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.
2024 Distinguished Lectures
Paul Gustafson
Paul Gustafson is a Professor in the Department of Statistics at the University of British Columbia, Vancouver. He is a Fellow of the American Statistical Association, the 2008 recipient of the CRM-SSC Prize in Statistics, and the 2020 Gold Medallist of the Statistical Society of Canada. His research interests include Bayesian methods, causal inference, evidence synthesis, measurement error, and partial identification. He has authored two books: Measurement Error and Misclassification in Statistics and Epidemiology: Impact and Bayesian Adjustments (2004, Chapman and Hall / CRC Press), and Bayesian Inference for Partially Identified Models: Exploring the Limits of Limited Data (2015, Chapman and Hall / CRC Press). He was the Editor-in-Chief of the Canadian Journal of Statistics (2007-2009), and is currently the Special Editor for Statistical Methods for the journal Epidemiology. At UBC, Paul served as a founding Co-director of the Master of Data Science program, and he will soon embark upon a second term as Head of the Department of Statistics.
Thursday, October 17, 2024
Bhramar Mukherjee
Bhramar Mukherjee is John D. Kalbfleisch Distinguished University Professor, Siobán D. Harlow Collegiate Professor of Public Health, and Chair of Biostatistics; Professor of Epidemiology and Global Public Health, UM School of Public Health. She is Associate Director for Quantitative Data Sciences, University of Michigan Rogel Cancer Center as well as Assistant Vice President for Research for Research Data Services Strategy. Bhramar is the founding director of the University of Michigan’s summer institute on Big Data (BDSI). Her research interests include statistical methods for analysis of electronic health records, studies of gene-environment interaction, Bayesian methods, and shrinkage estimation, with strong collaborative areas mainly in cancer, cardiovascular diseases, reproductive health, and exposure science. She has co-authored more than 380 peer-reviewed publications in a variety of prestigious academic journals. She is the recipient of many awards for her scholarship, service, and teaching at the University of Michigan and beyond, including a membership with the National Academy of Medicine. Bhramar and her team took an active role in modeling the SARS-CoV-2 virus trajectory in India during the COVID-19 pandemic, which has been covered by major media outlets across the world.
The Data Struggle of the Unseen
Thursday, June 13, 2024
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
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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
2022 Distinguished Lectures
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 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 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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2020 Distinguished Lectures
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
2019 Distinguished Lectures
Xiao-Li Meng
Whipple V. N. Jones Professor of Statistics at Harvard University; and the Founding Editor-in-Chief of Harvard Data Science Review.
Thursday October 16, 2019
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
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
2018 Distinguished Lectures
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
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
2017 Distinguished Lectures
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
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
2016 Distinguished Lectures
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
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
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 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.
Thursday September 24, 2015
William Woodall
Professor of Statistics in Department of Statistics, Virginia Tech University.
Monitoring and Improving Surgical Quality
Thursday May 14, 2015
2014 Distinguished Lectures
Eduardo S. Schwartz
Professor of Real Estate and Professor of Finance, Anderson Graduate School of Management at the University of California, Los Angeles.
The real options approach to valuation: challenges and opportunities
Thursday, September 25, 2014
Art B. Owen
Professor of statistics at Stanford University, where he has held a faculty position since 1985.
Wednesday, May 14, 2014
2013 Distinguished Lectures
Jerome Friedman
Professor of statistics at Stanford University, where he has held a faculty position since 1982.
Sparsity, boosting and ensemble methods
Friday, September 13, 2013
David Spiegelhalter
Winton Professor of the Public Understanding of Risk in the Statistical Laboratory at the University of Cambridge.
Don't know, can't know: communicating risk and deeper uncertainty
Thursday January 10, 2013