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 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
Watch the recording on Zoom - use password SASreplay1!
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