Contact Information:
Audrey Béliveau
Research Interests
My research is mainly concerned with Bayesian hierarchical modeling and is motivated by applications in a variety of fields, namely ecology and epidemiology. A lot of the problems I work on involve the integration of multiple sources of data in a single analysis (e.g. network meta-analysis in epidemiology and integrated population modeling in ecology). I have a number of interdisciplinary collaborations with academics as well as industry partners.
Contact Information:
Christian Boudreau
Research interests
Professor Boudreau's research interests include survival analysis, event history analysis, survey sampling, and longitudinal data.
Contact information:
Ryan Browne's personal website
Research interests
Ryan’s current research focus is model-based clustering and classification. In addition he is interested in measurement models, specifically in assessing the quality of a measurement system. This work was the focus of his PhD thesis.
Contact Information:
Jun Cai
Research interests
Professor Jun Cai's research interests are in the fields of actuarial science, applied probability, and mathematical finance, with focuses currently on quantitative risk management for insurance and finance, insurance decision problems, dependence modelling, and risk analysis with model uncertainty.
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,
Contact Information:
My personal website
My books with Jerry Lawless
Biostatistics graduate 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.
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.
Contact Information:
Charmaine Dean
Role & Research Interests
Charmaine Dean is Vice-President, Research and Professor in the Department of Statistics and Actuarial Science at the University of Waterloo. Her research interest lies in the development of methodology for disease mapping, longitudinal studies, the design of clinical trials, and spatio-temporal analyses. Much of this work has been motivated by direct applications to important practical problems in biostatistics and ecology. Her current main research applications are in survival after coronary artery bypass surgery, mapping disease and mortality rates, forest ecology, fire management, smoke exposure estimation from satellite imagery, and modeling of temporary and intermittent stream flow for flood analysis and predictions.
Contact Information:
Liqun Diao
Research Interests
I am interested in developing and applying data-driven statistical methods and machine learning algorithms to advance knowledge in fields including medicine, public health, and insurance. I have been working on a broad spectrum of areas including recursive partitioning learning, causal inference, dependence modelling, Bayesian methods, and two-phase design.
Contact Information:
Steve Drekic
Steve Drekic's Google Scholar profile
Research interests
Professor Drekic has co-authored over 40 articles, and has published in key journals across several disciplines, including actuarial science, operations research, and statistics. His work has garnered particular attention in the fields of applied probability, insurance risk/ruin theory, and queueing theory. Professor Drekic's expertise lies in the use of probabilistic/stochastic techniques with advanced computational methods to analyze mathematical problems arising in several different application areas.
Contact Information:
Joel Dubin
Health Data Science Lab (HDSL) Lead:
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.
Contact Information:
Ben Feng
Research Interests
Professor Feng’s research interests include quantitative risk management, financial engineering, Monte Carlo simulation design and analysis, and nonlinear optimization.
Professor Feng is particularly interested in the intersection of these fields such as statistical machine learning, portfolio optimization, efficient simulation algorithms for risk management, etc. My professional background in actuarial science guides my research towards applying advanced theoretical methodologies to solve complex practical problems.
Contact Information:
Ali Ghodsi
Research interests
Machine learning, Deep learning, Computational statistics, Dimensionality reduction, Natural language processing, Bioinformatics.
Professor Ghodsi's current research sweeps across a broad swath of AI encompassing machine learning, deep learning, and dimensionality reduction. He studies theoretical frameworks and develops new machine-learning algorithms for analyzing large-scale data sets, with applications in natural language processing, bioinformatics, and computer vision. Dr. Ghodsi's work has been published extensively in high-quality proceedings and journals. He is the co-author of the "Elements of Dimensionality Reduction and Manifold Learning" (Springer) and several US patents. His popular lectures on YouTube have more than one million views. View a complete list of his online lectures.
My research is mainly concerned with model uncertainty and the modern theory of choice under uncertainty and ambiguity, and with their use and applications in insurance, risk measurement and management, quantitative behavioral finance, and the theory of risk sharing.
More information on my personal webpage.
Contact Information:
Mary Hardy
Research:
My research focuses on risk management strategies for long term contingent risks. The work is problem-driven, using theory and methodology from financial engineering, statistics and actuarial science. Much of my current research seeks to measure and promote fairness, efficiency and transparency in the design and implementation of insurance and pension risk solutions.
Contact Information:
Aukosh Jagannath
Research Interests
I am a mathematician working at the interface of mathematical physics, mathematical data science, optimization, and high-dimensional statistics. There are deep connections and analogies arising at the interface of these four fields. The common threads tying them together are fundamental problems in mathematics. The goal of my research is to understand the statistical properties of high-dimensional, complex energy landscapes and how these properties affect the behaviour of algorithms and dynamical systems on these landscapes. I first began studying these questions from the perspective of statistical physics, with an emphasis on analyzing glassy systems. More recently, I have turned to analyzing the average case behaviour of optimization and sampling problems arising in combinatorics, data science, and high-dimensional statistics.
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.
Canada Research Chair, Risk Theory
Contact Information:
David Landriault
Research interests
Actuarial Science, Quantitative Risk Management, Applied Probability, Stochastic Process, Risk and Ruin Theory, Stochastic Control Problems in Insurance and Finance, Stochastic Modelling in Insurance
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.
Contact Information:
Johnny Li
Munich Re Chair
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.
Contact Information:
Pengfei Li
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.
Contact Information:
Fangda Liu
Research Interests
Dr. Liu’s research interests lie in actuarial science and quantitative risk management. Her recent research focuses on the study of model uncertainty in (re-)insurance design problems and risk aggregation problems.
Research interests
I enjoy working on a variety of applied problems, for which statistical and computational methodologies fall under the three following themes.
