Professors profiles

Christian Boudreau

Christian Boudreau

Research Associate Professor

Contact Information:
Christian Boudreau
 

Research interests

Professor Boudreau's research interests include survival analysis, event history analysis, survey sampling, and longitudinal data.

Jun Cai

Jun Cai

Professor

Contact Information:
Jun Cai

Research interests

Professor Cai's research interests are in the fields of actuarial science, applied probability, and mathematical finance, including distribution theory; insurance mathematics; modelling in insurance and finance; reliability; risk management; ruin theory; and stochastic ordering and stochastic dependence with applications in insurance and finance.

Shoja'eddin Chenouri

Shoja'eddin Chenouri

Associate Professor

Contact Information:
Shoja Chenouri

Research interests

Professor Chenouri's research interests include:

Data depth,  Multivariate nonparametric and robust methods for complete, censored and incomplete data,  Multivariate quality control,  Geometry of high-dimensional data,  Dimensionality reduction, 

Richard J. Cook

Richard J. Cook

Professor

Canada Research Chair, Statistical Methods for Health Research

Contact Information:
Richard J. Cook

My personal website
My book with Jerry Lawless
Biostatistics graduate program
Internship program

Research interests

My research interests include the development and application of statistical methods for public health. Specific areas of interest include the analysis of life history data, longitudinal data, incomplete data, sequential methods, multivariate analysis, clinical trial design, and the assessment of diagnostic tests.

Cecilia Cotton

Cecilia Cotton

Associate Professor

Contact Information:
Cecilia Cotton

Research interests

The underlying theme of my research interests is using longitudinal data to solve problems in public health:

Inference for comparing survival across multiple dynamic treatment regimens based on observational longitudinal data. Applications to epoetin dosing strategies for hemodialysis subjects with chronic kidney disease. Joint modeling of longitudinal and survival data in the context of causal inference.

Joel Dubin

Joel Dubin

Associate Professor

Contact Information:
Joel Dubin

Research interests

My primary research interest is in the area of methodological development in longitudinal data analysis, including for multivariate longitudinal data, where more than one outcome, (e.g., systolic and diastolic blood pressure) are each followed for individuals over time. Methods pursued for this type of data include the correlation of different longitudinal outcomes over time using curve-based methods, and incorporating lags and derivatives of the curves. I am also interested in change point and latent response models for longitudinal data, as well as prediction models, including the consideration of similarity to improve prediction accuracy.

Ali Ghodsi

Ali Ghodsi

Professor

Contact Information:
Ali Ghodsi

Ali Ghodsi's personal website

Research interests

Professor Ghodsi's research interests lie at the interface of statistics and computer science. They span a variety of areas in computational statistics particularly in the areas of machine learning and probabilistic modelling.

Peisong Han

Peisong Han

Assistant Professor

Contact Information:
Peisong Han


 

Research interests

My research interests focus on the development of new methodologies for statistical analysis with missing data along the line of semiparametric approaches, where only certain moments of the data distribution are specified. The main statistical tool I use is the empirical likelihood, which, despite its nonparametric nature, possesses many desirable properties similar to those of a parametric likelihood.

Mary Hardy

Mary Hardy

Professor

Contact Information:
Mary Hardy

Research interests

Professor Hardy's research interests cover aspects of solvency and risk management for both life insurance and pension plans. The major recent focus has been in financial risk management, at the interface of actuarial science and financial engineering. She also works on the econometrics of risk management, especially for actuaries, for whom long-term horizons and deep out-of-the-money risks provide different challenges to the usual risks of banking.

Marius Hofert

Marius Hofert

Assistant Professor

Contact Information:
Marius Hofert

Marius Hofert's personal website

Research interests

Marius Hofert is mainly interested in the development of mathematical, statistical and computational tools in copula modeling. He is known for his work on high-dimensional and hierarchical copula models. Marius is also interested in various aspects of computational statistics in a broader sense and in applications to quantitative risk management. Furthermore, he is an active developer, contributor and maintainer of statistical software in R.

Adam Kolkiewicz

Adam Kolkiewicz

Associate Professor

Contact Information:
Adam Kolkiewicz

Research interests

Professor Kolkiewicz's research interests are primarily in the areas of statistics and financial mathematics. In statistics, he has focused on statistical tools for time series analysis, robust methods of estimation, and asymptotic methods of inference.

