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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.

I am currently on sabbatical (until July 2014).


My main areas of applied interest are Here is a list of some recent publications (appeared/accepted 2007-2012:)   
  1. Graham, DJ, McCoy EJ, and Stephens, DA, Quantifying the effect of area deprivation on child pedestrian casualties using longitudinal mixed models to adjust for confounding, interference, and spatial dependence, acceptedfor publication, Journal of the Royal Statistical Society Series A, June 2012.
  2.  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.
  3. 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
  4. 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
  5. 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
  6. 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.
  7. Moodie EEM and Stephens DA, Marginal Structural Models: Unbiased estimation for longitudinal studies. International Journal of Public Health, published online 8th October 2010.
  8. 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
  9. 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
  10. 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.
  11. 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
  12. 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
  13. 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.
  14. 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.
  15. 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)
  16.  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)
  17. 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.
  18. 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
  19. Jasra, A, Stephens, DA and Holmes, CC, Population-based Reversible Jump Markov chain Monte CarloBiometrika, 94(4), 787-807, 2007.
  20. Gander, MPS and Stephens, DA, Inference for Stochastic Volatility Models Driven by Levy Processes,  Biometrika 94(3), 627-646, 2007.
  21. Jasra, A, Stephens, DA and Holmes, CC, On Population-based Simulation for Static InferenceStatistics and Computing,17(3), 263-279, 2007
  22. 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
  23. 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 .
  24. 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
  25. 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