Wednesday, 20 June 2018

Selected Literary Works

(1) To Professor Hirotugu Akaike at his departure from Manchester UK on 8th August 1978.

話別赤池弘次教授

統計悠悠三十載
弘公卓卓更無前
先朝二說今為一
辯證功勞爾獨先

(2) In memory of Dr. Joseph Lucas, a most talented gentleman, knowledgeable in medicine, history, languages, music and so on. Poem composed on my way back from his funeral on 25th August, 1978 in the village of Jordan, north of London.

悼勞嘉仕醫師

勞嘉仕爾今何去
舊樹前頭俠骨埋
夢裡華佗金手在
琴絲月下有人諧

(3) After meeting a group of students from Mainland China (孫玉璽,臧國華 and others) in London on New Year’s Eve of 1978.

贈中國留學生

十年面壁乘風志
又恐橫行四害猖
獨有攻堅勤鍛煉
更無喪氣懶書章
雄雞一唱環中國
彩鳳重歌遍故鄉
我輩天生今有用
登高奏凱拓新疆

(4) To Dad, on the occasion of his recovering from an ailment (Poynton, UK, 1979)

贈病愈後父親

鷓鴣天

成敗從來不任人
鯀生大禹水方勻
子牙七十先功見
風物長宜後句聞
應似水
莫如焚
含莘苦盡子孫群
詩詞太極餘年渡
病樹冬眠為醒神

(5) Farewell to Mainland Chinese students : London, 18th May 1979

話別中國留學生

金縷曲

忽報君將去!
悵東風, 偏吹號角, 早傳歸鼓.
恨識君遲離恨早, 猶有千言百語.
君不在, 誰聽金縷?
我輩天生今有用,
送離君, 重贈深心句.
飛大白, 為君舞!
傳來雪化生春雨.
秒分爭, 攸關勝敗, 日追夸父?
破釜沈舟方好漢, 封建殘餘入墓!
疑是夢? 天安門處----
異紀元神州異彩?
誰共我, 齊引吭長抒,
歌一曲, 又金縷?

(6) To Professor L K Hua (華羅庚): after meeting him for the first time in Birmingham, UK, on 8th August 1979

贈華老

九歲驚聞自學成
東顰欲效步羅庚
今年偶遇當年夢
翌日重溫昨日情
獨步數壇名種播
千層大地勁松崢
如今弄斧班門口
索鋸英倫啟發誠

(7) Farewell to Professor L. K. HUA (華羅庚 ): Inspired by Li Shangyin of Tang Dynasty (Poynton, Cheshire, UK, 14th December 1979)

話別華羅庚教授
話別英倫國事聲
三年繼語北京城
天涯異地靈犀在
莫道彈棋局不平

Reply by Professor L. K. HUA (華羅庚) in Birmingham, UK,on 15th December 1979

相見何遲別何速
何日西窗再剪燭
相交豈因杯酒歡
實因君才我佩服
百尺竿頭正當年
萬里前程已可矚
珍重珍重再珍重
同心協力為華族

Hua’s reply
Belated meeting,
Hasty departing!
When shall I see you again?
For a drink?
No,
Your talent is my gain!
In your prime,
Bright future in no time!
All the best,
My dear friend.
Together,
For China, let’s do our best!
(English translation by me.)

(8) Untitled: on my flight from Shanghai to Guangzhou on 25th November 1981

無題

今天送我皆君子
胖瘦高低你我他
但得籠包來濟肚
蒙頭大睡又傻瓜

(9) To Professor Kung-Sik Chan 陳公適 (Chinese University of Hong Kong, 27th February 1988)

贈公適

調記憶江南

三十載
西國苦堅攻
門檻初成空自賞
香江一夕偶君逢
煮酒論英雄

(10) To Professor Hongzhi AN 安鴻志 (recorded on a copy of my OUP book to be delivered by hand by his student, Bing CHENG 程兵in winter 1990)

書贈安鴻志教授一題

高足送我
拙作還你
餘項雖大
何分此彼

(11) To Professor HirotuguAkaike on the occasion of his 65 birthday (1992)

贈赤池弘次教授

漁家有幻香
豈料赤池嘗
一日生奇二
龍王莫怪熵

(12) A couplet-two views on academia: top line (上聯) by George Tiaoat Taipei in 2010; bottom line (下聯) by me .

