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The department’s research expertise ranges from theoretical probability and statistics to advanced applied data analysis techniques, computational statistics, and financial mathematics and statistics. This is reflected in the curriculum, which prepares undergraduate and graduate students for careers in the insurance, financial and pharmaceutical industries. Many of our graduate students go on to careers in academia as faculty members in universities around the world.

The use of statistics in many disciplines provides an opportunity for inter-disciplinary collaboration between the Department of Statistics and Applied Probability and other departments on campus. The Statistical Laboratory (Statlab) provides the entire UCSB campus with access to expertise in data-analysis methodology, experimental and study design, and statistical computation. At the same time, the Statlab trains Statistics graduate students in statistical consulting. A new Center for Research in Financial Mathematics and Statistics (CRFMS) opened its doors in Fall 2006 to provide international leadership in quantitative finance from different point of view. These programs provide multiple learning opportunities for both graduate students and faculty.

Our faculty members each bring a unique perspective to the department and have widely varying interests, specialties, and expertise. Specifically, our faculty’s research interests are as follows:

GUILLAUME BONNET
Research interests include: statistical analysis of high dimensional data and infinite dimensional probability models with applications in population genetics and internet traffic.

ANDREW CARTER
Research interests include: asymptotic statistical inference, comparisons of statistical experiments, density estimation and nonparametric function estimation.

JANOS ENGLANDER
Research interests include: linear and nonlinear partial differential equations and their connection to diffusion and measure-valued diffusion processes, as well as certain large deviation problems for spatial particle systems in random media. As far as general mathematical interest is concerned, he is both an analyst and a probabilist. Mathematical biology and mathematical finance are directly related to his research fields.

RAISA E. FELDMAN
Research interests include: stochastic differential equations with non-Gaussian noises, time series, filtering problems.

JEAN-PIERRE FOUQUE
Research interests include stochastic processes, stochastic partial differential equations, waves in random media, financial mathematics.

DAVID V. HINKLEY
Research interests include: resampling methods, model selection, nonparametric curve fitting (including wavelet methods), comparisons between objective Bayes and frequentist inference.

DAWN HOLMES
Dr. Holmes’ Research interests include: the maximum entropy formalism and Bayesian networks, data mining, foundations of Bayesianism, Brouwer’s programme and intuitionistic mathematics, issues in statistics education.

JOHN HSU
Dr. Hsu continues to work on Bayesian estimation of covariance matrices. The Bayesian estimation for the linear mixed effects models, with a very flexible prior structure, has been fully developed. He is also working on a project of Bayesian methods in estimating ordered mortality rates. The project is interesting, however, the computation is challenging due to the constraints of the parameters.

S. RAO JAMMALAMADAKA
Dr. Jammalamadaka is interested in topics such as directional data spacings and goodness-of-fit methods. As part of the ITR project on biomolecular images, he is investigating techniques of clustering and pattern recognition for high-dimensional data.

WENDY MEIRING
Research interests include: spatial/temporal data analysis, geophysical model evaluation, and functional data analysis in the environmental sciences.

YUEDONG WANG
Research interests include: smoothing spline, smoothing spline ANOVA, generalized linear model, mixed-effects models, model selection, survival data, longitudinal data, spatial-temporal data, computational statistics, statistical software, microarray data analysis and biostatistical modeling (circadian rhythm, hormone pulses).

Emeritus Faculty

JOSEPH GANI
Dr. Gani has been working on an ecological model for a plantation-nursery system, as well as some epidemic models for SARS and the spread of HIV by infected syringe needles. He has also written on the development of Statistics at the Australian National University since 1952.

SVETLOZAR T. RACHEV
Stability of stochastic models, mathematical and empirical finance

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