Robert L. Wolpert

Robert L. Wolpert

Professor of Statistical Science

External address: 
214 Old Chemistry, Durham, NC 27708-0251
Internal office address: 
Box 90251, Durham, NC 27708-0251
(919) 684-3275
Office Hours: 
Vary from term to term.  Check course website.


I'm a stochastic modeler-- I build computer-resident mathematical models
for complex systems, and invent and program numerical algorithms for making
inference from the models. Usually this involves predicting things that
haven't been measured (yet). Always it involves managing uncertainty and
making good decisions when some of the information we'd need to be fully
comfortable in our decision-making is unknown.

Originally trained as a mathematician specializing in probability theory and
stochastic processes, I was drawn to statistics by the interplay between
theoretical and applied research- with new applications suggesting what
statistical areas need theoretical development, and advances in theory and
methodology suggesting what applications were becoming practical and so
interesting. Through all of my statistical interests (theoretical, applied,
and methodological) runs the unifying theme of the <STRONG>Likelihood
Principle</STRONG>, a constant aid in the search for sensible methods of
inference in complex statistical problems where commonly-used methods seem
unsuitable. Three specific examples of such areas are:

* Computer modeling, the construction and analysis of fast small Bayesian
statistical emulators for big slow simulation models;
* Meta-analysis, of how we can synthesize evidence of different sorts
about a statistical problem; and
* Nonparametric Bayesian analysis, for applications in which common
parametric families of distributions seem unsuitable.

Many of the methods in common use in each of these areas are hard or
impossible to justify, and can lead to very odd inferences that seem to
misrepresent the statistical evidence. Many of the newer approaches
abandon the ``iid'' paradigm in order to reflect patterns of regional
variation, and abandon familiar (e.g. Gaussian) distributions in order to
reflect the heavier tails observed in realistic data, and nearly all of
them depend on recent advances in the power of computer hardware and
algorithms, leading to three other areas of interest:

* Spatial Statistics,
* Statistical Extremes, and
* Statistical computation.

I have a special interest in developing statistical methods for application
to problems in Environmental Science, where traditional methods often fail.
Recent examples include developing new and better ways to estimate the
mortality to birds and bats from encounters with wind turbines; the
development of nonexchangeable hierarchical Bayesian models for
synthesizing evidence about the health effects of environmental pollutants;
and the use of high-dimensional Bayesian models to reflect uncertainty in
mechanistic environmental simulation models. <P> My current (2015-2016)
research involves modelling and Bayesian inference of dependent time series
and (continuous-time) stochastic processes with jumps (examples include
work loads on networks of digital devices; peak heights in mass
spectrometry experiments; or multiple pollutant levels at spatially and
temporally distributed sites), problems arising in astrophysics (Gamma ray
bursts) and high-energy physics (heavy ion collisions), and the statistical
modelling of risk from, e.g., volcanic eruption.

Education & Training

  • Ph.D., Princeton University 1976

  • B.A., Cornell University 1972

Selected Grants

Collaborative Research: Using Precursor Information to Update Probabilistic Hazard Maps awarded by National Science Foundation (Principal Investigator). 2018 to 2020

EMSW21-RTG: Geometric, Topological awarded by National Science Foundation (Key Faculty). 2011 to 2018

Collaborative Research: Statistical And Computational Models and Methods for Extracting Knowledge from Massive Disparate awarded by National Science Foundation (Principal Investigator). 2012 to 2015

FRG: Collaborative Research: Prediction and Risk of Extreme Events Utilizing Mathematical Computer Models of Geophysical awarded by National Science Foundation (Principal Investigator). 2008 to 2012

SCREMS: Distributed Environments for Stochastic Computation awarded by National Science Foundation (Co-Principal Investigator). 2004 to 2007

Spatial-temporal Models for Environmental Health Effects awarded by Environmental Protection Agency (Co-Principal Investigator). 2001 to 2006


Berger, James, et al. “Statistische und Probabilistische Methoden der Modellwahl.” Oberwolfach Reports, European Mathematical Publishing House, 2005, pp. 2611–704. Crossref, doi:10.4171/owr/2005/47. Full Text Open Access Copy