جست‌وجوی استاد و پژوهشگر

Michael A. Newtonمشاهده پروفایل

استاد

• Biostatistics
• Genomics
• Computational Statistics
• +۵ مورد دیگر

Michael A. Newton is a Professor and Chair of the Department of Biostatistics and Medical Informatics at the University of Wisconsin–Madison, School of Medicine and Public Health. His research focuses on statistical methodologies for high-dimensional biomedical data, including cancer biology, immunology, and genomics. He is renowned for developing empirical Bayesian methods, stochastic models, and computational tools for analyzing molecular data. His work integrates statistical theory with interdisciplinary collaborations, contributing to advancements in translational biomedicine. Newton has held prestigious awards, including the Mortimer Spiegelman Award (2003) and the COPSS Presidents' Award (2004). He is an elected Fellow of the American Statistical Association and an elected Member of the International Statistical Institute. He leads the Biostatistics and Epidemiology Research and Design (BERD) core at the Institute for Clinical and Translational Research and is affiliated with the Carbone Comprehensive Cancer Center and the Center for Genome Science and Innovation. His teaching includes advanced courses in computational statistics, Bayesian analysis, and statistical methods in molecular biology. Newton directs graduate programs in Statistics and Biomedical Data Science, emphasizing interdisciplinary training.

Swati Chandnaمشاهده پروفایل

مدرس ارشد

• Statistics
• Data Science
• Network Theory
• +۳ مورد دیگر

Dr. Swati Chandna is a Senior Lecturer at the School of Computing and Mathematical Sciences, Birkbeck, University of London. She holds an honorary position as an Honorary Lecturer in Statistics at University College London (UCL) from January 2023 to January 2026. She earned her PhD in Statistics from Imperial College London in 2013. Her research focuses on statistical modeling, network analysis, and bioinformatics, with notable contributions to stochastic networks, single-cell genomic data analysis, and complex-valued signal processing. Teaching responsibilities include modules such as Bayesian Methods, Analysing Data, Statistical Analysis, and Project Applied Statistics. She serves as Admissions Tutor for Graduate Certificate and Diploma in Statistics for Data Science and as School Ethics Lead at Birkbeck. Her work bridges theoretical statistics with practical applications in genomics, environmental modeling, and biomedical research. Dr. Chandna’s recent research explores topics like covariate-driven network estimation, stochastic modeling of genomic data, and bootstrap techniques in source separation. Her publications reflect interdisciplinary collaboration across statistics, computer science, and life sciences.

• Functional Data
• Time Series Data
• Spatial Statistics
• +۶ مورد دیگر

Pramita Bagchi is an Assistant Professor in the Department of Biostatistics & Bioinformatics at The George Washington University (GWU), affiliated with the Milken School of Public Health. She holds a Ph.D. in Statistics from the University of Michigan and completed a postdoctoral fellowship at Ruhr Universitat Bochum in Germany. Her research focuses on developing statistical methodologies for analyzing dependent data, particularly in high-dimensional and functional contexts such as time series, spatial data, and functional observations. Education: Ph.D. in Statistics, University of Michigan, Ann Arbor Postdoctoral Research, Department of Mathematics, Ruhr Universitat Bochum Research Interests: Functional Data Analysis Spatiotemporal Modeling High-Dimensional Data Non-Parametric Inference Healthcare Applications Methodological Development for Biomedical Data Publications span statistical theory (e.g., functional time series analysis) and applied health research (e.g., heart transplant biomarkers, acculturation effects in immigrant health). Recent work emphasizes methodological innovations for complex data structures, blending theoretical rigor with real-world applications in cardiology and epidemiology. Grants & Collaborations: NSF Grant: "Empirical Frequency Band Analysis for Functional Time Series" (2022–2025) INOVA Hospital Grant: "Clinical Data Analytics in Cardiac Transplantation" (2020–2023) Teaching includes advanced courses like Mathematical Statistics I (STAT 872), reflecting her expertise in statistical theory and methodology.