自圓其説
天合之作

(13) On receiving the 2007 Guy Medal in Silver from the Royal Statistical Society (Canterbury, 2nd February 2008; revised 19th July 2012)

銀章有感(一)

草短露真經
分而治則靈
銀光門檻上
晚照近天明

My newly mowed lawn showed me the way.
Nonlinear vision finally carried the day.
On my threshold shone a silvery light,
Late coming, yet near the morning bright!
(Translation by Mr. Yee Kwong Kwan)

(14) Further on receiving the 2007 Guy medal in Silver from the Royal Statistical Society (Canterbury, 5th May 2011)

銀章有感(二)

不慍不知情
從來有白丁
銀章歸我族
門檻出金經

Ignorance I need not resent,
For simpletons are forever present.
Silver came to our fold,
And o’er the threshold all is gold.
(English ranslation by me.)

(15) Untitled (Canterbury, 16th July 2011)

無題

苗條照日撩人目
踏白通中水影蓮
邂逅寒生癡且魯
瀛洲待放伴華仙

Slender was a figure reflecting the sun,
so dazzling,
And into sight,
Emerging
With feet clad in white and body upright
Like a budding lotus reflected in water!
Chance would take him to a far-off island,
Clumsy and wanting;
Yet, on this land,
He waited for the flowery maiden,
So enchanting!

(16) To Professor Hongzhi An (安鴻志) on reading his new book on the Dream of the Red Chamber (Canterbury, 12th March 2012)

贈安鴻志教授

紅樓夢裏扣心思
字字玄機有誰知
燕雀焉知鴻鵠志
安兄獨歩破關時
(注:「誰」讀作「水」)

(17) After the lunch meeting with Professor Peter Whittle at Anchor Public House, Cambridge, 2012

與華彼得敎授中午聚餐後有感而作

遠道輕輜求道渴
香江紐國闖西疆
橋邊囘首雙同路
序列釘裝獨異鄉
邃密時空窮變幻
段分線性乃尋常
文章得失何需患
不待花開不逞強

(Note: Peter and I are both professional time series analysts and amateur book-binders.)

(18) On my 70th birthday (Canterbury, UK)

七十自詠

七十人間處處聞
難逢白髮敢凌雲
素菲造美天公意
散髮扁舟笑古人

English translation:
Septuagenarians are here, And there, And everywhere on earth, But rarity Is the silvery grey That to the blue sky Cries,`Hey! I’m not bending, And I’m not yielding, For, elegant simplicity Is created in heaven, To last from here to eternity.’

(19) In memory of two English ladies who passed away in Chilham/Old Wives Lees in October, 2015
悼二友人 半夜夢醒思念兩位剛逝世的同村英國老年婦女有感而作 二〇一五年十月廿八日於Palo Alto, California, USA

異國姑姐異日亡
同鄉不論白同黃
天涯莫道無芳草
不讓鬚眉女孟嘗

(20) Farewell Sophia! Farewell Roy!
別了! 上週剛在加州話別了孫女素菲後,回到英國草中老廬,然後昨日在肯特大學參加了舊同事Roy Chisholm 教授的追悼會。會後不勝感嘆感而作。二〇一五年十一月七日於草坪老廬。

葉落黃昏道別時
風華往昔夢中詩
生離死別無聲涙
宇宙無情竟不知

(21) Farewell Peter Hall!

悼澳洲何彼得教授

記得二〇〇九年何彼得教授參加香港大學為我舉辦六十五歲的祝壽國際學術會議。七年之後,還未來得及為他舉辦同樣的會議,他竟然英年早逝。何其上天忌才如此?二〇一六年元月十一日於阿根廷首都

七載難忘祝壽時
風華正茂共推之
上天嫉妒何其忍
奪罷英年竟不遲

(22) For Alexander Howell Tong: Hurray, My first Grand-son!

