Statistical Science
Arts and Sciences Distinguished Professor of Statistics and Decision Sciences
Some current research interests:
Foundations and theory
- Model uncertainty and Bayesian predictive decision synthesis.
- Causal predictive inference.
Modelling
- Multivariate and multiscale time series and dynamic modelling in forecasting and decision analysis.
- Dynamic network modelling and monitoring.
Methodology and computation
- Computational scalability of dynamic models via analytic and direct simulation methods.
- Optimisation in Bayesian decision analysis.
Applications
- Macro-economic policy-related forecasting and decision analysis (with central bank collaborators).
- Financial time series forecasting and decision analysis (with financial industry collaborators).
- Commercial forecasting, decision analysis and causal inference (with consumer industry collaborators).
- Large-scale dynamic network monitoring (with IT industry and government collaborators).