeiro, F., Fonseca, R. and Meira, W. "A Hierarchical and Multiscale Analysis of E-Business Workloads." Performance Evaluation, 1 (2003) : 33-57.

     
     Refereed conference papers
     

    Keshavarz-Haddad, A., Ribeiro, V. and Riedi, R. "Color-Based Broadcasting for Ad Hoc Networks."  (2005)

     
     

    Keshavarz-Haddad, A., Ribeiro, V. and Riedi, R. "Robust and Efficient, Dynamically Reflecting Broadcast for Ad Hoc Networks."  (2005)

     
     

    King, R., Riedi, R. and Baraniuk, R. "Evaluating and Improving TCP-Africa: an Adaptive and Fair Rapid Increase Rule for Scalable TCP."  (February 2005)

     
     

    King, R., Riedi, R. and Baraniuk, R. "TCP-Africa: An Adaptive and Fair Rapid Increase Rule for Scalable TCP."  (March 2005)

     
     Conference papers
     

    King, R., Riedi, R. and Baraniuk, R. "TCP-Africa: An Adaptive and Fair Rapid Increase for Scalable TCP."  (2005)

     
     

    Chainais, P., Riedi, R. and Abry, P. "On Non Scale Invariant Infinitely Divisible Cascades."  (2003/Sept)

     
     

    Chainais, P., Riedi, R. and Abry, P. "Scale Invariant Infinitely Divisible Cascades."  (2003/Jan)

     
     

    Ribeiro, V.J., Riedi, R. and Baraniuk, R.G. "Sampling Strategies for Multiscale Models with Application to Network Traffic Estimation."  (2003/Sept)

     
     

    Riberio, V.J., Riedi, R., Navratil, J., Cottrell, L. and Baraniuk, R.G. "pathChirp: Efficient Available Bandwith Estimation for Network Paths."  (2003/March)

     
     Other
     

    Crosby, S.A., Riedi, R. and Wallach, D. "Opportunities and Limits of Remote Timing Attacks."  (2007)

     
     

    Mannersalo, P., Keshavarz-Haddad, A. and Riedi, R. "Broadcast Flooding Revisited: Survivability and Latency."  (2007)

     
     

    Zhang, B., Ng, E., Nandi, A., Riedi, R., Druschel, P. and Wang, G. "Measurement-Based Analysis, Modeling, and Synthesis of the Internet Delay Space."  (2007)

     
    Presentations
     Conference Committee Member
     

    "Noise and Fluctuation." ICNF International Conference, Tokyo, Japan. (September 2007)

     
     

    "On the Broadcast Capacity of Multihop Wireless Networks: Interplay of Power, Density and Interference." SECON, San Diego, CA. (June 2007) With A. Keshavarz-Haddad and R. Riedi

     
     Invited Papers
     

    "Spatio-Temporal Available Bandwidth Estimation with pathChirp." SIGMETRICS/Performance, New York, NY. (June 2004) With Ribeiro, V.J., Riedi, R., Baraniuk, R.

     
     

    "Scale Invariant Infinitely Divisible Cascade." Proceedings of PSIP 2003-2nd Internat. Symp. on Physics in Signal and Image Processing, Grenoble, France. (January 2003) With Chainais, P., Riedi, R., Abry, P.

     
     Invited Talks
     

    "Infinitely Divisible Shot-Noise: Modeling Fluctuations in Networking, Finance and Turbulence." Proc. International Conference on Noise and Fluctuations, Tokyo, Japan. (September 2007) With R. Riedi and D. Gershman

     
     

    "Industrial and Systems Engineering." Texas A&M University, College Station, TX. (February 2006)

     
     

    "Diverging Moments, Wavelets & Non-Parametic Tail Estimation." Joint Statistical Meeting of ASA and IMS, Minneapolis, MN. (August 2005)

     
     

    "Heavy Tail Estimation with Wavelets and Internet Traffic." Statistics and Computing, Hailuoto, Finland. (May 31 - June 2, 2005)

     
     

    "Infinitely Divisible Scaling in Time Series." Non-Linear & Nonstationary Times Series, Saarbruecken & Kaiserslautern, Germany. (September 9 - 25, 2005)

     
     

    "Modeling Infinitely Divisible Scaling." Heavy Tails and Long Range Dependence, Cornell University, Ithaca, NY. (April 24, 2005)

     
     

    "Optimal Sampling on Trees." Seminar, Division of Statistical Science, LANL, Los Alamos, NM. (May 20, 2005)

     
     

    "Diverging Moments and Parameter Estimation." Conference of Texas Statisticians (COTS), Stephen F. Austin University, Nacogdoches, TX. (March 2004)

     
     

    "Fractals in Networking:Modeling and Inference." Conference on, Vancover, Cananda. (April 2004) With Riedi, R., Keshavarz-Hadda, A., Sarvotham, S., Baraniuk, R.

