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
  • Bioinformatics and Statistical Genetics
  • Time series analysis
but I also work in survival/reliability analysis, computational biology and biostatistics.

From April 2008, I have an NSERC funded postdoc position available to work on a project on Bayesian computation and inference, especially in Bioinformatics or Statistical Finance:  if you are interested in this position and suitably qualified (PhD in Bayesian computational methods) , please contact me here

Some recent technical reports can be found here.

Here is a list of some recent publications (appeared/accepted 2007-2008):

  1. Mettcalf, CJE, Stephens, DA, Rees, M, Louda SM, and Keeler, KH, Using Bayesian inference to understand the allocation of resources. between sexual and asexual reproduction, accepted for publication, Journal of the Royal Statistical Society Series C, 2008 (pdf)
  2. 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
  3. 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.
  4. 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
  5. Jasra, A, Stephens, DA and Holmes, CC, Population-based Reversible Jump Markov chain Monte Carlo,  Biometrika, 94(4), 787-807, 2007.
  6. Gander, MPS and Stephens, DA, Inference for Stochastic Volatility Models Driven by Levy Processes,  Biometrika 94(3), 627-646, 2007.
  7. Jasra, A, Stephens, DA and Holmes, CC, On Population-based Simulation for Static Inference, Statistics and Computing,17(3), 263-279, 2007
  8. 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
  9. 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 .
  10. 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
  11. Moodie, EEM, Richardson, TS and Stephens, DA, Demystifying Optimal Dynamic Treatment Regimes, Biometrics, 63, 447–455, 2007.

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

For more information about my research, please see my old Imperial website stats.ma.ic.ac.uk/~das01/
Contact Details:
 Professor David A. Stephens
Room 1235, 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

Last Updated: 15th September 2008