About

Our department aims to be a diverse community engaged in areas of education and research in Statistical Theory and Methods, Data Science, Actuarial Science, Financial Mathematics, and Applied Probability; our research collaborations represent a wide range of interdisciplinary fields including environmental science, computer science, and biomedical science. We are home to the UCSB Center for Financial Mathematics and Actuarial Research, an interdisciplinary research center providing leadership in quantitative finance. We also provide consulting services through our Data Science Consulting Laboratory: DataLab

Diversity, Equity and Inclusion

At its core, our department views diversity and inclusion as critical within our mission to educate and prepare the future workforce of data scientists and quantitative thinkers. Increasing diversity across our field is essential in creating more productive, representative, and enriching outcomes as well as innovative solutions to critical problems. We recognize that historically, the job markets and academic communities in statistical theory and methods, financial mathematics, and actuarial science have been weighted toward racial, gender, and socioeconomically privileged communities. We are dedicated to correcting this imbalance in our own community.

PSTAT Department Calendar

December 2022

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Announcements

``The Importance of Contextualization of Crowdsourced Active Speed Test Measurements'' has been awarded the IMC 2022 Best Long Paper Award. The best paper award will recognize the outstanding paper at the conference, and all accepted papers are eligible for it.Congratulations, Professor Mengyang Gu and co-authors!

  • Screenshot of UCSB Current Article

Skills in statistics and data science are hot in our modern, information-rich society. However, the formal training required to master these topics is out of reach for many people.

UC Santa Barbara will lead six other West Coast universities to establish PALiISaDS — the Pacific Alliance for Low-Income Inclusion in Statistics and Data Science. The project aims to broaden and diversify training for statistics and data science careers by providing a bridge between undergraduate and graduate programs. The endeavor is supported by a $5 million grant from the National Science Foundation.

UCSB The Current publishes an article on the recent NSF S-Stem Program Grant awarded to Professor Mike Ludkovksi

 

 

 

 

Read the full article.

"Reinforcement Learning for Intra-and-Inter-Bank Borrowing and Lending Mean Field Control Game" by Jimin Lin (PSTAT), Andrea Angiuli (PSTAT alum, Amazon), Nils Detering (PSTAT), Jean-Pierre Fouque (PSTAT), Mathieu Lauriere (NYU Shanghai) has been selected as one of the three Best Papers at ICAIF'22

 

Upcoming Seminars

Title: Survival Analysis via Ordinary Differential Equations

 
  1. February 23, 2023 - 3:30pm to 4:30pm