Elena A. Eroshevaمشاهده پروفایل

استاد

• Hierarchical Modeling
• Longitudinal Data Analysis
• Latent Variable Modeling
• +۴ مورد دیگر

Elena A. Erosheva is a Professor in the Department of Statistics and Social Work at the University of Washington , where she also serves as the Associate Director of the Center for Statistics and the Social Sciences (CSSS). Her research focuses on hierarchical modeling , longitudinal data analysis , and latent variable models , with applications in social sciences, disability research, and health statistics. She has taught courses like Multivariate Data Analysis, Sample Survey Techniques, and Statistical Modeling with Latent Variables. Education : PhD in Statistics, University of Washington (2002) Current Research : Measuring gender-based homophily in collaborations, modeling life course transitions, partial mastery cognitive diagnosis models, and bias detection in grant review Scientific Awards : 2019 NIH Center for Scientific Review First Prize for Most Creative Idea for Detection of Bias in Peer Review 2013 Mitchell Prize, International Society for Bayesian Analysis 2015 ASA Student Paper Award (with Maryclare Griffin) Her students and postdoctoral researchers include Sheridan Grant, Y. Samuel Wang, and Jonathan Gruhl. She uses R software extensively in her teaching and research. Contact: erosheva@uw.edu | Personal Website

Giuseppe Cavaliereمشاهده پروفایل

استاد

• Time Series Econometrics
• Financial Econometrics
• Statistical Inference
• +۳ مورد دیگر

Giuseppe Cavaliere is a Full Professor of Econometrics at the University of Bologna (since 2006) and a Distinguished Research Professor at Exeter Business School. He holds affiliations with the University of Copenhagen and Aarhus University. His research focuses on time series econometrics, financial econometrics, statistical inference, and empirical macroeconomics. He serves as co-editor of the Journal of Econometrics and associate editor of the Journal of Time Series Analysis. Key roles include being an Elected Fellow of the International Association for Applied Econometrics (IAAE), Fellow of the Journal of Econometrics, and Research Fellow of the Granger Centre for Time Series Econometrics. He previously served as President of the Italian Econometric Association (SIdE). His publications appear in top journals like Econometrica, Annals of Statistics, and Journal of Econometrics. Current research emphasizes bootstrap inference, cointegration, and volatility modeling in nonstationary environments. His work addresses challenges in econometric theory, financial data analysis, and macroeconomic policy evaluation. Awards and recognitions highlight his contributions to econometric methodology and its applications in finance and macroeconomics. His advisory and editorial roles reflect his influence in shaping the field's theoretical and practical advancements.

Òscar Jordàمشاهده پروفایل

استاد

• Econometrics
• Macroeconomics
• Monetary Economics
• +۲ مورد دیگر

Òscar Jordà serves as Professor of Economics at the University of California, Davis and Senior Policy Advisor at the Federal Reserve Bank of San Francisco. His academic career bridges rigorous econometric methodology with practical monetary policy applications, maintaining active roles in both academic and central banking institutions. Dr. Jordà's research spans five major areas: econometric methodology (particularly local projections), macroeconomics, monetary economics, economic history, and international economics. His methodological innovations in local projections have transformed how economists estimate dynamic causal effects, providing alternatives to traditional VAR approaches with greater robustness to model misspecification. His historical work with Moritz Schularick and Alan Taylor on centuries of financial data has revealed critical patterns in credit cycles, financial crises, and their macroeconomic consequences. His recent publications demonstrate significant evolution in research focus from traditional monetary policy analysis toward contemporary challenges including pandemic economic impacts, climate economics, and labor market stress measurement. The methodological thread connecting these diverse topics remains his expertise in dynamic causal inference and time series analysis. Dr. Jordà maintains extensive editorial responsibilities across leading economics journals including as Co-editor of the International Journal of Central Banking, Guest Editor for the European Economic Review, and Associate Editor for both the Journal of Applied Econometrics and the Journal of International Economics. He previously served on editorial boards for the Journal of Business and Economic Statistics and the Journal of the Spanish Economic Association. As Founding Chair of the Spanish Business Cycle Dating Committee, he has contributed to establishing systematic historical chronologies of economic activity. His work with Schularick and Taylor has produced influential datasets covering bank credit, financial crises, and asset returns across 17 advanced economies since 1870, enabling unprecedented historical analysis of financial stability.

