Duncan Murdoch
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Contact Info
General Info
Research
Teaching
Software
Curriculum Vitae

 

Curriculum Vitae

September 30, 2008

  1. General
    1. Education
    2. Employment
  2. Publications
    1. Papers in Refereed Journals
    2. Refereed Conference Proceedings
    3. Other Refereed Contributions
    4. Work in Progress
    5. Other Contributions
    6. Technical Reports
  3. Presentations
    1. Invited Conference Presentations
    2. Contributed Conference Presentations
    3. Invited Lectures
  4. Research Funding
    1. Research Grants
    2. Other Grants and Contracts
  5. Awards
  6. Research Program
  7. Service
    1. To the University
    2. To the Profession
  8. Teaching
    1. Students Supervised
    2. Courses Taught

1  General

Department of Statistical and Actuarial Sciences
University of Western Ontario
London, Ontario
N6G 2E9
Phone: 519-661-3618
Fax: 519-661-3813
Email: murdoch@stats.uwo.ca

a)  Education

BACHELOR OF MATHEMATICS
in Statistics and Pure Mathematics. University of Waterloo, Waterloo, Ontario. May, 1981.

MASTER OF SCIENCE
in Statistics. Carleton University, Ottawa, Ontario. November, 1982.

DOCTOR OF PHILOSOPHY
in Statistics. Carleton University, Ottawa, Ontario. Supervisors Dr. D. Dawson and Dr. D. Krewski. Thesis: Models and Methods in the Risk Assessment of Chemical Carcinogens. May, 1988.

b)  Employment

July, 1998 to present

Department of Statistical and Actuarial Sciences,
University of Western Ontario.

Professor with tenure (as of July, 2008).

Feb, 2005 to Mar, 2005

Department of Mathematics and Statistics, University of Lancaster, Lancaster, UK

Academic Visitor

Jan, 2005 to May, 2005

Department of Statistics, Oxford, UK

Academic Visitor.

July, 1992 to June, 1998

Department of Mathematics and Statistics,
Queen's University.

Associate Professor with tenure (as of July, 1995).

August, 1996 to June, 1997

Department of Mathematics,
University of Bristol.

Visiting Professor. Tutored students in statistics and linear algebra and did research while on sabbatical from Queen's University.

June, 1988 to June, 1992

Department of Statistics and Actuarial Science,
University of Waterloo.

Research Assistant Professor. Half teaching load: 2 courses per year.

September, 1991 to December, 1991

Visiting scholar for Biostatistics Term at the Carleton University Laboratory for Research in Statistics and Probability.

This research term was spent visiting Carleton University. My main activity was to organize the AIDS in Canada: Statistical Issues workshop.

November, 1982 to June, 1988

Biostatistics and Computer Applications Division,
Environmental Health Directorate,
Health and Welfare Canada.

Hired as Statistical Analyst (level ES-1). Was Senior Consulting Statistician (level ES-4) when I left. Work involved consulting to scientists in the Directorate in statistics and risk assessment; research in risk assessment and statistics; computing support; contract management.

2  Publications

a)   Papers in Refereed Journals

  1. Kustra, R., Shi, X., Murdoch, D., Greenwood, C. and Rangrej, J. (2008). Efficient p-value estimation in massively parallel testing problems. Biostatistics, 9, 601-612, doi:10.1093/biostatistics/kxm053.

  2. Murdoch, D.J., Tsai, Y.-L. and Adcock, J. (2008). P-values are random variables. The American Statistician, 242-245.

  3. Shin, H.H., Takahara, G.K. and Murdoch, D.J. (2007). Optimal designs for calibration of orientations. Canadian Journal of Statistics, 35, 365-380. Winner of CJS Best Paper Award for 2007.

  4. Murdoch, D.J. and Takahara, G.K. (2006). Perfect sampling for queues and network models. ACM TOMACS, 16, 76-92.

  5. McKinney, J.L., Murdoch, D.J., Wang, J., Robinson, J., Biltcliffe, C., Khan, H.M., Walker, P.M., Savage, J., Skerjanc, I., and Hegele, R.A. (2004). Venn analysis as part of a bioinformatic approach to prioritize expressed sequence tags from cardiac libraries. Clinical Biochemistry, 37(11), 953-960.

