Prof. Reg Kulperger

Reg Kulperger, Professor of Statistics

Addresses: e-mail kulperger@uwo.ca and Postal address

Department page: http://www.stats.uwo.ca/

Fall 2016 : SS3657-2016\Stat3657.htm

COURSES for fall 2013 and winter 2014 semesters

Statistics 9924.htm September to December 2013

fall 2014 : Stat 3657 - 2014

Winter 2016 : Stat3858\S3858.htm

Winter 2017 : SS3858\Stat3858.htm

Previous courses from recent years

Statistics 9932 home page September to December 2010

Statistics 1024 Home Page September to December 2009

Statistics SS9924.htm September 2013

Some old course (may no longer be active links)

- Stat 722 (spectral methods) : SS722b
(winter 2001)
- Stat 357a (Fall 2003) : ss357a
- Stat 530 page (Fall 2003) :
- Stat 421/521 (Winter 2003) : Stat421
- Stat 739a page : Stat739a
(September 2001)

6. Statistics 3657 Home Page Probability I

7. Statistics 4567/9567 Advanced Probability

8. Stat 9934b Spatial Statistics

9. Statistics 3858b Statistical Inference

Current work and research interests:

- applied stochastic modeling and statistical inference
for stochastic process
- flouresence and image
correlation spectroscopy.
- use of a massively
parallel computer in statistics
- stochastic modeling in
forestry
- empirical processes and randomly weighted empirical
processes; statistical applications to tests of randomness and residuals;
residuals for nonlinear time series
- financial modeling, options, relation between discrete
time and continuous time modeling; nonlinear time series; computational
methods; pricing in incomplete markets and discrete time models
- asymptotics
- process bootstrapping; Gaussian processes, point
processes and Markov processes

Graduate students, PhD:

- 1992: John
Braun: statistical inference for an interacting particle system model
of a tumor growth pattern.

W. J. Braun, R. Kulperger and T. Lookman. (1990) Identification of an interacting two type particle system. In ``Stochastic Modelling in Biology,'' edited by P. Tautu, p401--411. World Scientific Publishing Co., New York.

Braun and Kulperger (1993) differential equtions for moments of an interacting particle process on a lattice. J. Math Biology, 31, 199--214. - 1996: Alf Benn: a filtered Poisson process model of
flouresence correlation spectroscopy. Alf is currently at the Toronto
Dominion Bank, Toronto.

Benn and Kulperger (1996) Environmentrics, 7, 167--83, and Canadian Journal of Statistics (1997). - 1998: Janusz
Kawczak : a randomly weighted empirical process for
residuals from autoregression; choice of a metric for weak convergence
with unbounded random weights; empirical processes for ARCH
residuals. Janusz is currently at North Carolina, Charlotte.
- 1999 : Pantelis Andreous: a randomly weighted empirical
process for residuals from a linear regression model. weak convergence,
numerical study of the process for tests of randomness of residuals.
Pantelis is currently a statistician in Biostatistics and Epidemiology at
Dalhousie University.
- 2000 : Gena
Watteel: financial models, discrete and continuous time; nonparametric
estimation of the Levy mixing measure. She is currently working for
a private consulting company in Ottawa, Canada.
- 2007 : Alex Badescu, discrete time financial
modeling. pricing in incomplete markets using GARCH models with
non-normal driving noise, or using mixture GARCH models. Alex is
Assistant Professor of Mathematics, University of Calgary.
- 2007 : Doug Woolford, supervised jointly with
Professor Dave Stanford. Stochastic models of forestry and fire
spread. After a postdoctoral position divided between University
of Toronto, Forestry, and Simon Fraser University, Statistics, he has
taken the position, starting July 2009, of Assistant Professor,
Mathematics, at Wilfrid Laurier University.
- 2004 to 2008 : Taehan Bae is studying models of
corporate default and ratings transitions. During 2008 to 2010 he is
holding an NSERC Industrial Post Doctoral Fellowship at Algorithmics.

Current students:

I have some MSc students working on discrete time finance modeling and simulation questions. These include risk neutral option derivative pricing for ARCH type; Markov models of the returns process; estimation for nonlinear time series; empirical processes of residuals; penalized estimation.

There are MSc projects in modeling of forest fire starts and stochastic models of fire growth.

DOGS:

More information on my past and current dogs and related canine topics can be found by clicking on DOGS

The following two (Frodo and Dexter) did not work on modern statistical applications, but assisted in other ways.

*Frodo
and Dexter (August 1999). *

Dexter (1995-2001) died prematurely with a very aggressive form of cancer. Frodo (1993 - 2003) died in February 2003 at age 9 and 1/2. July 1, Frodo's birthday is a national holiday in Canada. It goes by two names, Canada Day and Frodo Day, although the second is not as well known nationally.

New Students:

medical imaging: UWO has a well known medical research community, including a group at the forefront of medical imaging headed by Aaron Fenster. I am looking for a student to work on some ideas of data reduction, classification and comparison of ultrasound and other imaging data. The initial method will be an application of spectral methods. We will make use of Fenster's computing facilities. As the work progresses, Fenster's group will also run experiments for us to supply us with the best possible data for the methods. His group develops the hardware, and are very interested in the participation of statisticians.

- image correlation spectroscopy (ICS): this is a problem
coming out the biochemistry work of Professor Nils Petersen
of the department of Chemistry, UWO. I have some ideas of how we can
exploit some higher moments and cumulants in a filtered Poisson model.
These will, if they work in practice, yield directly some of the
information that is currently only available in an indirect way. It has
great potential in the study of proteins. We can also consider other ways
in which one can exploit high tech computing facility in statistical
problems.
- I have various other questions about point processes,
continuing work in empirical processes and financial modeling and data
analysis questions that are of interest to graduate students.
- Modeling questions in stochastic finance : (i)
using discrete time returns models to evaluate risk neutral pricing of
options; (ii) nonparametric methods for (i); stability questions related
to (i); (iii) estimation of diffusion parameters in 1 dimensional
SDE models using discrete time data; (iv) goodness of fit for SDE models
in 1 dimensional SDE models; (v) estimation for nonlinear time series and
residuals for nonlinear time series.

Other interests:

- reading science fiction, Tolkien and mystery novels.
- golf, hiking with my dogs, dog training methods
- Star Trek

Poetry In Flanders Field (in Word Format)

In Flanders Fields in HTML

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TBae (this is password protected)

04 Jan 2010