Department of Statistics
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London School of Economics
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Ali Habibnia "highly recommended" at the LSE Research Festival

Our PhD student Ali Habibnia (Time Series group and Systemic Risk Centre) presented his research poster Nonlinear forecasting with many predictors by neural network factor models at the LSE Research Festival exhibition on 21 May 2015, where is was chosen as "highly recommended research". Ali had previous won a prize of £500 for this poster, awarded by the department's Research Committee.

You can view the poster here.


Ali Habibnia with our Head of Department, Professor Chris Skinner.

Posted on 22 May 2015


PhD Presentation Event 2014-15

The department's annual PhD Presentation Event took place on 19 and 20 May 2015, affording our MPhil and PhD students an opportunity to present their research topics and findings to an audience of fellow students and staff. A big thank you goes to everyone who presented at and attended this event, which was hosted by Dr Angelos Dassios, our Doctoral Programme Director.

More information about the event can be viewed here.


Posted on 22 May 2015

huiWangHui Wang appointed as Visiting Senior Fellow

Professor Hui Wang from the School of Finance at the Central University of Finance and Economics has been appointed as a Visiting Senior Fellow in the Department of Statistics for the period 14 August 2015 to 13 August 2016.

Professor Hui's visit is hosted by Professor Qiwei Yao of our Time Series group.

Posted on 14 May 2015

KuhaGeneral Election 2015: Explaining the Exit Poll                      

Jouni Kuha, Associate Professor of Statistics and Research Methodology and Head of the Department of Methodology at LSE, explains the detail behind the exit poll forecast and indicates some of the difficulties in putting together a forecast under considerable time pressures. Please read his blog entry here

Posted on 7 May 2015 

teachingAwards1LSE Teaching Excellence Awards 2015

Dr Milt Mavrakakis, Dr James Abdey, Dr Anastasia Kakou and Dr Jose Pina-Sánchez from the Department of Statistics attended the LSE Student-led Teaching Excellence Awards reception in the Saw Swee Hock Student Centre on 5 May 2015. Milt, Anastasia and Jose won Class Teaching Awards. James won an Award for Inspirational Teaching and was highly commended.

Posted on 6 May 2015

elenaElena Erosheva, University of Washington

Dr Elena A Erosheva, Associate Professor of Statistics and Social Work, from the Centre for Statistics and Social Sciences at the University of Washington visited the department between 27 April 2015 and 4 May 2015. This visit was hosted by Professor Irini Moustaki of our Social Statistics group. During her visit, Elena gave a talk on Life-Course Data Analysis: A Generalized Hierarchical Unimodal Curve Registration Approach.

Abstract:  A major aim of life course data analysis is to describe the within- and between-individual variability in a behavioural outcome, such as crime or drug use. Popular methods for analysing individual behavioural trajectories -- group-based trajectory and growth mixture models -- rely on a combination of growth curve and mixture modelling. Applications of these methods have been popular with criminologists and developmental psychologists, and are quickly expanding to other areas such as clinical medicine and public health. Most commonly, these applications seek to identify distinct trajectory patterns. In this talk, I start by describing these traditional approaches to life course data analysis, and summarize observations on the statistical practice. I then present an alternative approach, Unimodal Curve Registration (UCR). This approach allows researchers to describe individual criminal careers via individual-specific phase and amplitude departures from the unimodal population age-crime curve. The generalized hierarchical UCR approach accommodates different types of outcomes via underlying latent Gaussian random variables, and allows for covariate effects on phase and amplitude. The ideas are illustrated using (a) scale data on antisocial behaviour from Montreal Longitudinal and Experimental Study and (b) self-reported counts of yearly marijuana use from the Denver Youth Survey.

Joint work with Donatelo Telesca and Ross Matsueda

Posted on 5 May 2015

Ali Habibnia will present at the 2015 LSE Research Festival

Ali Habibnia, a PhD candidate in the Department of Statistics (researcher in the Systemic Risk Centre and Time Series research group) will present his research poster entitled Nonlinear forecasting with many predictors by neural network factor models at the LSE Research Festival Exhibition on 21 May 2015.