  6. Murdoch, D. (2003). Orientlib: an R package for orientation data. Journal of Statistical Software, 8(19), 1-11.

  7. Shin, H.H., Takahara, G.K. and Murdoch, D.J. (2001). Uniqueness, consistency and optimality in spherical regression experiments. Statistics and Probability Letters, 54, 61-65.

  8. Day, J.S., Murdoch, D.J. and Dumas, G.S. (2000). Calibration of position and angular data from a magnetic tracking device. Journal of Biomechanics, 33, 1039-1045.

  9. Fill, J.A., Machida, M., Murdoch, D.J. and Rosenthal, J.S. (2000). Extension of Fill's perfect rejection sampling algorithm to general chains. Random Structures and Algorithms 17, 290-316.

  10. Murdoch, D.J. and Rosenthal, J.S. (1999). Efficient use of exact samples. Statistics and Computing 10, 237-243.

  11. Day, J.S., Dumas, G.S. and Murdoch, D.J. (1998). Evaluation of a long range transmitter for use with a magnetic tracking device in motion analysis. Journal of Biomechanics, 31, 957-961.

  12. Murdoch, D.J. and Green, P.J. (1998). Exact sampling from a continuous state space. Scandinavian Journal of Statistics 25, 483-502.

  13. Murdoch, D.J. and Chow, E.D. (1996). A graphical display of large correlation matrices. The American Statistician 50, 178-180.

  14. Goddard, M.J., Murdoch, D.J. and Krewski, D. (1995). Temporal aspects of risk characterization for pesticide exposures. Inhalation Toxicology 7, 1005-1018.

  15. Murdoch, D.J. and Benjamin, A.J. (1993). The probability of degenerate maximum-likelihood estimates with randomly truncated survival data. The Canadian Journal of Statistics 21, 223-231.

  16. Small, C.G. and Murdoch, D.J. (1993). Nonparametric Neyman-Scott problems: Telescoping product methods. Biometrika 80, 763-769.

  17. Murdoch, D.J. (1992). Scalable relative effectiveness models. Statistics and Probability Letters 8, 321-324.

  18. Murdoch, D.J., Krewski, D. and Wargo, J. (1992). Cancer risk assessment with intermittent exposure. Risk Analysis 12, 569-577.

  19. Krewski, D., Goddard, M.J., and Murdoch, D. (1989). Statistical considerations in the interpretation of negative carcinogenicity data. Regulatory Toxicology and Pharmacology 9, pp. 5-22.

  20. Krewski, D., Murdoch, D.J., and Withey, J.R. (1989). Recent developments in carcinogenic risk assessment. Health Physics 57, Sup. 1, pp. 313-325.

  21. Murdoch, D.J. and Krewski, D. (1988). Carcinogenic risk assessment with time-dependent exposure patterns. Risk Analysis 8, pp. 521-530.

  22. Chu, I., Murdoch, D.J., Villeneuve, D.C. and Viau, A. (1987). Tissue distribution and elimination of trichlorobenzenes in the rat. Journal of Environmental Science and Health B22, pp. 439-453.

  23. Smythe, R.T., Krewski, D. and Murdoch, D. (1986). The use of historical control information in modelling dose response relationships in carcinogenesis. Statistics & Probability Letters, 4, pp. 87-93.

  24. Krewski, D., Brown, C. and Murdoch, D. (1984). Determining ``safe'' levels of exposure: safety factors or mathematical models? Fundamental and Applied Toxicology, 4, pp. S383-S394.

  25. Boots, B.N. and Murdoch, D.J. (1983). The spatial arrangement of random Voronoi polygons. Computers & Geosciences, 9, 351-365.

b)   Refereed Conference Proceedings

  1. Namin, A.S., Andrews, J.H. and Murdoch, D.J. (2008). Sufficient mutation operators for measuring test effectiveness. Proceedings of the 30th international conference on Software engineering, ACM, 351-360, DOI: http://doi.acm.org/10.1145/1368088.1368136.

