ARCHIVED CATALOG: Visit catalog.ucsb.edu to view the 2023-2024 General Catalog.

UC Santa Barbara General CatalogUniversity of California, Santa Barbara

Statistics and Applied Probability

Department of Statistics and Applied Probability
Division of Mathematical, Life, and Physical Sciences
South Hall 5607A
Telephone: (805) 893-2129
Undergraduate E-mail: undergradadvisor@pstat.ucsb.edu
Graduate E-mail: gradinfo@pstat.ucsb.edu
Website: www.pstat.ucsb.edu
Department Chair: Tomoyuki Ichiba
Graduate Vice Chair: Andrew Carter
Undergraduate Vice Chair: Wendy Meiring


 
Faculty
Andrew Carter, PhD, Yale University, Associate Professor (mathematical statistics)
Nils-Christian Detering, Associate Professor (applied probability, stochastic processes, random graphs, financial mathematics)
Janet Duncan, Continuing Lecturer
Raisa Feldman, PhD, Technion - Israel Institute of Technology, Associate Professor (probability and stochastic processes, time series)
Jean-Pierre Fouque, PhD, University of Paris 6, Professor (stochastic processes, stochastic partial differential equations, financial mathematics)
Alex Franks, PhD, Harvard University, Associate Professor (multivariate statistics, causal inference, biostatistics, sports analytics)
Michael Gu, PhD, Duke University, Assistant Professor (Bayesian statistics, spatio-temporal processes, functional data analysis, uncertainty quantification)
Dawn Holmes, PhD, University of Bradford, Senior Lecturer SOE (Bayesian networks, maximum entropy formalism, reasoning under uncertainty)
John Hsu, PhD, University of Wisconsin, Professor (Bayesian inference, linear models)
Ruimeng Hu, PhD, UC Santa Barbara, Assistant Professor (Machine Learning, Financial Mathematics, Stochastic Control and Games, Mean Field Approximation) Joint Appointment: MATH
Tomoyuki Ichiba, PhD, Columbia University, Professor (applied probability, stochastic processes, stochastic differential equations, financial mathematics and statistics)
S Rao Jammalamadaka, PhD, Indian Statistical Institute, Professor (theoretical and applied statistics, stochastic models and applications)
Michael Ludkovski, PhD, Princeton University, Professor (stochastic control, optimal stopping, stochastic filtering, Monte Carlo methods. Applications in financial and insurance mathematics, decision theory and risk management.)
Wendy Meiring, PhD, University of Washington, Professor (applied statistics, statistics of space-time processes, environmental statistics)
Jack Miller, PhD, The Ohio State University, Senior Lecturer SOE (statistics and data science education, teaching and learning)
Sang-Yun Oh, Associate Professor (Graphical models, covariance estimation, applied statistics, computational statistics, statistical computing and machine learning)
Hal Pedersen, PhD, Washington University, Senior Lecturer SOE (financial risk management, interest rate models, insurance risk)
Gareth Peters, PhD, University of New South Wales, Professor (Actuarial Mathematics, Quantitative Risk Management, Insurance, Statistical Methodology, Machine Learning in Insurance, Time Series Econometrics, Green Finance, Commodity Modeling, Signal Processing, Crypto currency and DeFi)
Uma Ravat, PhD, University of Illinois at Urbana-Champaign, Lecturer Potential SOE (Stochastic variations, inequalities, and Nash games, risk measures in finance, Statistical modeling for education data, Statistics and Data Science education)
Alex Shkolnik, PhD, Stanford University, Assistant Professor (Monte Carlo simulation, high dimensional statistics, covariance estimation, financial risk management, portfolio theory)
Julie Swenson, Continuing Lecturer
Yuedong Wang, PhD, University of Wisconsin, Professor (applied statistics, biostatistics, statistical methods)
Guo Yu, PhD, Cornell University, Assistant Professor (Statistical Machine Learning, High-dimensional Statistics, Graphical Models, Optimization)

 
Emeriti Faculty
Svetlozar Rachev, DSc, Steklov Mathematical Institute (probability theory, stability, probability metrics, mathematical finance)

 
Affiliated Faculty
Bjorn Birnir, PhD (Mathematics)
Dick Startz, PhD (Economics)
Doug Steigerwald, PhD (Economics)