More information about the festival can be viewed here.  


Posted on 1 May 2015

BSDPMBBernard Sinclair-Desgagné and Pauline Barrieu: Seminar on Economic Policy when Models Disagree

Bernard Sinclair-Desgagné, Professor in the Département des affaires internationales at HEC Montréal, and Pauline Barrieu, Professor in the Department of Statistics and Co-Director of the Centre for the Analysis of Time Series, give a talk on 30 April 2015 on Economic Policy when Models Disagree in the Centre for Philosophy of Natural and Social Science.

Abstract: This paper introduces a general approach to conceive public policy when there is no consensual model of the situation of interest. This approach builds on one basic attribute  of rational policymakers -- namely their ability to appraise their experts’ scenarios and  forecasts -- and uses only one normative criterion: that the value to policymakers of a  remedy’s projected outcomes meets their willingness to escape the current situation.  Unlike the methods currently put forward in the literature, it does not need -- but  is compatible with -- a representative policymaker’s objective function (as in the ambiguity aversion literature), a reference model (as in robust control theory) or some prior probability distribution over the set of supplied scenarios (as in Bayesian model-averaging). It can handle situations where policy decisions are made through collective deliberations and voting. Policies constructed in this manner are shown to be effective, robust, simple and precautionary in a precise and intuitive sense.

More information can be viewed here.

Professor Sinclair-Desgagné is a Visiting Professor in the Department of Statistics.

Posted on 30 April 2015

James Abdey - Student-led Teaching Excellence Award 2015

We are delighted to be able to announce that Dr James Abdey has been Highly Commended in the category of Award for Inspirational Teaching in the Student-led Teaching Excellence Awards 2015.

The awards are run by the LSE Students' Union, supported by the Teaching and Learning Centre and sponsored by the LSE Annual Fund.


Posted on 24 April 2015

Statistics students become digital literacy ambassadors

Student Ambassadors for Digital Literacy (SADL) is a programme currently open to undergraduate students in the Departments of Statistics, Social Policy, International Relations and Law. It is run by Learning Technology and Innovation (LTI) and the Library and it is now in its second year.

This year the SADL team appointed four Senior Ambassadors who completed the programme in 2013-14. The Seniors are all Statistics students and include third year student Seow Wei Chin and second year students Djelila Delior, Simran Masand and Eugene McGeown. Their role was to help plan and run the workshops in conjunction with LTI and Library staff and to supervise a group project which was presented at the end of the programme..

Please read more here (PDF download). 


Posted on 23 March 2015

IriniM-vertAERA Outstanding Reviewer for 2014 awarded to Irini Moustaki

The American Educational Research Association (AERA) and Journal of Educational and Behavioral Statistics (JEBS) has chosen Professor Irini Moustaki of our Social Statistics group as the Outstanding Reviewer for 2014. An award ceremony takes place at the Journal Publications Committee Reception in Chicago on 16 April 2015.

Posted on 11 March 2015 

smpLatent variable modelling and structural equation modelling for social sciences research

As part of the Methods Summer Programme (Quantitative Social Research Methods), Professor Irini Moustaki will teach ME115 Latent variable modelling and structural equation modelling for social sciences research on 17-21 August 2015. 

Posted on 9 February 2015

smpFactor models in time series with applications in macroeconomics and finance

As part of the Methods Summer Programme (Methods for Economists), Dr Matteo Barigozzi will teach ME111 Factor models in time series with applications in macroeconomics and finance on 24-28 August 2015.

Posted on 9 February 2015

smpStatistical methods for social research using SPSS

As part of the Methods Summer Programme (Quantitative Social Research Methods), Dr James Abdey will teach ME108 Statistical methods for social research using SPSS on 17-28 August 2015.

Posted on 9 February 2015

Erica-ThompsonWorld can cut carbon emissions and live well (GOV.UK Department of Energy and Climate Change press release)

Dr Erica L Thompson, a Research Officer working in the Centre for the Analysis of Time series (CATS), played a key role in the interpretations and presentation of the IPCC climate projections, translating changes in lifestyle/policy into impacts. Please read the press release here.

