David Sprott Distinguished Lecture Series

Professor David Sprott was the first Chair (1967-1975) of the Department of Statistics and Actuarial Science at the University of Waterloo and first Dean of the Faculty of Mathematics (1967-1972). The David Sprott Distinguished Lecture Series was created in recognition of his tremendous leadership at a formative time of our department, as well as his highly influential research in statistical science.

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2023 Distinguished Lectures

Jeffrey Rosenthal

Jeffrey Rosenthal

Jeffrey Rosenthal is a professor of Statistics at the University of Toronto, specialising in Markov chain Monte Carlo (MCMC) algorithms. He received his BSc from the University of Toronto, and his PhD in Mathematics from Harvard University. He was awarded the 2006 CRM-SSC Prize, the 2007 COPSS Presidents' Award, the 2013 SSC Gold Medal, and fellowship of the Institute of Mathematical Statistics and of the Royal Society of Canada. He has published over one hundred research papers and five books (including the bestseller Struck by Lightning: The Curious World of Probabilities). Learn more on his web site.

Speeding up Metropolis using Theorems

Friday, October 27, 2023

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Vladimir Vovk

Vladimir Vovk

Vladimir Vovk is Professor of Computer Science at Royal Holloway, University of London. His research interests include machine learning and the foundations of probability and statistics. He was one of the founders of prediction with expert advice, an area of machine learning avoiding making any statistical assumptions about the data. In 2001 he and Glenn Shafer published a book ("Probability and Finance: It's Only a Game") on new game-theoretic foundations of probability; the sequel ("Game-theoretic Foundations for Probability and Finance") appeared in 2019. His second book ("Algorithmic Learning in a Random World", 2005), co-authored with Alex Gammerman and Glenn Shafer, is the first monograph on conformal prediction, method of machine learning that provides provably valid measures of confidence for their predictions; an expanded and updated second edition has just been published (December 2022). His current research centres on applications of game-theoretic probability to statistics and machine learning.

Nonparametric prediction and testing

Friday, June 2, 2023

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2022 Distinguished Lectures

Stephen Senn

Stephen Senn

Stephen Senn has worked as a statistician but also as an academic in various positions in Switzerland, Scotland, England and Luxembourg. From 2011 to 2018 he was head of the Competence Center for Methodology and Statistics at the Luxembourg Institute of Health. He is the author of Cross-over Trials in Clinical Research (1993, 2002), Statistical Issues in Drug Development (1997, 2007,2021), Dicing with Death (2003,2022) and in 2009 was awarded the Bradford Hill Medal of the Royal Statistical Society. In 2017 he gave the Fisher Memorial Lecture. He is an honorary life member of PSI and ISCB.

Whatever Happened to Design-Based Inference? 

Thursday, September 22, 2022

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Viktor Todorov

Viktor Todorov

Viktor Todorov is Harold H. Hines Jr. Professor of Risk Management and Professor of Finance at the Kellogg School of Management, Northwestern University. Professor Todorov is a Fellow of the Society for Financial Econometrics and the Journal of Econometrics. His research interests are in the areas of theoretical and empirical asset pricing, econometrics and applied probability. He has published extensively in these fields. His recent work focuses on the robust estimation of asset pricing models using high-frequency financial data as well as the development and application of parametric and nonparametric methods of inference for studying risks and risk premia using derivatives markets data. He currently serves as a Co-Editor for Econometric Theory, and is on the editorial board of a number of leading academic journals, including Econometrica and the Journal of Econometrics. He received his PhD in Economics from Duke University in 2007.

Recalcitrant Betas: Intraday Cross-Sectional Distributions of Systematic Risk

Friday, October 14, 2022

2021 Distinguished Lectures

Christian Genest

Christian Genest

Christian Genest is Professor of Statistics, Canada Research Chair in Stochastic Dependence Modeling, and a fellow of the Trottier Institute for Science and Public Policy at McGill University. A graduate of the University of British Columbia (1983), he held previous posts at Carnegie-Mellon University (1983-84), the University of Waterloo (1984-87), and Université Laval (1987-2010). His main research interests are in multivariate analysis, non-parametric inference, and extreme-value theory. He has published in a broad range of journals and collaborates often with researchers in finance, insurance, and environmental science. He was a pioneer of the copula approach to dependence modeling and his work in the area is widely cited. He was the 2011 recipient of the Statistical Society of Canada Gold Medal and was elected a Fellow of the Royal Society of Canada in 2015. He received a Humboldt Research Prize in 2019 and the 2020 John L. Synge Award. Genest has also served in numerous professional and editorial capacities, notably as President of the Statistical Society of Canada (2007-08) and Editor-in-Chief of the Journal of Multivariate Analysis (2015-19).