Karl Gregoryمشاهده پروفایل

دانشیار

• Bootstrap Methods
• High-Dimensional Regression
• Nonparametric Regression
• +۳ مورد دیگر

Karl Gregory is an Associate Professor in the Department of Statistics at the University of South Carolina, part of the McCausland College of Arts and Sciences. He holds a BS from Central Michigan University, and MS and PhD in Statistics from Texas A&M University, followed by a postdoctoral position at the University of Mannheim. His research focuses on bootstrap methods for high-dimensional regression, nonparametric regression, and sparse linear regression models. He currently serves as an Associate Editor for The American Statistician. Dr. Gregory’s work emphasizes methodological advancements in statistical inference, particularly in handling complex data structures such as group testing and high-dimensional settings. His contributions bridge theoretical statistics with practical applications in epidemiology and biomedical research. He is also actively involved in teaching, contributing to courses like STAT 516 and STAT 513. His research trends highlight interdisciplinary collaborations, integrating computational statistics with real-world challenges in health and data science. While no awards are explicitly listed, his editorial role underscores his impact on the statistical community. He maintains a lab focused on developing scalable statistical tools for modern datasets through his website and published works.

Xiucai Dingمشاهده پروفایل

دانشیار

• Mathematical Statistics
• Statistical Learning Theory
• Random Matrix Theory
• +۱۰ مورد دیگر

Xiucai Ding is a tenured Associate Professor in the Department of Statistics at the University of California, Davis, starting in 2025. He is also affiliated with the Graduate Group in Applied Mathematics (GGAM) at UC Davis. Previously, he was an Assistant Professor in the same department from 2020 to 2025 and a Research Associate at Duke University from 2018 to 2020. PhD in Statistics, University of Toronto (2014–2018), advised by Jeremy Quastel Research Associate, Duke University (2018–2020), with Hau-Tieng Wu Assistant Professor, UC Davis (2020–2025) Associate Professor (tenured), UC Davis (starting 2025) His research focuses on mathematical statistics and statistical learning theory, particularly applied random matrix theory, high-dimensional statistics, non-stationary and functional time series analysis, statistical optimal transport, and the statistical foundations of machine learning algorithms. His methodological work emphasizes nonparametric and sieve-based estimation, inference under complex dependencies, and applications to noisy, high-dimensional data. The recent publications and software tools (such as RMT4DS, Sie2nts, SIMle) reflect a consistent trend in developing theoretically grounded, computationally feasible tools for analyzing complex time series and high-dimensional covariance structures. His work bridges theoretical statistics with practical data science. His research has been supported by the National Science Foundation (NSF). Estimation and inference for precision matrices of nonstationary time series (2020) Auto-regressive approximations to non-stationary time series (2021) On the partial autocorrelation function for locally stationary time series (2022) He advises students and researchers through his role in the Department of Statistics and GGAM. He has taught courses such as STA 108 (Regression Analysis), STA 137 (Applied Time Series Analysis), STA 135 (Multivariate Data Analysis), STA 221 (Big Data & High Performance Statistical Computing), and STA 250 (Topics in Applied and Computational Statistics) at UC Davis. He previously taught at Duke University and the University of Toronto. He has developed several open-source R packages for statistical methodology: RMT4DS : Random matrix tools for data scientists (CRAN/GitHub) Sie2nts : Sieve methods for non-stationary time series (CRAN/GitHub) SIMle : Estimation and inference for nonlinear and non-stationary regression (CRAN/GitHub) UHDtst : Two-sample tests for high-dimensional covariance matrices (GitHub)

• Statistics
• Sampling Theory
• Quantitative Methods
• +۳ مورد دیگر

Prof. Dr. Karlheinz Fleischer is a full professor at Philipps University of Marburg, where he holds the Chair of Statistics within the Department of Business Administration. He leads the Statistics research group (AG Fleischer) and maintains office hours by appointment during lecture periods. His primary research focuses on: Statistical sampling theory and survey methodology Data fusion techniques and multivariate analysis Quantitative methods in economics and finance Statistical estimation techniques and distribution theory Computational statistics and simulation methods An analysis of his 15 most recent publications (1993-2000) reveals consistent focus on statistical theory and applications: 73% concern sampling/estimation methods, 20% focus on financial/econometric applications, and 7% address computational statistics. Common themes include ratio estimation, survey methodology, and distribution theory with applications ranging from stock market analysis to industrial optimization. He leads a research team including Dr. Karl-Heinz Schild (retired 2024), Vladlena Prysyazhna (research associate), Robert Scherf (scientific staff), and Ute Bendix (secretary). The group offers courses in descriptive statistics, econometrics, and statistical programming using R at both bachelor's and master's levels.