Professor Leonard Smith is the Director of CATS and Professor Pauline Barrieu is Co-Director. Professor Emeritus Henry Wynn is the Chair.

Posted on 28 January 2015  

marcYor1Special conference in memory of Marc Yor at LPMA (Paris) in June 2015

Journées à la mémoire de Marc Yor, a special conference in memory of Professor Marc Yor, who died on 9 January 2014, takes place in Paris on 3 to 5 June 2015, organised by the LPMA (Probabilities and Random Models Laboratory). Marc was a Visiting Professor in the Department of Statistics and an inspiration to all who knew him.

Please visit the conference website here.
Please read an obituary of Marc, written by Hélyette Geman and Monique Jeanblanc, here.


Posted on 20 January 2015

LASImproving weather forecasts - REF impact case study film

The Improving weather forecasts to avoid disruptions, damage and disaster REF impact case study film by Professor Leonard Smith has the highest hit rate of any LSE research impact film (as of 13/01/2015). You can watch the film here.

Professor Smith is the director of the Centre for the Analysis of Time Series (CATS).

Posted on 14 January 2015

BernardBernard Sinclair-Desgagné appointed Visiting Professor

We are very pleased to announce that Bernard Sinclair-Desgagné, Professor in the  Département des affaires internationales at HEC Montréal, has been appointed as a Visiting Professor in the Department of Statistics. This appointment is for a period of three years from 1 December 2014 to 30 November 2017.

Posted on 15 December 2014

RagnarNorbergHeriot Watt Honorary Degree awarded to Ragnar Norberg

Heriot-Watt University has awarded an Honorary Degree (Doctorate) to Professor Ragnar Norberg of the University of Lyon 1 (Institut de Science Financiere et d'Assurances - ISFA). Professor Norberg was a Professor of Statistics at LSE from 2000 to 2010 and is now Emeritus Professor of Statistics. He was a founder member of our Risk and Stochastics group and the 2015 Risk and Stochastics Conference at the Royal Statistical Society is held in his honour.

Posted 25 November 2014

JouniKuhaMore of us are heading down social ladder, new research shows

A study by Oxford University and LSE shows that, contrary to what is widely supposed, there has been no decline in social mobility in Britain over recent decades but more of us are moving down rather than up the social ladder. The study looked at a total of more than 20,000 British men and women in four birth cohorts from 1946, 1958, 1970 and 1980-84.

‘The mobility problem in Britain: New findings from analysis of birth cohort data’, by Associate Professor Erzsébet Bukodi, Dr John Goldthorpe and Dr Lorraine Waller of Oxford University, with Dr Jouni Kuha (LSE, departments of Methodology and Statistics), is published in the early online issue of the British Journal of Sociology on Thursday 6 November 2014.

The researchers used data from the National Survey of Health and Development (1946), the National Child Development Study (1958), the British Cohort Study (1970) and the UK Household Longitudinal Study (1980-84).

Posted 7 November 2014

IriniIrini Moustaki to assume the role of Editor-in-Chief of Psychometrika

With effect from 1 November 2014 Professor Irini Moustaki takes up the post of Editor-in-Chief of Psychometrika, the scientific journal of the Psychometric Society. This post is for a period of four years.

Posted 22 October 2014

MyrsiniKESRC future research leaders fellowship awarded to Dr Myrsini Katsikatsou

The department is delighted to announced that Dr Myrsini Katsikatsou has been awarded an ESRC future research leaders fellowship, total value £242,870. The research project, "Methods of analysis and inference for social survey data within the framework of latent variable modelling and pairwise likelihood", will start on 1 October 2014 for a period of 36 months.

Dr Katsikatsou is currently the research officer on the NCRM/ESRC research grant "Item nonresponse and measurement error in cross-national surveys: methods of data collection and analysis" held by Dr Jouni Kuha.