     
     

    "Network Management Systems." DARPA, (January 2004)

     
     

    "Optimal Sampling Strategies for Tree-based Time Series." Second Erich Lehmann Symposium, Rice University, Houston, TX. (May 2004)

     
     

    "TCP-Africa: An Adaptive and Fair Rapid Increase for scalable TCP." IEEE INFOCOM 2005, Miami, Florida. (2005)

     
     

    "Multi-scale Tools and Models for Networking." Computer Engineering and Networks Laboratory, ETH Zurich, Switzerland. (April 2003)

     
     

    "Talk Infinitely divisible Cascades." Department of Mathematics, Rice University, Houston, Texas. (March 2003)

     
     

    "Talk Multiscale Traffic Processing Techniques for Network Inference and Control ." DARPA Workshop on Network Management Systems, (May 2003)

     
     Lectures
     

    "Stochastic Control in Computer Science and Finance." TU Kaiserslautern, Germany. (Summer 2006)

     
     

    "A non-parametric wavelet-based estimator of the tail parameter ." Colloquium, Texas A&M University, College Station, TX. (November 2004)

     
     

    "Complexity and Fractals in Nature." Fractal 2004, Vancouver, Canada. (April 2004)

     
     

    "Infinitely Divisible Cascades: beyond Powerlaws ." Colloquium, Cornell University, Ithaca, NY. (October 2004)

     
     

    "Powerlaws in probability and statistics." Centre International de Rencontres Mathematiques (CIRM), France. (March 2004)

     
     

    "Safari: Scalable Architecture for Ad Hoc Networking." Seminar at the I&C, EPFL, Lausanne, Switzerland. (June 2004)

     
     Other
     

    "3rd Lehmann Symposium on Optimality." Rice University, Houston, TX. (May 2007)

     
     

    "Broadcast Flooding Revisited: Survivability and Latency." IEEE INFOCOM, 26th Annual Conf. Computer Communications, Anchorage, Alaska. (May 2007) With P. Mannersalo, A. Keshavarz-Haddad and R. Riedi

     
     

    "DRB and DCCB: Efficient and Robust Dynamic Broadcast for Ad Hoc and Sensor Networks." IEEE Comm. Soc. Conf. on Sensor, Mesh and Ad Hoc Comm. and Networks (SECON), San Diego, CA. (June 2007) With A. Keshavarz-Haddad, V. Ribeiro and R. Riedi

     
     

    "Broadcast Capacity in Multihop Wireless Networks." MobiCom06, Los Angeles, CA. (September 2006) With A. Keshavarz-Haddad, V. Ribeiro

     
     

    "Color-Based Broadcasting for Ad Hoc Networks." 4th International Symposium on Modeling and Optimization in Wireless Networks, WiOPT06, Boston, MA. (April 2006) With A, Keshavarz-Haddad, V. Ribeiro

     
     

    "Measurement-Based Analysis, Modeling, and Synthesis of the Internet Delay Space." Internet Measurement Conference IMC2006, Rio de Janeiro, Brazil. (October 2006) With B. Zhang, E. Ng, A. Nandi, P. Druschel, G. Wang

     
     

    "Stochastic Processes and Their Applications." Conference, Paris, France. (July 2006)

     
     

    "Honor of Sir David Cox." Celebrating Statistics: International Conference, University Neuchatel, Switzerland. (July 2004)

     
     

    "Martingales and Infinitely Divisible Cascades." Math Department, University of Freiburg, Switzerland. (April 2003)

     
     

    "Scaling in Stochastic Processes." Rice University Statistics Department, Houston, Texas. (February, 2003)

     
     Posters
     

    "Optimal Sampling Strategies for Multiscale Models with Application to Network Traffic Estimation ." Proceedings Workshop on Statistical Signal Processing SSPO3, St. Louis, MO. (September 2003) With Ribeiro, V.J., Riedi, R.H., Baraniuk, R.G.

