Dr David A. Stephens
My Picture		 Department of
Mathematics and Statistics

McGill University
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I am a statistician working on Bayesian inference and applications, specifically theory and applications of Markov chain Monte Carlo (MCMC).

My main areas of applied interest are but I also work in biostatistics, causal inference, survival/reliability analysis and computational biology.

March 2011:  I am considering running some short courses in statistical computing
  • Basic: eg Introduction to statistical computation (in R, Stata, PASW etc) for researchers/graduate students
  • Intermediate: eg Computation for specific applications (eg time series, bioinformatics, causal inference)
  • Advanced: eg Markov chain Monte Carlo and WinBUGS for Bayesian inference
if you are interested in attending such courses, please email me here



Here is a list of some recent publications (appeared/accepted 2007-2010:)   
  1. Moodie EEM and Stephens DA, Marginal Structural Models: Unbiased estimation for longitudinal studies.International Journal of Public Health, published online 8th October 2010.
  2. Moodie EE M and Stephens DA, Using Directed Acyclic Graphs to detect limitations of traditional regression in longitudinal studies. International Journal of Public, 55(6):701-3, December 2010.
  3. Jasra, A, Stephens, DA, Doucet, A, and Tsagaris, T, Inference for Levy-Driven Stochastic Volatility Models Via Adaptive Sequential Monte Carlo, accepted for publication in Scandinavian Journal of Statistics,  2010.
  4. Yip, W, Stephens DA and Olhede SC, Hedging Strategies and minimal variance portfolios for European and exotic options in a Levy market, Mathematical Finance, 20(4), 617–646, October 2010
  5. Sagoo, P., Perucha, E., Sawitzki, B., Tomiuk, S, Stephens, DA, et al. Development of cross-platform biomarkers to detect renal transplant tolerance in man. Journal of Clinical Investigation. 120(6):1848–1861, doi: 10.1172/JCI39922, 2010.
  6. Yip, W, Stephens DA and Olhede SC,  The Explicit Chaotic Representation of the Powers of Increments of Levy Processes,  Stochastics, Vol 82: 3, 257-290, 10.1080/17442501003625263, June 2010
  7. Moodie, EEM and Stephens, DA, Estimation of Dose-Response Functions for Longitudinal Data Using the Generalized Propensity Score, Statistical Methods in Medical Research, doi: 10.1177/0962280209340213, published online May 2010
  8.  Ertefaie, A and Stephens DA, Comparing Approaches to Causal Inference for Longitudinal Data: Inverse Probability Weighting versus Propensity Scores, International Journal of Biostatistics: Vol. 6(2), Article 14, DOI: 10.2202/1557-4679.1198. January  2010
  9.  Rich, B, Moodie, EEM, Stephens DA and Platt, RP, Model Checking with Residuals for g-estimation of Optimal Dynamic Treatment, International Journal of Biostatistics: Vol. 6: Iss. 2, Article 12. DOI: 10.2202/1557-4679.1210. January 2010.
  10. Metcalf, CJE, Stephens, DA, Rees, M, Louda SM, and Keeler, KH, Using Bayesian inference to understand the allocation of resources between sexual and asexual reproduction, Journal of the Royal Statistical Society Series C, 58(2), 143-170(28), May 2009 (pdf)
  11.  Russell, RA, Adams, NM, Stephens, DA, Batty, E,  Jensen, K and Freemont, PS, Segmentation of Fluorescence Microscopy Images for Quantitative Analysis of Cell Nuclear Architecture,  Biophysical Journal, 22;96(8):3379-89, April 2009. (pdf)
  12. Jasra, A, Doucet, A, Stephens, DA and Holmes, CC, Interacting sequential Monte Carlo samplers for trans-dimensional simulation, Computational Statistics & Data Analysis, 52, 1765-1791, 2008.
  13. Stewart, CE, Stephens, DA, Fielder, AR and Moseley, MJ, Randomized Trial of Objectively Monitored Patching Regimens for Amblyopia Treatment, British Medical Journal, BMJ, doi:10.1136/ bmj.39301.460150.55, 2007
  14. Jasra, A, Stephens, DA and Holmes, CC, Population-based Reversible Jump Markov chain Monte Carlo,  Biometrika, 94(4), 787-807, 2007.
  15. Gander, MPS and Stephens, DA, Inference for Stochastic Volatility Models Driven by Levy Processes,  Biometrika 94(3), 627-646, 2007.
  16. Jasra, A, Stephens, DA and Holmes, CC, On Population-based Simulation for Static Inference, Statistics and Computing,17(3), 263-279, 2007
  17. Shiels C, Adams NM, Islam SA, Stephens DA, Freemont PS , Quantitative analysis of cell nucleus organisation. PLoS Computational Biology, 3(7):e138. doi:10.1371/journal.pcbi.0030138, 2007
  18. Stewart, CE, Stephens, DA, Fielder, AR and Moseley, MJ, Modeling Dose-Response in Amblyopia: Toward a Child-Specific Treatment Plan, Investigations in Ophthalmology and Visual Science, 48: 2589-2594, 2007 .
  19. Gander, MPS and Stephens DA,  Stochastic Volatility Modelling with General Marginal Distributions: Inference, Prediction and Model Selection, Journal of Statistical Planning and Inference 137, 3068 – 3081, 2007
  20. Moodie, EEM, Richardson, TS and Stephens, DA, Demystifying Optimal Dynamic Treatment Regimes, Biometrics, 63, 447–455, 2007.

Some technical reports can be found here.
Contact Details:
 Professor David A. Stephens
Room 1225, Burnside Hall
Department of Mathematics and Statistics
McGill University

Phone: 514-398-2005
Fax: 514-398-3899
E-mail : David Stephens		 Postal Address:
 Professor David A. Stephens
Department of Mathematics and Statistics
McGill University
Burnside Hall
805 Sherbrooke Street West
Montreal, QC, Canada H3A 2K6



I joined McGill from Imperial College in London on July 1st 2006.

For more information about older research, please see my old Imperial website stats.ma.ic.ac.uk/~das01/

 Last Updated: 15h March 2011