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Dr David A. Stephens
James McGill Professor

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).
I am currently the Editor-in-Chief of The Canadian Journal of Statistics.

My main areas of applied interest are
Here is a list of some recent publications (appeared/accepted 2007-2015):  my  Google scholar page is here  
  1. Weston, D, Russell, RA, Batty, E, Jensen, K, Stephens, DA, Adams, NM, and Freemont, PS, New quantitative approaches reveal the spatial preference of nuclear compartments in mammalian fibroblasts, Accepted for Publication, Journal of the Royal Society Interface, January 2015.
  2. Graham, DJ, McCoy, EJ and Stephens, DA, Approximate Bayesian inference for double robust estimation, Accepted for Publication, Bayesian Analysis, December 2014
  3. Graham, DJ, McCoy, EJ and Stephens, DA, Quantifying causal effects of road network capacity expansions on traffic flow and density via a mixed model propensity score estimator, Journal of the American Statistical Association, December 2014.
  4. Saarela, O, Stephens, DA, Moodie, EEM and Klein, MB, On Bayesian estimation of marginal structural models (with Discussion), Accepted for Publication, Biometrics, August 2014.
  5. Hanley, JA, Saarela O, Stephens, DA, and Thalabard, J-C, hGH isoforms differential immunoassays applied to blood samples from athletes: Decision limits for anti-doping testing, Growth Hormone & IGF Research, 2014 pii: S1096-6374(14)00049-5. doi: 10.1016/j.ghir.2014.06.001.
  6. Caron, F., Holmes, CC Griffin, JE, and Stephens DA, Two-sample Bayesian nonparametric hypothesis testing, Accepted for publication, Bayesian Analysis, May 2014.
  7. Ertefaie, A., Asgharian, M. and Stephens, DA. Propensity score estimation in the presence of length-biased sampling: a non-parametric adjustment approach. Stat, 3: 83–94. doi: 10.1002/sta4.46, Mar 2014.
  8. Rich B, Moodie EEM, and Stephens DA. Simulating sequential multiple assignment randomized trials to generate optimal personalized warfarin dosing strategies. Clinical Trials. 2014 Jan 24.
  9. Moodie EEM, Stephens DA, and Klein MB. A marginal structural model for multiple-outcome survival data: assessing the impact of injection drug use on several causes of death in the Canadian Co-infection Cohort, Statistics in Medicine 2013 Nov 25. doi: 10.1002/sim.6043. PMID: 24272681 
  10. Wallace MP, Stewart CE, Moseley MJ, Stephens DA, Fielder AR; Monitored Occlusion Treatment Amblyopia Study (MOTAS) Cooperatives; Randomized Occlusion Treatment Amblyopia Study (ROTAS) Cooperative. Compliance with occlusion therapy for childhood amblyopia. Investigations in Ophthalmology and Visual Science. 2013 Sep 17;54(9):6158-66. doi: 10.1167/iovs.13-11861. 
  11. Stewart CE, Wallace MP, Stephens DA, Fielder AR, Moseley MJ; MOTAS Cooperative. The effect of amblyopia treatment on stereoacuity. Journal of American Association for Pediatric Ophthalmology and Strabismus, 2013 Apr;17(2):166-73. doi: 10.1016/j.jaapos.2012.10.021.
  12. Vincent C, Stephens DA, Loo VG, Edens TJ, Behr MA, Dewar K, Manges AR, Reductions in intestinal Clostridiales precede the development of nosocomial Clostridium difficile infection. Microbiome. 2013 Jun 28;1(1):18. doi: 10.1186/2049-2618-1-18.
  13. Graham, DJ, McCoy EJ, and Stephens, DA Quantifying the effect of area deprivation on child pedestrian casualties by using longitudinal mixed models to adjust for confounding, interference and spatial dependence, Journal of the Royal Statistical Society, Series A, 2013, 176, Part 4, pp.931-950
  14.  Astle, WJ, De Iorio, M, Richardson, S, and Stephens, DA and Ebbels, TE, A Bayesian Model of NMR Spectra for the Deconvolution and Quantification of Metabolites in Complex Biological Mixtures, Journal of the American Statistical Association, doi: 10.1080/01621459.2012.695661, 2012.
  15. Weston DJ, Adams NM, Russell RA, Stephens DA, Freemont PS Analysis of Spatial Point Patterns in Nuclear Biology. PLoS ONE 7(5): e36841. doi:10.1371/journal.pone.0036841, May 2012
  16. Brenner, BG, Roger, M, Stephens, DA, Moisi, D, Hardy, I, Weinberg, J, Turgel, JR, Charest, H, Koopman, J, Wainberg, MA, and the Montreal PHI Cohort Study Group, Transmission Clustering Drives the Onward Spread of the HIV Epidemic Among Men Who Have Sex With Men in Quebec, Journal of Infectious Diseases, 204: 1115-1119, 2011
  17. Crowder, MJ and Stephens, DA, On inference from Markov chain macro-data using transforms, Journal of Statistical Planning and Inference, 141, 9: 3201-3216, September 2011
  18. Jasra, A, Stephens, DA, Doucet, A, and Tsagaris, T, Inference for Levy-Driven Stochastic Volatility Models Via Adaptive Sequential Monte Carlo, Scandinavian Journal of Statistics,  38: 1–22, 2011.
  19. Moodie EEM and Stephens DA, Marginal Structural Models: Unbiased estimation for longitudinal studies. International Journal of Public Health, published online 8th October 2010.
  20. 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
  21. 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
  22. 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.
  23. 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
  24. 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
  25. 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.
  26. 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.
  27. 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)
  28.  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)
  29. Jasra, A, Doucet, A, Stephens, DA and Holmes, CC, Interacting sequential Monte Carlo samplers for trans-dimensional simulationComputational Statistics & Data Analysis, 52, 1765-1791, 2008.
  30. 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
  31. Jasra, A, Stephens, DA and Holmes, CC, Population-based Reversible Jump Markov chain Monte CarloBiometrika, 94(4), 787-807, 2007.
  32. Gander, MPS and Stephens, DA, Inference for Stochastic Volatility Models Driven by Levy Processes,  Biometrika 94(3), 627-646, 2007.
  33. Jasra, A, Stephens, DA and Holmes, CC, On Population-based Simulation for Static InferenceStatistics and Computing,17(3), 263-279, 2007
  34. 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
  35. 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 .
  36. 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
  37. 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: 31 January 2015