  2. Murdoch, D.J. and Meng, X.-L. (2001). Towards perfect sampling for Bayesian mixture priors. In Bayesian Methods, with Applications to Science, Policy and Official Statistics, E. I. George ed., (proceedings of the ISBA 2000 conference, Hersonnissos, Crete), Office for Official Publications of the European Communities, Luxembourg, 381-390.

  3. Fill, J.A., Machida, M., Murdoch, D.J. and Rosenthal, J.S. (2000). Extension of Fill's perfect rejection sampling algorithm to general chains (extended abstract). Proceedings of the Workshop on MCMC Methods, Fields Institute, October 1998. Fields Institute Communications 26, 37-52.

  4. Murdoch, D.J. (2000). Exact sampling for Bayesian inference: Unbounded state spaces. Proceedings of the Workshop on MCMC Methods, Fields Institute, October 1998. Fields Institute Communications 26, 111-121.

  5. Green, P.J. and Murdoch, D.J. (1999). Exact sampling for Bayesian inference: towards general purpose algorithms (with discussion). In Bayesian Statistics 6, J.M. Bernardo, J.O. Berger, A.P. Dawid, and Adrian F. M. Smith, eds., Oxford University Press, 301-321.

  6. Day, J.S., Murdoch D.J., Dumas G.A. (1998). Calibration of a magnetic tracking device and long range transmitter using locally linear fits. In the proceedings of the North American Congress on Biomechanics, Waterloo, August, 1998.

  7. Murdoch, D.J. (1998). Random walk approximation of confidence intervals. In Quality Improvement Through Statistical Methods, Bovas Abraham, ed. Birkhauser, Boston.

  8. Day, J.S., Dumas, G.A. and Murdoch, D.J. (1996) Evaluation of the Polhemus Fastrak for the collection of biomechanical kinematic data. In Proceedings of the Ninth Biennial Conference and Symposia of the Canadian Society for Biomechanics, Simon Fraser University.

  9. Murdoch, D.J., Krewski, D. and Wargo, J. (1992). Cancer risk assessment with intermittent exposure. In Proceedings of the Conference on Chemical Risk Assessment in the DoD, H. J. Clewell, III, ed. American Conference of Governmental Industrial Hygienists, Inc., Cincinnati, OH.

  10. Gillett, J.W., Huston, B.L., Murdoch, D., Renn, O. and Rish, W.R. (1989). Report of the Work Group on Risk Assessment/Exposure. In Briefing Book for the International Working Conference on Evaluating Risks to Human Health Associated with Exposure to Toxic Chemicals in the Great Lakes Basin Ecosystem. R.W. Flint, J.E. Vena, eds. State University of New York at Buffalo.

  11. Krewski, D. and Murdoch, D. (1988). Quantitative Factors in Carcinogenic Risk Assessment. In Banbury Report 31: Carcinogen Risk Assessment: New Directions in the Qualitative and Quantitative Aspects, Cold Spring Harbor Laboratory.

  12. Krewski, D., Murdoch, D.J. and Withey, J.R. (1987). The application of pharmacokinetic data in carcinogenic risk assessment. In: Pharmacokinetics in Risk Assessment, Drinking Water and Health Volume 8. National Academy Press: Washington, D.C., pp. 441-468.

  13. Withey, J.R. and Murdoch, D. (1987). Application of pharmacokinetics in risk assessment for pesticides. In: Pesticide Science and Biotechnology, R. Greenhalgh and T.R. Roberts, eds. Blackwell Scientific Publications.

c)   Other Refereed Contributions

  1. Murdoch, D.J. (2004). Venn diagrams in R. Journal of Statistical Software 11, Code Snippet 1.

  2. Murdoch, D.J. (1991). Compartmental pharmacokinetic models. In Statistical Methods in Toxicological Research, D.R. Krewski and C. F. Franklin, eds. Gordon and Breach.