喜獲孫子

今春喜獲孫子,命其中文名為湯超豪後有感而作于草坪老廬。超豪生於二〇一六年二月十八日。

去歲悲哀千友去
今春喜獲一豪孫
新生老死尋常事
但願長眠後有傳

(23) An eulogy to Eileen’s husband
(On behalf of Mary’s auntie, Eileen, who lost her husband in 2016 after 55 years of happy marriage; the verse isto be carved on her husband’s grave.)

代美莉Eileen姑姐草擬祭其亡夫詩一首,遵從其意詩中包括"樂、真、愛、聖、惠"五個字。詩成于2017年1月草坪老廬

六十年前君不識
因緣圩五理連枝
翱翔比翼傳真愛
聖惠明朝樂未遲

English translation by Y.K.Kwan:
In the beginning, you were unknown to me.
Then for fifty-five years, we lived like an entwined tree.
With love, we soared to the sky, wing to wing.
In Heaven, tomorrow, we shall sing!

(24) A couplet to her husband on behalf of Mary’s auntie, Eileen, who lost her husband in 2016 after 55 years of happy marriage.
代美莉Eileen姑姐草擬祭其亡夫對聯一副

五十五年真愛勝似連理枝
千秋萬世聖惠樂如比翼鳥

(25) In celebration of the Golden Jubilee of the Department of Statistics and Actuarial Science of the University of Hong Kong.

賀香港大學統計與精算學系金禧之喜
2017年2月于草坪老廬

五十年前統計初
知天命者不知多
香江那怕艱辛路
播種環球奏凱歌

(26) To darling daughter, Anna Sea-Lin, on the occasion of her wedding celebration held at Domaine Fon de Rey, Pomerols, France on 5th August 2017.

值愛女思蓮於法國南部婚禮即席演講前有感而作

三十年前一笑娃
中通外直賽蓮花
今朝網捕郎君後
喜接新婚入我家

An English translation:
Thirty odd years ago
A smiling baby,
Now an upright and
Broad-minded lady!
Today, she’s caught a gent
On the net,
And brought him to our tent,
Happily newly wed.

(27) To Pomme on 20th September 2017.

愛女思蓮寵物Pomme(法文名字,意蘋果)來我家暫時寄居半年左右。遂成為我的寵物!這貓兒實在太懂得人性,可愛、頗皮、聰明、活潑⋯兼而有之!
2017年9月于草坪老廬

蘋果貓兒作客時
頑皮活潑惹人痴
爺孫對話新天地
異族和平共處之

(28) To Brother Kenneth Ka Keung on 1st November 2017 at his burial ceremong at Olney Green Burial ground, MK46 5EH, UK

弔四弟

我弟先吾去
家强竟不强
英姿偏早逝
一念一悲傷

(29) To Qiwei Yao, recalling an event that took place almost thiry years ago

贈姚琦偉 2018年2月于草坪老廬

英倫伯樂話當年
巧遇騏駒自遠邊
敢替雷城添猛將
從今落後換新天

(30) After an accident in Bologna

五月中旬不慎失足於意大利博洛尼亞城,唇裂齒破,救護車送我入醫院,縫了五針。新唇出現後有感,步陸游詩韻而成 2018年5月27日于Nieuw Amsterdam 遊䑳上

路線原來假大空
但悲不見齒唇同
新唇拆綫段分日
試問糊塗是那翁

Thursday, 14 June 2018

失足有感

五月中旬不慎失足於意大利博洛尼亞城,唇裂齒破,救護車送我入醫院,縫了五針。新唇出現後有感,步陸游詩韻而成(2018年5月27日于Nieuw Amsterdam 遊䑳上)。                                      

路線原來假大空                  
但悲不見齒唇同                  
新唇拆綫段分日                  
試問糊塗是那翁

Monday, 2 May 2011

Acceptance speech-Guy medal in silver, Royal Statistical Society, 2007


Mr. President, Fellows of the RSS, Ladies and Gentlemen,

It is indeed a great honour and a privilege to be awarded the 2007 Guy medal in Silver, which I accept with humility, especially when I recall some of the household names on the list of past recipients. As a time series analyst, I am most encouraged by our august society in giving the subject such a high recognition.