Posted 18 July 2014

Themed edition of the Journal of the Royal Statistical Society: Series C (Applied Statistics)

Dr Jouni Kuha and Professor Irini Moustaki have collaborated as guest associate editors to produce a special themed edition of the Journal of the Royal Statistical Society: Series C (Applied Statistics), volume 63 (2), pages 191-360, February 2014. Originating in a two-day conference on social statistics at the LSE in December 2011, organised by Professor Moustaki to honour the scientific contributions of Professor Emeritus David J Bartholomew, the papers in this edition represent a wider range of styles than is usual for the journal.

Posted: 18 March 2014

Professor Marc Yor (1949 - 2014)

We are deeply saddened to report that Professor Marc Yor has died. He was liked and respected by all who knew him and will be greatly missed. Our condolences are extended to his family.

Marc Yor made pioneering contributions to research on stochastic processes and their applications in financial mathematics. He had been a professor at Paris VI since 1981 and was a Visiting Professor in the Department of Statistics at LSE.

Posted : 10 January 2014

New editor for RSS Series B journal

Professor Piotr Fryzlewicz has been appointed joint editor of Series B (Statistical Methodology) of the Royal Statistical Society's journal, from the beginning of 2014. He succeeds Gareth Roberts, Professor of Statistics at the University of Warwick.

You can read more about this appointment here.

Posted: 6 December 2013

Worshipful Company of Actuaries Lecture

On Friday 29th November 2013 our annual Special Guest Lecture in conjunction with the Worshipful Company of Actuaries took place.  This year's lecture "Bridging Actuarial and Financial Pricing in a Changing Economy" was given by Ken Siu, Professor of Actuarial Science at Cass Business School City University. Congratulations to Jiawen Wu (pictured) who won a £300 prize.

Posted: 4 December 2013

Honorary doctorate

 Professor Irini Moustaki has been appointed an honorary doctor in the Faculty of Social Sciences at Uppsala University.

Professor Moustaki is in expert in latent variable models and structural equation models. These are widely used in social sciences and educational testing for measuring and connecting unobserved constructs such as attitudes, health status, behaviours, intelligence, performance, etc.  Her methodological work includes treatment of missing data, longitudinal data, detection of outliers, goodness-of-fit tests and advanced estimation methods. Professor Moustaki has also made methodological and applied contributions in the areas of comparative cross-national studies and epidemiological studies on rare diseases.

In 2008, Professor Moustaki co-authored the book Analysis of Multivariate Social Science Data  with David Bartholomew, Fiona Steele and Jane Galbraith. This provides a non-mathematical treatment of advanced statistical techniques for social scientists and in 2011 she joined as a co-author and published the third edition of the seminal book on Latent Variable Models and Factor Analysis: a unified Approach  with David Bartholomew and Martin Knott. She is associate editor for two of the leading journals in her area: Psychometrika and the Journal of Educational and Behavioural Statistics.

The conferment ceremony will take place at Uppsala University in January 2014.

Posted; 3 December 2013

Future of the Census

 Professor Chris Skinner has led an independent review of the methodology underlying the options for the future of the Census, on behalf of the Office for National Statistics (ONS).

A Census has taken place in Great Britain since 1801. Options set out in a recent public consultation by the ONS could lead to a radical departure in England and Wales from the traditional approach that has obtained information on all individuals every 10 years until 2011.

In a report published on 1 November 2013 Professor Skinner and his team, which included Michael Murphy, Professor of Demography at LSE, and demographic consultant John Hollis, explain that although results of ONS research to date are promising, the case for replacement of the traditional census model by the more radical option - combining administrative data with compulsory annual surveys - had not yet been established.

They conclude that a number of methodological challenges that had been identified would need first to be addressed if this option is to be pursued.

The team’s full report can be found on the ONS website. An associated statement from the Royal Statistical Society can be found here.

Posted: 7 November 2013

Appointment of Visiting Professor

We are pleased to announce that Professor Soumendra Nath Lahiri, North Carolina State University, has been appointed as a Visiting Professor in the Department of Statistics for a period of three years, with effect from 1 June 2013. 