  3. Krewski, D. and Murdoch, D.J. (1990). Cancer modeling with intermittent exposures. In Scientific Issues in Quantitative Cancer Risk Assessment, S.H. Moolgavkar, ed. Birkhauser Boston Inc.

  4. Goddard, M.J., Burnett, R.T., Collins, B.T. and Murdoch, D.J. (1990). Statistical analysis. In Handbook of In Vivo Toxicity Testing, D.L. Arnold, H.C. Grice and D.R. Krewski, eds. Academic Press.

  5. Murdoch, D.J., Krewski, D., and Crump, K.S. (1987). Quantitative theories of carcinogenesis. In: Cancer Modeling, J.R. Thompson and B.W. Brown, eds. Marcel Dekker, New York, pp. 61-89.

  6. Krewski, D., Murdoch, D. and Dewanji, A. (1986). Statistical modelling and extrapolation of carcinogenesis data. In Modern Statistical Methods in Chronic Disease Epidemiology, R.L. Prentice and S. Moolgavkar, eds. Wiley: New York, pp. 259-282.

d)   Work in Progress

  1. Murdoch, D. and Adler, D. (2007). RGL in 2007. Submitted to refereed conference useR2007, presented in August 2007.

  2. Gou, T., Murdoch, D.J. and Braun, W.J. (2007). Simulation of extremes of stochastic differential equations. In preparation.

  3. Tsai, Y.-L., Dupuis, D.J. and Murdoch, D.J. (2007). Influence measures and robust estimators for dependence in the extremes of Markov chains. In preparation.

  4. Tsai, Y.-L., Dupuis, D.J. and Murdoch, D.J. (2007). Influence measures and robust estimators of dependence in multivariate extremes. Submitted.

  5. Tsai, Y.-L., Dupuis, D.J. and Murdoch, D.J. (2006). A robust test for asymptotic independence in multivariate extremes. Submitted; revisions requested.

  6. Rowlingson, B., Roberts, G., Papaspiliopoulos, O., Beskos, A. and Murdoch, D.J. (2005). diffusion. An R package for exact simulation of stochastic diffusions. In preparation.

  7. Green, P.J., Lauritzen, S.L. and Murdoch, D.J. (2005). Relational structure and replication in graphical models. In preparation.

  8. Murdoch, D.J. and Meng, X.-L. (2002). Affine couplers and the simulation of truncated multivariate distributions. In preparation.

e)   Other Contributions

  1. Braun, W.J. and Murdoch, D.J. (2007). A First Course in Statistical Programming with R. Cambridge University Press.

  2. Murdoch, D. and Maechler, M. (2007). User! 2007. To appear in R News. 1 page.

  3. R Development Core Team (2003, 2004, 2005, 2006, 2007). R: A Language and Environment for Statistical Computing. R Foundation for Statistical Computing, Vienna, Austria, ISBN 3-900051-07-0.

  4. Sklyar, O., Murdoch, D. and Smith, M. (2007). inline: Inline C, C++, Fortran function calls from R. R package version 0.3.2.

  5. Murdoch, Duncan (2002). Reading foreign files. R News, 2/1 (March 2002), 2-3.

  6. Murdoch, Duncan (2001). Perfect sampling algorithms: Descendants of CFTP. Revista de Estatística - Statistical Review II, Proceedings of the 23rd European Meeting of Statisticians, Funchal, August 2001, 78-80.

  7. Li, X. and Murdoch, D.J. (2001). On the impossibility of perfect sampling of certain stochastic differential equations. Submitted to WNAR student paper competition, WNAR annual meeting, Burnaby, BC, June, 2001.

  8. Murdoch, D.J. (2001). RGL: An R interface to OpenGL. In Proceedings of the 2nd International Workshop on Distributed Statistical Computing, Vienna, March 2001, K. Hornik and F. Leisch, eds., ISSN 1609-395X, http://www.ci.tuwien.ac.at/Conferences/DSC-2001/Proceedings/.