I think I am a most lucky man because I have benefited greatly from two cultures; here I am not only thinking of the Chinese culture and the English culture, but also Statistics on the one hand and Deterministic Dynamical Systems on the other. In many ways, my paper on threshold auto-regressive models, to which our President referred a few minutes ago, can be regarded as a multi-cultural product.

My lucky journey started almost exactly 46 years ago when my late father sent me to join him here in London from that little island called Hong Kong in July 1961. Two years later, he used the bulk of his life savings as a waiter to send me to UMIST as it was then called. I only wish that he could be here to witness tonight’s happy event and to hear me say publicly, “Thanks, Dad!”

The second lucky event took place in 1970 when I was offered my first proper academic post by UMIST shortly after I started my doctoral programme. I would therefore like to thank UMIST and my former colleagues there for giving me this opportunity. As you know, my threshold paper was published when I was there.

I would also like to thank all my collaborators for their willingness to put up with me. The list is very long indeed. Please allow me to mention specially Kung-sik Chan, Nils Christian Stenseth, Qiwei Yao and Wenyang Zhang.

Last but not least, I would like to thank my wife for reminding me that honour might be good but work of lasting value is better.

Thank you all!

Thursday, 28 April 2011

Obituary of Professor Hirotugu Akaike

Obituary: Professor Hirotugu Akaike, 1927‐2009
Father of AIC
Professor Hirotugu Akaike, Honarary Fellow of the RSS (1983): born in Fujinomiya City, Shizuoka Prefecture, Japan on 5th November 1927; BA (Mathematics) in 1952 and D.Sc (Mathematics) in 1961, University of Tokyo; Researcher (1952‐62), Section Head (1962‐73), Founding Divisional Head of the Fifth Division for Prediction, Control and System Analysis (1973‐86), Director General (1986‐94), Emeritus Professor (1994‐2009), Institute of Statistical Mathematics, Tokyo, Japan; Ishikawa Prize, 1972; Okochi Memorial Technology Prize, 1980; Asahi Prize in 1988, Purple Ribbon Medal in 1989, Japanese Statistical Society Prize in 1996, Second Class Order of the Sacred Treasure in 2000 and Kyoto Prize 2006; died of pneumonia in Tokyo on 4th August 2009, aged 81.
Hirotugu Akaike, the youngest of four brothers born, with a weak constitution, to a silkworm farmer at the foot of Mount Fuzi, was brought up in the country‐side, where he received his schooling before moving to the Naval Academy of Japan during World War II. The War ended just in time to spare him of the front. After the War, he went to the Dai‐ichi Koto‐gakko (commonly called the Ichiko, which was the best secondary school of its time in Japan, with many illustrious alumni) and then the University of Tokyo, where he graduated in 1952. In the same year, he joined the Institute of Statistical Mathematics (ISM) in Tokyo, in which he spent his entire professional life till his retirement in 1994. He married Ayako in 1957. She was a most devoted and organized wife. He told me, more than once, that she took care of everything for him, down to his travelling money for foreign trips, so that he could concentrate on his research.
Akaike’s research activities in Statistics can be divided into phases before, during and after an interest in time series. The pre‐time‐series phase was essentially theoretical covering, among others, decision processes, evaluation of probability distributions and numerical optimization in statistics. His most important contribution during this phase is the convergence property of the optimum gradient method, which is the key to modern nonlinear optimization; for this he is held in very high regard in the optimization community.
The time‐series phase was ushered in by his collaborative research (with Professor A. Shimazaki, a silk process control engineer) on a stationary process taking only the values of 0 or 1. This so‐called gap process arose from the control of silk production. Akaike exploited his childhood knowledge of silkworm farming and his previous experience with the modelling of traffic flow, to come up with a dynamic control of silk reeling process far superior to the static control chart based on a simple Poisson process. The experience convinced him that significant research in time series analysis could emerge by getting involved with users in the real world. Since then, he made conscious efforts to collaborate extensively with engineers from diverse areas: motor car, ship, cement, thermal electricity generation, airport, and so on. Initially, his tool kits were almost exclusively frequency‐domain based. This was perhaps not surprising in view of his serious interest in designing audio amplifiers; he even considered opening a radio shop once. His most notable contributions of this period include the modelling of the f ‐2 spectral density in 1960, a phenomenon brought to his attention by some airport (runway) engineers; his model was an early bird in the analysis of long‐memory time series. His other significant contribution was the identification and handling of the possibility of rapid phase‐lag change at some frequencies in cross‐spectral analysis in 1962.