     
     Seminar Speaker
     

    "Statistics Seminar." Los Alamos National Lab, New Mexico. (March 2007)

     
     Session Chair
     

    "Network Performance Analysis - II." InfoCom2005 Computer Communications and Networking, Miami, FL. (March 2005)

     
     Workshops
     

    "Describing MANETS: Principal Component Analysis of Sparse Mobility Traces." Workshop on Performance Evaluation of Wireless Ubiquitous Networks, Malaga, Spain. (October 2006) With N. Hengartner, H. Flores, S. Eidenbenz

     
     

    "IEEE Workshop on Mobile Peer-to-Peer Computing." IEEE Workshop on Mobile Peer-to-Peer Computing, (2006)

     
     

    "International Workshop on Applied Probability." International Workshop on Applied Probability, University of Connecticut. (May 2006)

     
     

    "Networking Traffic Modeling." SAMSI, University of North Carolina, Northa Carolina. (October 2003)

     
    Editorial Positions
     Other, IEEE Infocom Conference. (2003 - 2003)

    Supervised Theses & Dissertations
     Mohammed Khan, MS A First Look at the Safari, an Architecture for Scalable ad Hoc Networking and Services. (2003) (Thesis Director)

     Alireza Keshavarz-Haddad, MS Effect of the Traffic Bursts in the Network Queue. (2003) (Thesis Director)

     Deepa Rajan, Master of Arts Analysis of Regulatory Mechanisms of Genes controlled by the Transcription. (2004) (Thesis Committee Member)

     Nadeem Ahmed, Ph.D Delay Constraint Communication. (2004) (Thesis Committee Member)

     Aleksandar Kuzmanovic, Ph.D Edge-based Inference and Control in the Internet. (2004) (Thesis Committee Member)

     Nadeem Ahmed, PhD Delay-Limited Troughput Maximization in Fading Channels. (2005) (Thesis Committee Member)

     Vinay Ribeiro, Modeling in ad hoc Networks: Mobility, Workload, Performance. (2005) (Thesis Committee Member)

     Farbod Khoshnevis, PhD Information Theoretic Bounds on Wireless Network Capacities. (2005) (Thesis Committee Member)

     Nasir Ahmed, PhD Cooperative Relay Networks: Power Control and Code Design. (2005) (Thesis Committee Member)

     Yolanda Tsang, PhD Netwoek Tomography. (2005) (Thesis Committee Member)

     Bo Zhang, M.Sc. Internet Delay space Modeling and Synthesis. (2006) (Thesis Committee Member)

     Ryan King, M.Sc. Subnet Discovery in Passive Internally Sensed Network Tomography. (2006) (Thesis Committee Member)

     Abdul Kabbani, M.Sc. Max-Min Fair Scheduling in Multi-hop Tree Mesh Networks. (2006) (Thesis Committee Member)

     Hanane Jabri, Ph.D. Term Structures and Bayesian Modeling of Default Contagion. (2006) (Thesis Director)

     Pawel Paszek, Ph.D. Stochastic Effects in Gene Regulation. (2006) (Thesis Committee Member)

     Mark Davenport, Ph.D. Neyman-Pearson Support Vector Machines. (2006) (Thesis Committee Member)

     Chad Bhatti, Ph.D. Statistical Models for Intraday Trading Dynamics. (2006) (Thesis Committee Member)

     Hannah Jabri, Ph.D. Term Structures of Conditional Probabilities of Corporate Default in an Incomplete Information. (2008) (Thesis Director)

     Hannah Jabri, Ph.D. High-frequency Market models, Anomaly detection, Security. (Thesis Director)

     Alireza Keshavarz-Haddad, Ph.D. Workload models and routing for mobile ad hoc networks. (Thesis Director)

    Awards, Prizes, & Fellowships
     Commendation for Outstanding Achievement, (2005)

     Best Student Paper (Advisor), (2003)

     Postdoctoral Research Grant, (1993)

     Polya Prize (ETH Zurich), (1986)

    Positions Held
     Member, American Statistical Association. (2006 - 2006)

     2005 Technical Program Committee Member, IEEE InfoCom. (2005 - 2005)

     Member, Mathematical Society of Switzerland. (2006 - 2006)

     2005 Technical Program Committee Member, IEEE Workshop on Mobile Peer-to-Peer Computing. (2005 - 2005)

     Member, IEEE Signal Processing Society. (2006 - 2006)

     Member, Institute of Mathematical Statistics. (2006 - 2006)

     Member, American Mathematical Society. (2006 - 2006)

     Member, IEEE Information Theory Society. (2006 - 2006)