  9. Murdoch, D.J. (2000). Markov chain Monte Carlo. Chance 13.4, 48-51.

  10. Murdoch, D.J. (2000). Drawing a scatterplot. Chance 13.3, 53-55.

  11. Murdoch, D.J. (2000). Statistics on the Web. Chance 13.1, 49-51.

  12. Murdoch, D.J. (1999). Programming with components. Chance 12.4, pp. 47-49.

  13. Murdoch, D.J. (1999). Programming 3-D graphics. Chance 12.2, pp. 45-47.

  14. Murdoch, D.J. (1999). What's Java? Chance 12.1, pp. 44-47.

  15. Murdoch, D.J. (1998). Review of S-PLUS version 4. Chance 11.4, pp. 42-45.

  16. Elkum, N. and Murdoch, D.J. (1996). Estimation of prostate cancer mortality rates in small areas using a nonlinear model. In the Proceedings of the Survey Methods Section of the Statistical Society of Canada, pp. 177-180.

  17. Murdoch, D.J. (1994). Review of A Handbook of Statistical Analyses using S-Plus by B.S. Everitt. Short Book Reviews 14, pp. 42-43.

  18. Murdoch, D.J. and Chow, E.D. (1994). ellipse: Routines for drawing ellipses and ellipse-like confidence regions. S computer code available from Statlib (statlib@lib.stat.cmu.edu).

  19. Murdoch, D.J. (1994). detroff.zip: DOS program to convert simple S help files to text format for use in S-PLUS for Windows. Program available from Statlib (statlib@lib.stat.cmu.edu).

  20. Murdoch, D.J. (1987). Review #806, Risk Abstracts 4, p. 192.

  21. Gilman, A., Dunnett, E., Cedar, F., Boddington, M., Murdoch, D. (1984). Pentachlorophenol use in Canada: a risk assessment. Contributed paper, 112th Annual Meeting, American Public Health Association, Anaheim, California, November 11-15.

f)   Technical Reports

  1. Yiu, K. and Murdoch, D. (2000). Bayesian model of the probability of containment in search and rescue operations. Four reports prepared under contract to Dept. of National Defence: 1. Preliminary report and plan for analysis, 2. Report on models, 3. Report on Bayesian inference, 4. Final report and recommendations.

  2. Murdoch, D.J. (1996). User's Manual for CALIBRATE: A Program to Calibrate FasTrak Data. Unpublished manual for computer program.

  3. Day, J., Murdoch, D., Brown, P. and Dumas, G.A. (1996). Calibration of the Fastrak for the Collection of Kinematic Data. In: Queen's-DuPont Longitudinal Back Research Study Progress Report. 2 pages.

  4. Murdoch, D.J., Agrawal, R., and Binns, M.A. (1994). Graphical displays of wavelets. Mathematical Preprint #1994-05, Department of Mathematics and Statistics, Queen's University, Kingston, Ontario.

  5. Murdoch, D.J. (1994). Estimation of Risks from Intermittent Exposure: The Colorado Plateau Uranium Miners. Report prepared under contract for Health Canada. 28 pages.

  6. Murdoch, D.J., Binns, M., Day, A., Erdeljan, S. and Forer, D. (1993). Statistical Analysis of a Multi-Generation Reproduction/Development Toxicology Study. Preliminary Report. Report prepared under contract for Health and Welfare Canada. 61 pages.

  7. Murdoch, D.J., Binns, M., Day, A., Erdeljan, S. and Forer, D. (1993). Statistical Analysis of a Multi-Generation Reproduction/Development Toxicology Study. Report prepared under contract for Health and Welfare Canada. 16 pages.

  8. Murdoch, D.J., Binns, M., Day, A., Erdeljan, S. and Forer, D. (1993). Correlated Data: Analysis of a Multi-Generation Reproduction/Development Toxicology Study. Report prepared for Health and Welfare Canada. 33 pages.

  9. Murdoch, D.J., editor (1992). AIDS in Canada: Statistical Issues. Technical report of the Laboratory for Research in Statistics and Probability, Carleton University and University of Ottawa. Report of workshop held in Ottawa in November, 1991. 34 pages.

