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Research

Faculty & their Research Interests

D.R. Bellhouse, Ph.D., (Waterloo), Professor
        - Sample Survey theory and methods
        - Analysis of complex survey data
        - Applications to archaeology and history
        - History of probability and statistics

W.J. Braun, Ph.D. (Western), Professor, Graduate Chair
        - Inference for stochastic processes interacting particle 
          systems, point process
        - Bootstrapping techniques
        - Smoothing techniques
        - Analysis of Markov chains with block-structured
          transition matrices
        - Industrial statistics: control charts, reliability

M. Davison, Ph.D., (UWO), Professor
        - Energy finance
        - Options pricing
        - Portfolio optimization
        - Real options (with application in Defence and Medicine)

W. He, Ph.D., (Waterloo), Assistant Professor
        - Multivariate lifetime data analysis
        - Microarray gene expression data analysis
        - Analysis of longitudinal data
        - Analysis of missing data
        - Data mining

B. Jones, Ph.D., F.S.A.  (Waterloo), Professor, Department Chair
        - Actuarial Science
        - Risk Theory
        - Long Term Care
        - Insured Lives Mortality

R.J. Kulperger, Ph.D., (Carleton), Professor
        - Inference for stochastic processes, interacting particle systems, point
process

        - Bootstrapping techniques
        - Smoothing techniques
        - Asymptotic methods in statistics

X. Liu, Ph.D., (Toronto), Assistant Professor
        - Actuarial Science

        - Mathematical Finance
        - Stochastic Processes

R. S. Mamon, Ph.D., (Alberta), Assistant Professor, Undergraduate Chair
        -
Quantitative finance
        - Applications of stochastic processes to financial and actuarial modelling
        - Optimal estimation of Markov-modulated models: filtering, smoothing and prediction

A.I. McLeod, Ph.D., (Waterloo), Professor
        - Time Series analysis
        - Wavelet methods for time series
        - Data visualization
        - Massive datasets and data mining
        - Neural networks for forecasting
        - Statistical computing
        - Bayesian analysis
        - Statistical software development

D. J. Murdoch, Ph.D. (Carleton), Professor
        - Applied Statistics
        - Bayesian Methods
        - Statistical computing
        - Statistical graphics
        - Statistics of orientation data

Ian B. MacNeill, PhD (Stanford) Professor Emeritus
        - Time series analysis and forecasting
        - Changepoint and changeboundary  problems
        - Limit theory for partial sum sequences and for iterated partial sum sequences
        - Modeling and forecasting rates of morbidity and mortality of chronic diseases
        - Monitoring methods for early detection of outbreaks of infections
        - Forecasting the extent of detected outbreaks of infections

 S.B. Provost, Ph.D, A.S.A., (McGill), Professor
        - Multivariate statistical analysis
        - Probabilistic models in environmental sciences
        - Serial correlation
        - Inference with incomplete data
        - Distribution theory, special functions
        - Quadratic forms, theory and applications
        - Functional linear models
        - Iterative techniques in actuarial science
        - Tests of exponentiality

J. Ren, Ph.D., (Temple), Assistant Professor
        - Catastrophe insurance
       
- Actuarial Science
        - Risk management

H.S. Sendov, Ph.D., (Waterloo), Assistant Professor
       
- Optimization
        - Variational Analysis
        - Financial Mathematics

K.P. Sendova (nee Pavlova), Ph.D., (Waterloo), Assistant Professor
       
- Ruin theory
        - Risk theory
        - Actuarial applications of reliability theory

D.A. Stanford, Ph.D., (Carleton), Professor
        - Queueing theory
        - Performance analysis and simulation
        - Prediction, estimation and correlation
        - Telecommunications applications
        - Risk Theory
        - Optimization and mathematical programming

B.J. White, Ph.D., (Waterloo), Assistant Professor
        - Statistical Education
          (incorporating technology, service-learning,
          improving student engagement)

       
- Biostatistical Applications
          (interval-censoring, multi-state models,
          mismeasured covariates)

H. Yu, Ph.D. (Carleton), Professor
        - Limit theorems
        - Strong approximation
        - Invariance principle
        - Complete convergence
        - Bootstrap
        - Empirical reliability
        - (Spatial) linear regression models
        - Computer simulations
        - Spatial statistics

R. Zitikis, Ph.D. (Vilnius), Associate Professor
 
       - Actuarial science
        - Econometrics
        - Mathematical analysis
        - Probability theory
        - Reliability engineering
        - Statistical inference
        - Stochastic processes
        - Survival analysis

 

 

UWO & External Links


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