Bayesian Hierarchical Modeling of Spatial Extremes 

Thursday November 4, 2021

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Please use the password SASreplay1! to access any Zoom recordings.

2020 Distinguished Lectures

Trevor Hastie, Stanford University

Trevor Hastie

Trevor Hastie is the John A. Overdeck Professor of Mathematical Sciences, Professor of Statistics and Professor of Biomedical Data Science at Stanford University. Dr. Hastie is known for his research in applied statistics, particularly in the fields of statistical modeling, bioinformatics and machine learning. He has published six books and over 200 research articles in these areas.  Prior to joining Stanford University in 1994, Dr. Hastie worked at AT&T Bell Laboratories for 9 years, where he contributed to the development of the statistical modeling environment popular in the R computing system. He received a B.Sc. (hons) in statistics from Rhodes University in 1976, a M.Sc. from the University of Cape Town in 1979, and a Ph.D from Stanford in 1984. In 2018 he was elected to the National Academy of Sciences.

Predictive Models in Health Research 

Thursday December 3, 2020

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2019 Distinguished Lectures

mengxiao li

Xiao-Li Meng

Whipple V. N. Jones Professor of Statistics at Harvard University; and the Founding Editor-in-Chief of Harvard Data Science Review.

Building Deep Statistical Thinking for Data Science 2020: Privacy Protected Census, Gerrymandering, and Election

Thursday October 16, 2019

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Hans Föllmer

Professor Emeritus of Mathematics at Humboldt University in Berlin. He received numerous awards, including the Prix Gay-Lussac/Humboldt of the French Government, the Georg-Cantor medal of the German Mathematical Society.

Optimal Transport, Entropy, and Risk Measures on Wiener space

Thursday September 26, 2019

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Damir Filipovic

Damir Filipović 

Swissquote Chair in Quantitative Finance at the Ecole Polytechnique Fédérale de Lausanne (EPFL) and a Swiss Finance Institute Senior Chair

A Machine Learning Approach to Portfolio Risk Management

Thursday April 25, 2019

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2018 Distinguished Lectures

Emery Brown

Emery Brown

Warren M. Zapol Professor of Anaesthesia at Harvard Medical School; an anesthesiologist at Massachusetts General Hospital (MGH); and the Edward Hood Taplin Professor of Medical Engineering and Computational Neuroscience at MIT

Uncovering the Mechanisms of General Anesthesia: Where Neuroscience Meets Statistics

Wednesday, October 17, 2018

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Pauline Barrieu

Pauline Barrieu

Professor of Statistics at the London School of Economics and Political Science, where she is Head of the Statistics Department and co-Director of the Centre for the Analysis of Time Series (CATS)

Assessing financial model risk

Monday June 25, 2018

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2017 Distinguished Lectures

susan smiling

Susan A. Murphy 

University of Michigan will be joining Harvard University in September 2017. Fellow of the College on Problems in Drug Dependence, member of the US National Academy of Sciences, the US National Academy of Medicine and a 2013 MacArthur Fellow.

Challenges in Developing Learning Algorithms to Personalize Treatment in Real Time

Thursday September 28, 2017

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Peter Diggle

Distinguished University Professor of Statistics in the Faculty of Health and Medicine, Lancaster University. He also holds Adjunct positions at Johns Hopkins, Yale and Columbia Universities.

A Tale of Two Parasites: how can Gaussian processes contribute to improved public health in Africa?

Thursday May 11, 2017

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2016 Distinguished Lectures

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David Donoho

Professor of Statistics and the Anne T and Robert M Bass Professor of the Humanities and Sciences at Stanford University.

Factor Models and PCA in light of the spiked covariance model

Thursday October 20, 2016

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Jack Kalbfleisch 

Emeritus Professor of Biostatistics and Statistics at the University of Michigan and Distinguished Emeritus Professor at the University of Waterloo.

Match making in a Kidney Paired Donation Program

Thursday October 6, 2016

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Martin Wainwright

Chancellor's Professor with a joint appointment between the Department of Statistics and the Department of Electrical Engineering and Computer Sciences, with the University of California at Berkeley.

Some new phenomena in high-dimensional statistics and optimization

Thursday May 12, 2016  

2015 Distinguished Lectures

Raymond Smiling

Raymond J. Carroll

Distinguished Professor of Statistics, Nutrition and Toxicology at Texas A&M University. He is a recipient of 1988 COPSS Presidents' Award and 2002 R. A. Fisher Lectureship.

Constrained maximum likelihood estimation for model calibration using summary-level information from external big data sources.

Thursday September 24, 2015  

William Smiling

William Woodall 

Professor of Statistics in Department of Statistics, Virginia Tech University.

Monitoring and Improving Surgical Quality

Thursday May 14, 2015 

2014 Distinguished Lectures

2013 Distinguished Lectures