  10. Murdoch, D.J. (1991). Statistical Methods for Cancer Risk Assessment with Time-Dependent Dosing. Report prepared under contract for Health and Welfare Canada. 31 pages.

  11. Murdoch, D.J. (1990). Smoothed density estimates with bivariate truncated survival data. Technical Report STAT 90-16, Department of Statistics and Actuarial Science, University of Waterloo. 17 pages.

  12. Murdoch, D.J. (1990). Statistical Methods for Dose-Response Models with Time-Dependent Dosing. Report prepared under contract for Health and Welfare Canada. 10 pages.

  13. Murdoch, D.J. (1989). A new parametrization of linear compartmental models. Technical Report STAT 89-04, Department of Statistics and Actuarial Science, University of Waterloo. 16 pages.

  14. Murdoch, D.J. and Benjamin, A.J. (1989). Wasted data: The probability of degenerate maximum likelihood estimates with bivariate truncated survival data. Technical report STAT 89-28, Department of Statistics and Actuarial Science, University of Waterloo. 26 pages.

3  Presentations

a)   Invited Conference Presentations

  1. ``Teaching Statistics using 3D Graphics in R'', Invited presentation at IASC 2008, Yokohama, Japan, December 5-8, 2008.

  2. ``Package Development in Windows'', Invited presentation at useR! 2008, Dortmund, Germany, August 12-14, 2008.

  3. ``The R Project: Open Source Statistical Computing'', Invited presentation at Flourish 2008, Chicago, April 4-5, 2008.

  4. ``The Basics of R'', Invited full-day workshop presentation at the Statistical Society of Ottawa Fall Seminar and Workshop, November 30, 2007.

  5. ``R Programming'', Invited full-day workshop presentation at the SSC Annual Meeting, June 10-13, 2007.

  6. ``Bayesian Estimation of p-values'', Invited presentation at ICSA Applied Statistics Symposium, Raleigh, North Carolina, June 3-6, 2007, and at BIRS Workshop on Complex Data Structures in the Health, Social and Environmental Sciences, April 12, 2007.

  7. ``Recent and Future Developments in R'', Invited presentation at Statistical Science: Present Position and Future Prospects, 40th Anniversary Conference, Dept. of Statistics and Actuarial Science, University of Waterloo, May 30-June 1 2007.

  8. ``Orientlib: An R Package for Orientation Data'', Invited presentation at gR 2003 Workshop, Aalborg, Denmark, September 2003.

  9. ``Introduction to Perfect Sampling'', Invited presentation at Sharcnet-Fields Conference on Monte Carlo Methods in Quantitative Finance, University of Western Ontario, November 9, 2002.

  10. ``Perfect Sampling for Non-Markovian Queues'', Invited presentation at SAMSI Challenges in Stochastic Computation workshop, September 2002.

  11. ``Overview of Perfect Simulation Methods'', Invited tutorial session at SAMSI Challenges in Stochastic Computation workshop, September 2002.

  12. ``RGL: An R Interface to OpenGL'', Invited presentation in session on R graphics at the Joint Statistical Meetings, New York, August 2002.

  13. ``Affine Couplers and the Simulation of Truncated Multivariate Distributions'', Invited presentation to the IMS annual meeting, Banff, July 2002.

  14. ``Perfect Sampling Algorithms: Connections'', Invited presentation at the SSC annual meeting, Hamilton, May 2002.

  15. ``Descendants of CFTP'' Invited presentation at 23rd European Meeting of Statisticians, Madeira, August 2001.

  16. ``Perfect Sampling for Queueing and Network Models'' Invited presentation at Joint Statistical Meetings, Atlanta, August 2001.

  17. ``The Good, the Bad and the Ugly: 2000 Years of Statistical Graphics'' Invited presentation at Mathematical Literacy and the Technological World, the Inaugural Conference of the Esso Centre for Mathematics Education, London, Ontario, April 2001.