Posted: 30 May 2013

LSE SU Student-Led Teaching Award

 We are delighted to announce that Dr Kostas Kardaras, a Reader in our Risk & Stochastics group, is one of five winners of the 2013 LSE Students' Union Student-Led Teaching Awards. Duncan McKenna, the Education Officer in the LSE Students' Union, wrote, when announcing the awards, "We asked students to highlight teachers for this award, students were asked to highlight those teachers who had shown exceptional commitment to the teaching of their students, those who had expended their knowledge beyond the classroom and had a profound effect on their lives and their time at the LSE through teaching creative, incisively and through creating opportunities for them in the wider world." The other four winners were Ernestina Coast (Social Policy), Robin Mills (International History), Lijing Shi (Language Centre) and Christopher Blunt (Philosophy).

Posted: 16 May 2013

Guy Medal in Bronze awarded to Professor Piotr Fryzlewicz

The department is very pleased to announce that Professor Piotr Fryzlewicz has been awarded the Guy Medal in Bronze by the Royal Statistical Society. Named after the physician and medical statistician William Augustus Guy, FRS, this award acknowledges Professor Fryzlewicz's significant contribution to time series research as the originator of the Haar-Fisz transform, in particular for his two papers, Haar-Fisz estimation of evolutionary wavelet spectra and GOES-8 X-ray sensor variance stabilization using the multiscale data-driven Haar-Fisz transform, published in the Society's journals in 2006 and 2007.

Posted: 1 March 2013

Royal Statistical Society Research Prize

We are delighted to announce that Dr Haeran Cho has been awarded the Royal Statistical Society Research Prize for her contribution to the paper High-dimensional variable selection via tilting, co-authored with Professor Piotr Fryzlewicz, and to other published work on the methodology and applications of statistics. Dr Cho is a postdoctoral research officer, working with Professor Qiwei Yao of our Time Series group.

Posted: 1 March 2013

London Mathematical Finance Seminar Series Gets Under Way

 The London Mathematical Finance Seminar Series was successfully launched on 25 October 2012, with talks by Nizar Touzi and Alexander Schied. The seminar was attended by an large audience of practitioners and members of universities across London.

This new initiative is a joint seminar series organised by a partnership of the mathematical finance groups of several London-based universities. The seminar series aims to bring the mathematical finance community in London closer together and provides a platform where both academics and practitioners are invited to discuss recent advances in the field. All are welcome to attend! 

The seminar usually takes place bi-weekly on Thursdays from 4-7pm, with two talks per meeting.

The location of the seminar will alternate between all participating institutions. The Department of Mathematics and the Department of Statistics at LSE have the pleasure to host the seminar series in Michaelmas Term 2012. King’s College London will host the series in Lent Term 2013.   

Full details of the seminar series can be found here. The local organisers for the seminar series are Dr Luitgard Veraart in the Department of Mathematics and Dr Hao Xing in the Department of Statistics.

Posted: 26 October 2012

ICSA Distinguished Achievement award to be made to Professor Emeritus Howell Tong

 The Department of Statistics is delighted to announce that Professor Emeritus Howell Tong has been selected as a recipient of the International Chinese Statistical Association (ICSA) Distinguished Achievement award. This award honours his achievements and leadership in statistical research, education and statistical applications.

Howell joined LSE as Professor of Statistics in 1999. He is of particular renown for his pioneering work in non-linear time series.

The award will be presented at the Members Meetings at the JSM in San Diego on 1 August 2012.

Posted: 4 July 2012

Professor James Durbin (1923-2012)

The Department of Statistics is extremely saddened to report the death of Professor Emeritus James Durbin, who passed away on Saturday 23 June 2012, at the age of 88 years. Professor Durbin was a distinguished member of our department for nearly 40 years, joining LSE in 1950 and staying with us until his retirement in 1988. The recipient of the Guy Medal in Gold in 2008, he will be remembered for his considerable contributions to statistics, econometrics and time series analysis.

Details of a memorial event will follow shortly.

An obituary written by Professor Siem Jan Koopman for the Royal Statistical Society can be read here. Siem Jan is a former colleague of our department and is now Professor of Econometrics at the Vrije Universiteit Amsterdam.