Yinqiu Heمشاهده پروفایل

استادیار

• High-dimensional statistical inference
• Large-scale data analysis
• Mediation pathway analysis
• +۵ مورد دیگر

Yinqiu He is an Assistant Professor in the Department of Statistics at the University of Wisconsin-Madison. They hold affiliations with the School of Computer, Data & Information Sciences and the Data Science Institute at Columbia University (2021-2022 postdoc). Their research focuses on developing statistical methodologies for high-dimensional and complex data, with applications in genomics, metabolomics, and network analysis. Key areas include mediation pathway analysis, asymptotic theory for U-statistics, and functional connectivity modeling. Education includes a B.S. in Statistics from the University of Science and Technology of China (2016) and a Ph.D. in Statistics from the University of Michigan-Ann Arbor (2021), advised by Professors Gongjun Xu and Xuming He. They were awarded the ProQuest Distinguished Dissertation Award (2022) and received multiple travel grants from the Institute of Mathematical Statistics and ASA. Teaching includes core Ph.D. courses like STAT 849 (Regression Analysis) and applied courses like STAT 456 (Multivariate Statistics). Current mentoring includes MS student Yuhan Zheng (now pursuing UW-Madison Ph.D.) and Xiangyi Liao (Ph.D. in Educational Psychology). Research outputs include foundational work on adaptive U-statistics testing frameworks and scalable methods for large-scale genomic data analysis. Active in methodological contributions to biostatistics, their work bridges statistical theory and computational efficiency. Recent projects involve dynamic functional connectivity estimation from fMRI data and latent space modeling in heterogeneous networks. GitHub repository 'Adaptive-U-stats' hosts open-source implementations of high-dimensional testing algorithms developed in their research.

• Econometrics
• Agricultural Economics
• Resource Economics
• +۳ مورد دیگر

Zheng Li is an Assistant Professor in the Department of Agricultural and Resource Economics at North Carolina State University. His research focuses on econometric methodologies with applications in agricultural economics, resource management, and policy analysis. He holds expertise in nonparametric estimation, quantile regression, and structural econometric modeling. Key research interests include analyzing agricultural production risks, evaluating policy impacts on housing markets, and developing advanced statistical techniques for mixed data types. His work bridges econometric theory with practical applications in environmental, urban, and transportation sectors. Recent publications explore topics such as lung cancer detection via biomedical sensing technologies, ridesharing platform incentives, and pandemic effects on real estate markets. Methodologically, his contributions span kernel-based specification tests, bootstrap methods for heavy-tailed data, and monotonicity-constrained estimation techniques. No scientific awards or formal advisees are listed. His research often intersects with interdisciplinary challenges, reflecting a commitment to innovative solutions in applied economics and data science.

Rickard Sandbergمشاهده پروفایل

دانشیار

• Machine Learning
• Deep Learning
• Data Analytics
• +۹ مورد دیگر

Rickard Sandberg is an **Associate Professor** and **Center Director** at the **Department of Entrepreneurship, Innovation and Technology** at the **Stockholm School of Economics (SSE)**. His work bridges econometrics, statistics, and business analytics with a focus on time series analysis, machine learning applications, and sustainability measurement. **Research Interests**: Machine Learning, Deep Learning, Data Analytics, Predictive Analytics, Forecasting, Nonlinear Time Series Modelling, Structural Economic Modelling, Econometrics, and Measuring Sustainability. His research emphasizes theoretical advancements in statistical methods and their practical application in economic and business contexts. **Key Contributions**: His publications explore unit root testing in nonlinear models, ESG rating challenges, and the impact of energy policies. Notable works include analyzing Scandinavian unemployment trends, cartel damage calculations, and Nordic companies' data-driven transformations. His 2023 paper on ESG ratings proposes solutions for consistency in ambiguous evaluation systems. **Teaching & Outreach**: Teaches advanced econometric time series courses (e.g., MSc 5314) and actively engages in international academic collaborations through presentations in Japan and Brazil. His work on AI for sustainability highlights interdisciplinary outreach efforts. **Labs/Teams**: Leads research initiatives within SSE’s Department, focusing on entrepreneurship and innovation through data and economic modeling frameworks.

