Current News

2017 Guy Medal in Silver for Professor Neil Shephard

2017 Guy Medal in Silver for Professor Neil Shephard

February 8, 2017

From the Royal Statistical Society announcement: “The 2017 Guy Medal in Silver is awarded to Neil Shephard for his seminal paper "Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics" written jointly with Ole Eiler Barndorff-Nielsen, and read to the Society in 2001, exemplifying his highly influential contributions across Statistics, Econometrics and Finance, including particle filtering, stochastic volatility models and the statistical analysis of high-frequency data.”

Harvard Data Science Postdoctoral Fellows

Harvard Data Science Postdoctoral Fellows

January 19, 2017

The Harvard University Data Science Initiative is seeking applications for its inaugural Harvard Data Science Postdoctoral Fellows Program for the 2017-2018 academic year. The normal duration of the Fellowship is two years. Fellows will receive a generous salary as well as an annual allocation for research and travel expenses. A focus of this program is on methodological foundations, including most of statistics. More information is available here.


Recent Faculty E-prints on arXiv

Optimal Scaling of the MALA algorithm with Irreversible Proposals for Gaussian targets
Michela Ottobre, Natesh S. Pillai, Konstantinos Spiliopoulos

On the optimality of sliced inverse regression in high dimensions
Qian Lin, Xinran Li, Dongming Huang, Jun S. Liu

Inference in generative models using the Wasserstein distance
Espen Bernton (Harvard University), Pierre E. Jacob (Harvard University), Mathieu Gerber (University of Bristol), Christian P. Robert (Université Paris-Dauphine PSL and University of Warwick)

Smoothing with Couplings of Conditional Particle Filters
Pierre E. Jacob, Fredrik Lindsten, Thomas B. Schön

Anytime Monte Carlo
Lawrence M. Murray, Sumeetpal Singh, Pierre E. Jacob, Anthony Lee

A Divide and Conquer Strategy for High Dimensional Bayesian Factor Models
Gautam Sabnis, Debdeep Pati, Barbara Engelhardt, Natesh Pillai

Advances in using Internet searches to track dengue
Shihao Yang, S. C. Kou, Fred Lu, John S. Brownstein, Nicholas Brooke, Mauricio Santillana


Recent Faculty Books

Handbook of Statistical Methods and Analyses in Sports
ed. Jim Albert, Mark Glickman, Tim Swartz, Ruud Koning

Unobserved Components and Time Series Econometrics
ed. Siem Jan Koopman, Neil Shephard

Causal Inference for Statistics, Social, and Biomedical Sciences: An Introduction
Guido Imbens, Donald Rubin

Handbook of Mixed Membership Models and Their Applications
ed. Edo Airoldi, David Blei, Elena Erosheva, Stephen Fienberg

Introduction to Probability
Joseph Blitzstein, Jessica Hwang (Harvard Statistics AB/AM alumnus)

An Introduction to Quantitative Finance
Stephen Blyth

Strength in Numbers: The Rising of Academic Statistics Departments in the U.S
ed. Alan Agresti, Xiao-Li Meng

Designs for Clinical Trials
ed. David Harrington

Handbook of Markov Chain Monte Carlo
ed. Steve Brooks, Andrew Gelman, Galin Jones, Xiao-Li Meng