Posted: 25 June 2012

LSE Teaching Prizes 2012

On Tuesday the 22nd May 2012 the Teaching and Learning Centre celebrated LSE’s teaching with the presentation of teaching prizes. We are proud to announce that staff from the Department of Statistics were among the prize winners. Dr Erik Baurdoux was presented with a Major Review Award by the Pro-Director of Teaching and Learning, Professor Janet Hartley. Major Review Awards are given to academic staff whose individual performance from the start of contract through to Major Review is judged to be outstanding. Quality of teaching, innovative approaches and development of teaching excellence are all considered in light of feedback from both students and colleagues. Professor Hartley also presented Mai Hafez with a Departmental Class Teacher Award. These awards recognise the special contribution made by Graduate Teaching Assistants and guests teachers to LSE’s academic departments. The winners are nominated by the departments themselves as a result of exceptional feedback from students, lecturers and other department members. Georgios Zouros, who was nominated by the Mathematics department, also received an award and teaches along with Mai on our course ST102 (Elementary Statistical Theory).

Posted: 23 May 2012

Statistics PhD Presentation Event Prize for Research Poster

Our PhD candidate Edward Wheatcroft was awarded a prize of £100 by the department for his research poster Using shadowing ratios to evaluate data assimilation techniques,presented at the annual PhD Statistics Presentation Event, day two, on 11 May 2012.

Ed is pursuing his PhD in the Centre for the Analysis of Time Series (CATS). His PhD is supervised by Professor Leonard A Smith, the Director of CATS, and Dr David Stainforth, a Senior Research Fellow in CATS and the Grantham Research Institute.

Posted 12 May 2012

Statistics PhD candidate awarded Deutsche Bank financial risk management and regulation prize 

We are very pleased to announce that our PhD candidate Hongbiao Zhao has been awarded first prize in the Deutsche Bank Award in Financial Risk Management and Regulation 2012, hosted by the Financial Markets Group in LSE's Department of Finance.

Hongbiao has been awarded £10,000 for the most outstanding research paper, Portfolio credit risk of default and spread widening.

Posted: 2 April 2012

Albert Shiryaev

The renowned mathematician Albert Nikolayevich Shiryaev of the Steklov Mathematical Institute in Moscow visited the Department of Statistics between 20 January and 15 February 2012. During this visit, Professor Shiryaev gave six special two-hour lectures on specific topics of stochastic calculus and its methods. Lecture slides can be viewed here and here. He also gave a seminar talk on 'The concept of randomness: evolution of notions'.

Professor Shiryaev is a distinguished Visiting Professor in the Department of Statistics.

Posted: 16 February 2012

Actuarial Science students awarded prize at the 2011-12 Worshipful Company of Actuaries guest lecture

The Department of Statistics was proud to host our annual guest lecture in conjunction with the Worshipful Company of Actuaries on Tuesday 22nd November 2011. This year's guest lecturer was David C Bowie, Partner and Head of Quantitative Analysis at Hymans Robertson and a Director of the Institute of Quantitative Investment Research (INQUIRE). David's talk was entitled "Enterprise risk management for actuaries: a paradigm shift or the emperor's new clothes?".

During the event the Master of the Worshipful Company of Actuaries presented two final year BSc Actuarial Science students with prizes for outstanding academic achievement in their 2nd year examinations. Kenneth Lim Chu Ming (left) and Kenneth Huanyi Zheng (right) do not only have a name in common; both have excelled in their studies during the first two years of their degree programme and this achievement was awarded by the Worshipful Company of Actuaries.

Posted: 23 November 2011

Learning from numbers to generate new knowledge

The Department of Statistics is delighted to announce that Professor C. R. Rao , one of the world's foremost statisticians, will be the distinguished speaker at a seminar in room NAB.1.04 in the New Academic Building on Tuesday 28 June 2011, starting at 2pm . An abstract of the talk is available here.

Professor Rao is professor emeritus at Penn State University and research professor at the University of Buffalo. He is being awarded the Guy Medal in Gold by the Royal Statistical Society in 2011.

Amongst his many other prestigious awards is the National Medal of Science, awarded in 2002 for his theoretical work which helped to lay the foundation of modern statistics.       

Posted: 10 June 2011