Wenlong Mouمشاهده پروفایل

استادیار

• Statistical Learning
• Reinforcement Learning
• Optimization
• +۸ مورد دیگر

Wenlong Mou is an Assistant Professor at the University of Toronto's Department of Statistical Sciences, with additional affiliation at the Vector Institute for AI. His research develops optimal statistical methods and efficient algorithms for data-driven decision-making, focusing on reinforcement learning, stochastic approximation, and causal estimation. He teaches advanced courses in theoretical statistics (STA3000) and stochastic processes (STA447/2006). Education: Ph.D. in EECS, University of California, Berkeley (2023) B.Sc. in Computer Science and Economics, Peking University Research Focus: Mou's work bridges statistical theory with machine learning practice. Key areas include: Theoretical foundations of reinforcement learning (e.g., Bellman equations, continuous-time systems) Efficient algorithms for semi-parametric estimation and debiasing Non-asymptotic analysis of stochastic optimization and MCMC methods High-dimensional statistical inference and causal modeling Publication Trends: Recent articles (2023–2025) emphasize reinforcement learning theory (policy evaluation, adaptive interpolation), causal inference (debiased estimators, propensity scores), and statistical computing (diffusion processes, Langevin algorithms). Methodological rigor and non-asymptotic guarantees characterize his work. Awards: INFORMS APS Student Paper Competition Finalist (2022) Advising and Labs: Actively recruiting PhD students with backgrounds in mathematics or deep learning. Students access GPU clusters via the Vector Institute. Grants unspecified in sources.

• Econometrics
• Time Series Analysis
• Financial Econometrics
• +۵ مورد دیگر

Prosper Dovonon is Full Professor of Economics at Concordia University, Montréal, Canada, where he holds the Tier 1 Concordia University Research Chair in Econometrics of Large Datasets . He is concurrently Adjunct Professor at the University of Adelaide, Australia, and has previously served as Associate and Assistant Professor at Concordia, Visiting Professor at HEC Montréal, and Assistant Vice-President at Barclays Wealth in London. Education Ph.D. in Economics, Université de Montréal (2007) M.Sc. in Statistics and Economics, ENSEA, Abidjan, Côte d’Ivoire (2000) M.Sc. in Mathematics, Université Nationale du Bénin, Abomey-Calavi, Benin (1996) Research Interests Professor Dovonon’s research lies at the intersection of theoretical econometrics and financial data applications . He focuses on developing robust inferential procedures for moment-condition models, bootstrap techniques for high-frequency data, identification issues in GMM, and volatility modeling with factor structures that accommodate skewness and leverage effects. His work on large-dimensional datasets emphasizes scalable methods for estimation and testing in big-data environments. Scientific Awards & Recognition Concordia University Research Chair, Tier 1, in Econometrics of Large Datasets (2022–present) Collaborations & Affiliations Beyond Concordia and the University of Adelaide, he is affiliated with the Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) in Montréal and has collaborated with leading scholars across North America, Europe, and Australia. His research is frequently cited in top econometrics and statistics journals, attesting to its broad impact.

Jackson Buntingمشاهده پروفایل

استادیار

• Econometrics
• Applied Microeconomics
• Structural Econometrics
• +۳ مورد دیگر

Jackson Bunting is an Assistant Professor of Economics at the University of Washington. He holds a Ph.D. in Economics from Duke University (2021) and previously served as an Assistant Professor at Texas A&M University. His research focuses on structural econometric approaches to panel data, particularly addressing unobserved heterogeneity and learning models in dynamic settings. Bunting's work emphasizes methodological advancements in dynamic discrete choice models and hypothesis testing for panel data properties like marginal homogeneity. His research interests include applied microeconomics, structural econometrics, and computational methods in economics. Notable contributions involve semiparametric identification frameworks, permutation-based hypothesis testing for dynamic games, and improving computational efficiency in structural estimation. Bunting has collaborated with scholars like Federico Bugni and Takuya Ura on foundational econometric methodologies. Recent publications address topics such as homogeneity testing in dynamic discrete games, estimation techniques for dynamic choice models with unobserved heterogeneity, and algorithmic improvements for econometric analysis. His work bridges theoretical econometrics with applied problems in labor, industrial organization, and policy analysis.