In the later part of the 1960s, Akaike was forced to abandon, though not completely, his almost decade attachment to the frequency‐domain methodology. After strenuous attempts, he finally concluded in 1967 that the spectral domain would be practically powerless for the design of feedback controller. In designing his own audio amplifier with multiple feedbacks, he “experienced much difficulty.” Professionally, he was then busy helping his engineers to design an optimal kiln controller in cement production. This was a multivariate time series project because a rotary kiln involves several variables, and the conventional control system based on differential equations was quite hopeless. Together with T. Nakagawa and others, Akaike decided to adopt a time‐domain approach. They chose the linear multivariate autoregressive (AR) model after accounting for the inherent nonlinearity of the system by a saturation‐type filter in 1969. At this point, Akaike was faced with the inevitable and thorny issue of order determination, for his collaborators kept calling him up for an appropriate order in their AR models. Out of necessity, Akaike developed the Final Prediction Error (FPE) method by focusing (quite naturally in this context) his model building on prediction. It should be mentioned, however, that he retained some lingering liaison with the frequency‐domain: he introduced the relative spectral power diagnostic, which is a powerful tool still to be appreciated outside Japan.
On 16th March 1971, as Akaike was taking a seat in the morning commuter train on his way to his office in Tokyo, it suddenly dawned on him that the basic ideas behind the FPE could be used in a context much wider than AR modeling. By replacing a point prediction by a predictive distribution and bringing in the Kullback‐Leibler information in the space of distribution functions, the famous “An Information Criterion” (later more affectionately called the Akaike’s Information Criterion or AIC) was born! It takes the almost Einsteinian form of
AIC = ‐2(maximized log likelihood) + 2(number of free parameters).
Certainly by 1969, he knew before everybody else that the FPE (and hence also AIC) would lead to an inconsistent model selection if there exists a true model of finite order. In 1977, he proposed a Bayesian information criterion (ABIC), with +2 replaced by +O(lnN), that is similar to the BIC proposed by G. Schwarz in 1978 and leads to consistency. (It should be noted that inconsistency of the AIC‐type approach disappears for a non‐parametric AR model.) In 1977 and 1978, he made an excursion into the Bayesian territory. Although not many statisticians realize this, by adopting a Bayesian approach, he had already developed notions which, almost twenty years later, came to be called model uncertainty and model averaging. He also used the ABIC to select the prior distribution in a Bayesian framework. His brand of Bayesian thinking also led to significant advances in seasonal adjustments (via smoothness priors and hyper‐parameters) and the Stein’s problem, the former having points of contact with the currently topical “large P small N problem”. His excursion was, in many ways, not unusual because he always preferred estimation to hypothesis testing, arguing that the only place for the latter is in quality control. However, it is doubtful if he could ever pass the infamous ‘cricket test’ to be accepted as a full Bayesian citizen. In the 1980s, he systematized his AIC approach into what he called the Entropy Maximization Principle based on the entropy developed by L. Boltzmann in statistical mechanics in the 1870s, thus concluding his predictive approach to statistical modelling. On judging by the phenomenal impact of AIC in almost every field of science and technology, there is no doubt that AIC is an intellectual achievement of the highest order. The Kyoto prize in 2006 came as no surprise.
Besides AIC, in the 1970s Akaike obtained a deep result concerning the abstract, control engineering notion of state: in a stochastic system, he identified it as the basis vector of the linear space spanned by the k‐step‐ahead linear least‐square predictors for k ≥ 0. This work was inspired by the visit to his Institute by the control engineer (later also a Kyoto prize winner) Rudolf Kalman in 1971. In 1974, this work culminated in a Markovian representation of stochastic processes, with which he addressed the fundamental issue of identifiability in multivariable autoregressive moving average models as well as block Toeplitz matrix inversion. In all these, his dexterity with control theory, à la Kalman, and time series analysis was in dazzling display. Akaike also turned his attention to bio‐medical applications in the 1970s. As a practical man at heart, he paid particular attention to the development of free software to accompany his theoretical results throughout his research career. The famous TIMSAC package (in its several editions) has played an important role in popularizing the use of time series methods in analyzing dynamic data.
