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
Enhancing mathematics teaching in India
Meena Kotecha (a teacher in the Departments of Statistics and Mathematics) writes in the April 2011 edition of Mathematics Today: "...a sound knowledge of statistics can help you fulfil the expectations of prospective employers. Furthermore, statistical thinking and reasoning can help develop several other transferrable skills that enhance CVs and employability". Read more
First published in the IMA's 'Mathematics Today', vol. 47, no.2, pp. 78.
Professor Henry Wynn awarded the 2011 Box Medal
The Department of Statistics is extremely pleased to announce that Professor Henry Wynn has been awarded the 2011 Box Medal. The Box Medal, awarded by the European Network for Business and Industrial Statistics (ENBIS), is named after George Box and recognises each year an extraordinary statistician who has remarkably contributed with his/her work to the development and the application of statistical methods in European business and industry.
The medal will be presented at the ENBIS Annual Conference, Coimbra Portugal, in September at which Henry Wynn will deliver an address.
For further information about the Box Medal award, please click here.
Dr Matteo Barigozzi awarded the Carlo Giannini Prize
Dr Matteo Barigozzi, Lecturer in the Department of Statistics, was awarded the Carlo Giannini Prize at the Fourth Italian Congress of Econometrics and Empirical Economics (ICEEE) in Pisa, 19-21 January 2011. The award was made to Dr Barigozzi with Antonio Conti, ECARES (European Center for Advanced Research in Economics and Statistics), for their joint paper On the sources of Euro area money demand stability – a time-varying co-integration analysis. The prize is for the best paper in macroeconometrics or financial econometrics written by young scientists.
The award was made "for a careful stability analysis on different alternative specifications of money demand in the Euro area, making use of recent econometric tools, with relevant monetary policy implications."
MSc students' trip to Cumberland Lodge
In October 2010, for the first time ever, the MSc Risk and Stochastics and MSc Statistics students were treated to a weekend away to Cumberland Lodge in Windsor. This majestic venue is set in Windsor Great Park and plays host to many professional and educational institutions from across the UK. The students had a great time there and said that it was really helpful in getting to know their classmates across the different MSc programmes. Some of the students were even lucky enough to meet Her Royal Majesty Queen Elizabeth II!
Six questions with...Meena Kotecha
Meena Kotecha, a teacher in the Department of Mathematics and Department of Statistics at LSE, has recently been interviewed by the Isaac Newton Institute for Mathematical Sciences, as part of their 'Six questions with...' series.
The series aims to 'showcase the achievements of inspirational women from all kinds of backgrounds and at all stages of their mathematical sciences careers'.
To read Meena's interview, visit the Institute website.
Department of Statistics academic awarded Siegel Prize
Emeritus Professor Anthony Atkinson, Department of Statistics, has been awarded the Siegel prize for his book Optimum Experimental Designs, with SAS (Oxford University Press).
The book was co-authored with Alexander Donev, Manchester University, and Randall Tobias, SAS Institute.
The prize is awarded annually for a book reviewed in Technometrics, a joint publication of the American Statistical Association and the American Society for Quality.
Meena Kotecha wins Glory of India Award
Meena Kotecha, who works in the Department of Statistics at LSE, was awarded the Glory of India Award and Certificate of Excellence at an international event in London on Saturday 25 September, organised by the India International Friendship Society (IIFS).
The IIFS presents awards annually to honour Indians across the globe for their contributions to fields such as science, engineering, technology, medicine, and Education; and for strengthening of India's international relations. Candidates are selected on the basis of their outstanding academic achievements, and for showing extraordinary excellence in engaging with their respective professions and making significant contributions in their own fields.
Meena was selected from a shortlist of 75 candidates and presented the award by Baroness Sandip Verma at a banquet attended by 300 people including several members of parliament and dignitaries from UK and abroad.
Meena has worked for both the Department of Statistics and Department of Mathematics for several years as a teacher. She has previously been awarded a Teaching Prize, presented annually by the Teaching and Learning Centre. This prize is awarded based on an individual's contribution to teaching in the Department.