David Landriault

David Landriault

Associate Professor

Canada Research Chair, Risk Theory

Contact Information:
David Landriault

Research interests

Risk theory, ruin theory, queuing theory, dependence modeling in actuarial science, risk models in actuarial science, and actuarial mathematics in life insurance.

Christiane Lemieux

Christiane Lemieux

Professor

Contact Information:
Christiane Lemieux

Christiane Lemieux's personal website

Research interests

Professor Lemieux is interested in quasi-Monte Carlo methods and their applications. These methods can be thought of as deterministic versions of the well-known and highly used Monte Carlo method. They are designed to improve upon the performance of Monte Carlo by replacing random sampling by a more uniform sampling mechanism based on low-discrepancy point sets. A major goal of Professor Lemieux's research is to improve the applicability of quasi-Monte Carlo methods to a wide variety of practical problems.

Bin Li

Bin Li

Assistant Professor

Contact Information:
Bin Li

Research interests

My research interests are in the fields of actuarial science, applied probability, and mathematical finance. In particular, my current research is mainly in insurance and finance driven problems using various stochastic control and stochastic analysis techniques.

Pengfei Li

Pengfei Li

Associate Professor

Contact Information:
Pengfei Li

Pengfei Li's personal website

Research interests

Professor Li's research interests concern some areas of statistics, including finite mixture model, asymptotic theory, empirical likelihood, inference with constraints, experimental design, and smoothing technique.

Johnny Li

Johnny Li

Associate Professor

Fairfax Chair in Risk Management

Contact Information:
Johnny Li

Research interests

Professor Li's research interests encompass the fields of stochastic mortality modeling, longevity risk securitization and financial risk management. In particular, he focuses on the technical issues entailed in the development of markets for longevity risk transfers, the measurement of uncertainty involved in estimating future mortality, and the demographic and financial risks associated with products such as reverse mortgages. He also works in the area of actuarial applications in law courts.

Kun Liang

Kun Liang

Assistant Professor

Contact Information:
Kun Liang

Research interests

Large-scale inference Statistical design and analysis of high-throughput genomic data Bayesian statistics Markov chain Monte Carlo
Martin Lysy

Martin Lysy

Assistant Professor

Contact Information:
Martin Lysy

Research interests

I enjoy working on a variety of applied problems, for which statistical and computational methodologies fall under the three following themes.

Jock MacKay

Jock MacKay

Adjunct Professor

Contact Information:
Jock MacKay

​Research interests

My research interests span a variety of areas in the application of statistical methods to the improvement of manufacturing processes, including experimental design and observational methods. In collaboration with my colleague Stefan Steiner, we have developed these methods into a system for reducing variation in process outputs. This work led to our book, Statistical Engineering.

Paul Marriott

Paul Marriott

Professor

Contact Information:
Paul Marriott

Research interests

Professor Marriott's research activity is split between theoretical and applied work.

David Matthews

David Matthews

Professor

Contact Information:
David Matthews

Research interests

Professor Matthews' research interests encompass the fields of biostatistics, quality improvement-especially in relation to health care-and statistical consulting. He is particularly concerned with finding effective ways to communicate statistical ideas and results to clinical researchers.

Don McLeish

Don McLeish

Professor

Contact Information:
Don McLeish

Research interests

Professor McLeish's research interests cover a variety of areas including probability and stochastic processes, statistical inference using estimating functions, and applications of Monte Carlo methods to finance.

Wayne Oldford

Wayne Oldford

Professor

Contact Information:
Wayne Oldford

Wayne Oldford's personal website


 

Research interests

Statistical reasoning, exploratory data analysis, data visualization, and the development of interactive computational environments that support these activities, comprise the broad areas of Professor Oldford's research interests.

Yingli Qin

Assistant Professor

Contact Information:
Yingli Qin

Yingli Qin's personal website

Research interests

Professor Qin's current research effort is mainly devoted to hypothesis testing for high-dimensional data with applications to gene sets testing and  estimating and testing for large dimensional covariance matrices using the random matrix theory.

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