July 16, 2020 -- Elias Masry, a pioneer in the theory and application of stochastic processes and professor emeritus at the University of California San Diego, passed away on March 17, 2020 in La Jolla, California. He was 83.
Professor Masry was born January 7, 1937, and grew up in Israel. He received B.Sc. and M.Sc. degrees in Electrical Engineering from the Technion-Israel Institute of Technology, in 1963 and 1965 respectively, and an M.S. in Electrical Engineering from Princeton in 1966. He earned his Ph.D. in Electrical Engineering in 1968 from Princeton University, and he joined the UC San Diego faculty that same year. He was a member of the Communications Theory and Systems group in the Electrical and Computer Engineering Department at the UC San Diego Jacobs School of Engineering and remained on the faculty until his retirement in 2009.
Professor Masry’s distinguished research career spanned four decades and his work covered a wide range of topics in communication systems, signal processing, and mathematical statistics. He was a meticulous researcher whose work was rigorous and precise. The first two decades of Professor Masry’s research made seminal contributions to the fundamental aspects of stochastic processes and involved questions of representations, modeling and estimation. His work made extensive contributions in the areas of covariance, spectral, and probability density estimation, inverse problems in nonlinear systems, optimal sampling designs, Monte Carlo integration, deconvolution methods in probability density and regression functions estimation, to mention a few. In addition to developing novel methods for estimation, his work always involved a rigorous analysis characterizing the quality of the estimation method, usually as a function of the number of samples. In the last two decades of his research work, he continued to make contributions to the theory of representing and processing of stochastic processes. A sampling of his contributions include local polynomial regression fitting for short-range and long-range dependent data, wavelet representation of stochastic processes and applications to function estimation, estimation and identification of stationary nonlinear ARCH and ARX systems, and sampling theorems for stochastic processes. In addition to the theoretical work, his work addressed important problems in digital communications and signal processing which clearly benefited from his expertise in stochastic processes. This included interference rejection in spread-spectrum communication systems, analysis of adaptive filtering algorithms, and the design and analysis of multi-antenna wireless communication systems.
Professor Masry was elected a Fellow of IEEE in 1986 for his contributions to the theory of stochastic processes and time series analysis in sampled data systems and digital communication systems. He served as Associate Editor for Stochastic Processes for the IEEE Transactions on Information Theory 1980-83 and was the Publications Chairman of the 1990 International Symposium on Information Theory in San Diego. He was honored by his students in Electrical and Computer Engineering with the Graduate Teaching Award in 2000 and the Undergraduate Teaching Award in 2001.
He will be deeply missed by his family, his colleagues and friends, and the UC San Diego community. He is survived by his sister Rachel Shasha and her two daughters and five grandchildren, and by his brother Sami Metser and his wife, two sons and two grandchildren.
An event celebrating his life will be organized when campus can resume large social gatherings again.