John Aston
John Aston is Professor of Statistics in the Statistical Laboratory, Department of Pure Mathematics, at the University of Cambridge.
His research interests include all areas of applied statistics but particularly statistical neuroimaging and statistical linguistics. He also has an active collaboration with the Office for National Statistics. John has methodological interests in functional data analysis, time series analysis, image analysis, changepoint analysis, and spatial-temporal statistics.
Marc Hallin
Marc Hallin holds a PhD in Sciences & Mathematics from the Université libre de Bruxelles (1976). He is co-Editor-in-Chief of Statistical Inference for Stochastic Processes and the International Statistical Review and an Associate Editor of the Journal of the American Statistical Association, the Journal of Econometrics, the Annals of Computational and Financial Econometrics, the Journal of the Japan Statistical Society, and the Annales de l¹Institut de Statistique de l’Université de Paris. A Fellow of the Institute of Mathematical Statistics (I.M.S.), of the American Statistical Association (A.S.A.), and a Membre titulaire of the International Statistical Institute (I.S.I.), he is member of the Classe des Sciences of the Royal Academy of Belgium.
Marc’s main field is nonparametric and robust statistics. His secondary field is applied mathematics.
Wolfgang K Härdle
Professor Dr Wolfgang K Härdle has been director of the Ladislaus von Bortkiewicz Chair of Statistics at the Department of Economics and Business Administration at the Humboldt-Universität zu Berlin since 1992. He is Coordinator of the “Collaborative Research Center 649: Economic Risk”. Since October 2013 he has also headed the newly established International Research Training Group, a joint project with Xiamen University in China.
His research interests are smoothing methods, discrete choice models, statistical modelling of financial markets and computer-aided statistics. His more recent work deals with the modelling of implied volatilities and the statistical analysis of financial risk.
Eric D Kolaczyk
Professor Eric D Kolaczyk a faculty member in statistics and Director of the Program in Statistics, in the Department of Mathematics and Statistics at Boston University.
His current research interests revolve mainly around the statistical analysis of network-indexed data, with particular focus on both foundational issues and statistical problems related to the monitoring of computer network traffic data and the modeling and analysis of data relating to biological networks. Eric’s previous research was concerned with the development of statistical multi-scale models, with applications in areas including astronomy, computer science, geography and remote sensing.
Olivier Ledoit
Dr Olivier Ledoit is a Permanent Research Fellow in Econometrics and Applied Statistics in the Department of Economics at the University of Zurich (UZH). From 1999 to 2008 he was Managing Director, Head of Statistical Arbitrage, Proprietary Trading at Credit Suisse in London. He sits on the advisory board of the Systemic Trading Group at Credit Suisse Asset Management and the executive board of the Swiss Gold France Association.
Olivier’s research interests are large-dimensional covariance matrices, econometrics, financial economics, monetary economics and political economics.
Alexei Onatski
Alexei Onatski is a Reader in the Faculty of Economics at the University of Cambridge. His research interests are focused on econometrics, statistics, factor models and large random matrices. He was awarded his PhD from Harvard University in 2001 and serves on the editorial boards of the Journal of Econometrics and the Econometrics Journal.
Richard Samworth
Richard Samworth is Professor of Statistics in the Statistical Laboratory, a sub-department of the Department of Pure Mathematics and Mathematical Statistics. This is part of the Faculty of Mathematics at the University of Cambridge. He is also a Teaching Fellow at St John's College, and runs the Statistics Clinic for members of the university.
His research interests are shape-constrained estimation problems; nonparametric classification, clustering and regression problems; high-dimensional statistical inference; the bootstrap; applications, including archaeology and oceanography.
Rainer von Sachs
Rainer von Sachs is Professor of Statistics at Université catholique de Louvain. He is an IMS Fellow, elected member of the ISI and a member of the Bernoulli Society, Belgian Statistical Society and “Fachgruppe Stochastik” der DMV.
His research interests are mathematical statistics, nonparametric curve estimation; analysis of (nonstationary) time series, spectral density estimation; statistical signal processing, biomedical time series, financial time series; wavelets and related localization methods.
Patrick Wolfe
Patrick J. Wolfe is Professor of Statistics and Honorary Professor of Computer Science at University College London (UCL), where he is a member of the Department's Senior Management Team and a Royal Society and EPSRC Established Career Research Fellow in the Mathematical Sciences. He currently serves as Executive Director of the UCL Big Data Institute. Externally to UCL, he serves on the editorial board of the Proceedings of the Royal Society A (Mathematical, Physical & Engineering Sciences), the Research Section Committee of the Royal Statistical Society, the Program Committee of the 2015 Joint Statistical Meetings, and as an organiser of the 2016 Newton Institute program on Theoretical Foundations for Statistical Network Analysis.
Patrick’s research interests are the mathematics of big data; modelling and inference for graphs and networks; statistical imaging and image processing; time series and time-frequency analysis; audio signal processing and acoustic modelling.
Jeff Yao
Jeff Jianfeng Yao is Professor in Applied Mathematics and Statistics in the Department of Statistics and Actuarial Sciences at the University of Hong Kong. His current research interests are the theory of random matrices and analysis of high dimension data; statistics of stochastic processes, nonlinear time series, Markov-switching processes; understanding and probabilistic modelling of digital images.
His book ‘Large Sample Covariance Matrices and High-Dimensional Data Analysis’ (co-authored with Shurong Zheng and Zhidong Bai) was published as part of the Cambridge Series in Statistical and Probabilistic Mathematics in March 2015.