University COVID-19 update

The University of Waterloo is constantly updating our most Frequently Asked Questions.

Questions about buildings and services? Visit the list of Modified Services.

Please note: The University of Waterloo is closed for all events until further notice.

Professors profiles

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.

Jeroen de Mast

Jeroen de Mast

Professor

Contact information

Jeroen de Mast

Academic Director, Jheronimus Academy of Data Science

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

Associate 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.

Photo of Greg Rice

Greg Rice

Assistant Professor

Contact Information:
Greg Rice
 

Research interests

Greg’s current research interests are: Functional Data Analysis, Time Series Analysis, Change Point Analysis, Panel Data, and Central Limit Theory for Stationary Processes.

David Saunders

David Saunders

Director - Master of Quantitative Finance Program / Associate Professor

Contact Information:
David Saunders

David Saunders's personal website

Research interests

Decision making under uncertainty is prevalent in all human endeavours. The pervasive need to make critical decisions while faced with imperfect knowledge of the future is perhaps most acute in the area of finance. This has resulted in a commensurate demand for tools that allow market participants to analyze and manage their risks effectively. Professor Saunders' research focuses on the application of stochastic optimization and probability, particularly to problems in finance.

Alexander Schied

Alexander Schied

Professor

Contact Information: 

Alexander Schied

Alex Schied's Google Scholar profile

Research Interests

Alexander Schied’s research is in probability theory and stochastic analysis with applications to mathematical finance and economics. Recent research topics include risk measurement and risk management, modeling and optimization in finance and economics, robustness and model uncertainty, and issues arising from market microstructure and price impact. Together with Hans Föllmer he co-authored the book Stochastic Finance: An Introduction in Discrete Time. He holds a doctoral degree in mathematics from the University of Bonn.

Matthias Schonlau

Matthias Schonlau

Professor

Contact Information:
Matthias Schonlau

Matthias Schonlau's personal website

Research interests

Professor Schonlau's research interests include applied survey sampling and survey methodology, statistical machine learning from text data such as open-ended questions as well as software implementation.

Yi Shen

Yi Shen

Assistant Professor

Contact Information:
Yi Shen

Personal Website

Alla Slynko

Research Assistant Professor
Christopher Small

Christopher Small

Professor Emeritus

Contact Information:
Christopher Small

Christopher Small's personal website

Research interests

Professor Small's research interests are in statistical inference, including estimating functions; and some areas of statistical geometry, including the statistical analysis of shape. Recently, he has been working on a book on asymptotic techniques.

Stefan Steiner

Stefan Steiner

Professor

Contact Information:
Stefan Steiner

Watfactory virtual manufacturing process information (PDF)
Watfactory virtual manufacturing process login

Research interests

Professor Steiner's research interests cover the broad area of business and industrial statistics focusing on process improvement. The overall goal of his research is the development of innovative ways to use process data and statistical methods to drive process improvement and variation reduction.

Nathaniel Stevens

Nathaniel Stevens

Assistant Professor

In general Nathaniel is interested in using data to make decisions, solve problems, and improve processes. Specifically, his research interests lie at the intersection of data science and industrial statistics. He is interested in methodological developments in experimental design and A/B testing, process monitoring and network surveillance, reliability and survival analysis, and the assessment and comparison of measurement systems. Recently Nathaniel has developed a family of comparative probability metrics that may be used in place of traditional hypothesis tests in any setting that requires a comparison of statistical quantities. 

Cyntha Struthers

Cyntha Struthers

Associate Professor

Math Faculty Teaching Fellow

Contact Information:
Cyntha Struthers

Research interests

Methods for modelling continuous-time longitudinal data subject to missingness.

Ken Seng Tan

Ken Seng Tan

Professor

Sun Life Fellow in International Actuarial Science, Chief Actuarial Advisor,  Risk Management, Economic Sustainability, and Actuarial Science Development in Indonesia (READI)

Contact Information:
Ken Seng Tan

Research interests

Professor Tan held a Canada Research Chair in Quantitative Risk Management. His research interests lie at the intersection of actuarial science, finance, mathematics, and statistics. Much of his work relates to the development and implementation of innovative approaches to risk management, scientific computation, and optimal reinsurance.

Michael Wallace

Michael Wallace

Assistant Professor

Contact information:

Michael Wallace

Michael Wallace's Personal Website

Research interests

My primary research interest is in causal inference, with a specific focus on dynamic treatment regimes and personalized medicine. Dynamic treatment regimes are sequences of decision rules that take subject-level data (such as age, health status, or prior treatment) as input and recommend actions (such as which drug to take) as output. Working with longitudinal datasets, my work focuses on deriving methodologies that help identify the sequence of treatment decisions that yields the best expected outcome.

More generally, I am interested in identifying new ways to apply methods from different disciplines in new settings. This includes modifying methodology from one area of statistics so that it may be applied in a different area, or through applying statistical methods to novel problems in the 'real world' of data analysis.

Ruodu Wang

Ruodu Wang

Associate Professor; University Research Chair

Contact Information:
Office: M3 3122
Phone: 519-888-4567, ext. 31569
Email: wang@uwaterloo.ca

Ruodu Wang's personal website

Chengguo Weng

Chengguo Weng

Associate Professor

Contact Information:
Chengguo Weng

Chengguo Weng's personal website

Research interests

Professor Weng’s research interests span a broad spectrum of scientific disciplines from actuarial science, finance to probability, statistics and stochastic optimization. The primary objective of Professor Weng’s research is to develop innovative risk assessment methods and prioritization strategies for actuarial and financial risk management.

Gord Willmot

Gord Willmot

Professor

​Munich Re Chair in Insurance

Contact Information:
Gord Willmot

Research interests

Professor Willmot's research interests involve the analysis of insurance losses, with particular emphasis on the theory and application of aggregate claims models and models for the insurer's surplus associated with a particular block of insurance business. His main approaches to the study of these models involves a variety of analytical tools, including those from applied probability and mathematical reliability theory.

Tony Wirjanto

Tony Wirjanto

Professor

Contact Information:
Tony Wirjanto

Tony Wirjanto's personal website

Research interests

Professor Wirjanto's research interests lie in the intersection between statistics and econometrics. In particular he conducts research in the field of financial time series with a focus on volatility modeling/forecasting and financial risk management, and in the field of financial mathematics with a focus on portfolio optimization in a high-dimensional setting and on global climate change risks.

Changbao Wu

Changbao Wu

Associate Chair/Professor

Contact Information:
Changbao Wu

Changbao Wu's personal website

Research interests

Professor Wu has a primary research interest in the design and analysis of complex surveys. His research also covers more broad topics including semiparametric and nonparametric methods, resampling (jackknife and bootstrap) techniques, missing data and measurement error problems. He has worked extensively on empirical likelihood (EL) methods and related computational procedures, with strong interest in developing R packages for practical implementations of the EL methods.

Pages