Ayako died suddenly of subarachnoid haemorrhage in 1983, throwing Akaike into deep depression. It was the loving devotion of his three daughters, Yumi, Chie and Maki, that sustained Akaike during this painful period. Later with their encouragement, he re‐married. The tender care of his new wife, Mitsuko, restored him peace and calmness and gradually brought him happiness that lasted till his end. From 1986 to 1994, he spent most of his time and energy running the ISM as its Director General. There were challenges. The most serious one entailed his rallying international support for the ISM to be allowed to continue to exist as a purely research institution. That it remains largely so to‐date, with the additional mandate to train postgraduates, owes much to his international standing and negotiation skills. He was the Founding Head of the first Department of Statistical Science in Japan, within the Graduate University of Advanced Study. He served on the Science Council of Japan and was instrumental in instituting a grant system to enable Japanese statisticians to have, for the first time, direct access to research grants. However, the inevitable effects of ageing and the directorship of a large organization both combined to reduce gradually the intensity of research for the post­sixty‐year‐old Akaike, but sparks of creativity remained visible till almost his last breath.
Retirement marked the beginning of the post‐time‐series or the final phase. Thus, in 1994, he became, as he told me with a touch of humour, “a house‐husband with a working wife”. He also took up golf. As somebody never content to be a mere amateur, he set about uncovering the secrets underlying golf‐swing action. He recounted that he found them when he was forced to lie in bed during a long period of illness; the restriction of movement enabled him to probe the different basic modes of swing with the result of a deeper understanding of the swing action. In 2001 and 2003, he developed a semi‐philosophical approach to the art of modelling: he seemed to claim that information had three sources, namely objective knowledge, empirical findings and observational data. And we should utilize all of them in building a statistical model, bearing in mind the role played by the objective of the modeling.
Akaike was widely honoured. Among the most notable ones are the Purple Ribbon Medal and the Asahi Prize, which are two of the highest honours in Culture and Science in Japan, and the Kyoto Prize, which is one of the highest honours in science in the world. Thanks to his unusually good command of the English language, he was an ideal ambassador for Japanese statistics. He was active on the international scene: Council member of the International Statistical Institute; visiting professor to Stanford, Hawaii, the University of Manchester Institute of Science and Technology (where I first met him in 1973), Harvard, the Chinese Academy of Sciences; co­organisers of US‐Japan Time Series Conferences; Honorary Fellow of the Royal Statistical Society, UK; and others.
Akaike was always very kind to young researchers. Under his guidance, a generation of Japanese time series analysts has emerged from the ISM: Genshiro Kitagawa (currently Director General of the ISM), Makio Ishiguro and others. Speaking for myself, I can still remember the many exciting hours I spent studying his selection of important papers written by others (many of his own papers were still in boxes yet to be opened), all bearing his personal marginal notes in his neat handwriting. The experience was magical: I was given a Narnia wardrobe with which I found a New World. All this was made possible for me, during my six‐month visit in 1974, by sharing half of his Japanese‐size office and having free access to his private library.
At the beginning, Akaike started his youth‐hood by being deeply troubled by the `meaninglessness of life’. He told me that he once contemplated suicide in the 1940s. It was watching the gold‐fish swimming freely in the pond that gave him a ray of hope. In the end, he completed his life’s journey by transforming the ray of hope into the brilliance of a star. He will always be remembered by those whose life trajectories have been fortunate to touch his, however briefly, as a most gentle person of great intellect, integrity and generosity. Now that he has left us forever, the world has lost one of its most innovative statisticians, the Japanese people have lost the finest statistician in their history and many of us a most noble friend.
Howell Tong
5th November 2009 version iii