Mylène BédardView profile
Professor
Mylène Bédard is a Full Professor in the Department of Mathematics and Statistics at Université de Montréal. She holds a Ph.D. from the University of Toronto (2006) and oversees the graduate programs in statistics. Her research focuses on computational statistics, Bayesian methods, and Markov Chain Monte Carlo (MCMC) algorithms, with emphasis on optimal scaling, algorithm efficiency, and robust statistical inference. She has collaborated on topics such as MALA algorithms, hierarchical models, and risk theory in actuarial science. Her teaching spans advanced courses in actuarial science (e.g., risk theory, financial mathematics) and statistical theory (e.g., Bayesian inference, survival analysis). She has supervised over 20 graduate students, many of whom have received prestigious awards including the Prix Serge-Tardif and Prix Constance-van Eeden. Her work integrates theoretical advancements with practical applications in finance, climatology, and healthcare. Key research themes include adaptive MCMC methodologies, Bayesian robustness, and computational techniques for high-dimensional data. Recent projects involve regional adaptive algorithms, non-stationary phase analysis of MALA, and geometric approaches to Bayesian marginalization. Her contributions bridge statistical theory and computational innovation, addressing challenges in sampling efficiency and algorithmic convergence.







