Dr David A. Stephens

Research Teaching Current CV Talks Mathematics and Statistics McGill University

Department of Mathematics and Statistics McGill University

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

• Bioinformatics and Statistical Genetics
• Time series analysis

but I also work in biostatistics, survival/reliability analysis and computational biology. Some recent technical reports can be found here.

Here is a list of some recent publications (appeared/accepted 2007-2009:)   

1. Moodie, EEM and Stephens, DA,  Estimation of Dose-Response Functions for Longitudinal Data Using the Generalized Propensity Score, accepted for publication, Statistical Methods in Medical Research, May 2009 
2. 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)
3.  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)
4. Yip, W, Stephens DA and Olhede SC,  Hedging Strategies and minimal variance portfolios for European and exotic options in a Levy market, accepted for publication, Mathematical Finance, 2008  (arxiv)
5. 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.
6. 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
7. Jasra, A, Stephens, DA and Holmes, CC, Population-based Reversible Jump Markov chain Monte Carlo,  Biometrika, 94(4), 787-807, 2007.
8. Gander, MPS and Stephens, DA, Inference for Stochastic Volatility Models Driven by Levy Processes,  Biometrika 94(3), 627-646, 2007.
9. Jasra, A, Stephens, DA and Holmes, CC, On Population-based Simulation for Static Inference, Statistics and Computing,17(3), 263-279, 2007
10. 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
11. 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 .
12. 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
13. Moodie, EEM, Richardson, TS and Stephens, DA, Demystifying Optimal Dynamic Treatment Regimes, Biometrics, 63, 447–455, 2007.

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: 10th December 2008