  18. ``Perfect Sampling of Bayesian Mixtures'' Invited presentation at ISBA 2000, Hersonissos, Crete, May 2000.

  19. ``Perfect Sampling: Not Just for Markov Chains?'' Special contributed presentation at the Joint Statistical Meetings, Baltimore, August 1999.

  20. ``Calibration of an Orientation Measurement System.'' Invited presentation at the SSC annual meeting, Regina, June 1999.

  21. ``Exact Sampling for Bayesian Inference: Unbounded State Spaces.'' Invited presentation at the Workshop on Monte Carlo Methods, Fields Institute, Toronto, October 1998.

  22. Invited participant in Workshop on Stein's Method and Monte Carlo Markov Chains, Stanford University, July 1998.

  23. ``Exact Sampling for Bayesian Inference: Towards General Purpose Algorithms.'' Invited presentation at 6th Valencia International Meeting on Bayesian Statistics, Alcossebre, Spain, June 1998 and at the Joint Statistical Meetings, Dallas, August 1998.

  24. Invited participant in ``Workshop on Exact Simulation'' at Aalborg, Denmark, November 1997.

  25. ``Biomechanics-Statistical Needs.'' Presentation as organizer and discussant of Biomechanics session at the Joint Statistical Meetings, Anaheim, California, August 1997.

  26. ``Approximation of Confidence Intervals.'' Invited presentation at Statistics and Industry Conference, Cochin, India, December 1996.

  27. ``Cancer Risk Assessment with Time-Dependent Dosing.'' Invited presentation at the Statistical Society of Canada Annual Meeting, Wolfville, Nova Scotia, June 9, 1993.

  28. ``AIDS in Canada: Statistical Issues.'' Invited presentation at Statistical Society of Canada Annual Meeting, Edmonton, Alberta, June, 1992.

  29. ``AIDS in Canada: Statistical Issues.'' Principal organizer of two day workshop in Ottawa, Ontario, November 21 & 22, 1991.

b)   Contributed Conference Presentations

  1. ``RGL in 2007.'' Refereed contributed presentation at UseR! 2007, Ames, Iowa, August 2007.

  2. ``Simulation of Extremes of Stochastic Differential Equations.'' Contributed presentation at SSC Annual Meeting, St. John's, Nfld, June 13, 2007.

  3. ``Orientlib: An R Package for Orientation Data.'' Contributed poster at UseR 2004, Vienna, May 2004.

  4. ``RGL: An R Interface to OpenGL.'' Contributed presentation at DSC 2001, Vienna, March 2001.

  5. ``Perfect Sampling for Queueing and Network Models.'' Contributed presentation at CanQueue 2000, London, September 2000.

  6. ``Efficient use of exact samples'' (with J.S. Rosenthal). Contributed poster at the 6th Valencia International Meeting on Bayesian Statistics, Alcossebre, Spain, June 1998.

  7. ``Exact MCMC Sampling from a Continuous State Space.'' Contributed presentation at the SSC Annual Meeting, Fredericton, June 1997.

  8. ``Evaluation of the Polhemus Fastrak for the Collection of Biomechanical Kinematic Data'', J. S. Day, G. A. Dumas, D. J. Murdoch. Contributed presentation to Canadian Society of Biomechanics, July 1996.

  9. ``Statistical Methods for Orientation Data.'' Contributed paper at SSC Annual Meeting, Waterloo, June, 1996.

  10. ``Estimation of Prostate Cancer Mortality Rates in Small Areas using a Nonlinear Model'', N. Elkum and D. Murdoch. Contributed paper at SSC Annual Meeting, Waterloo, June 1996.

  11. ``A Graphical Display of Large Correlation Matrices.'' Contributed paper at SSC Annual Meeting/IMS 58th Annual Meeting, Montréal, July 12, 1995.

  12. ``Graphical Displays of Wavelets.'' Special contributed paper session, 57th Annual Meeting of the Institute of Mathematical Statistics, Chapel Hill, North Carolina, June 20, 1994.

  13. ``The Probability of Degenerate Maximum Likelihood Estimates with Truncated Survival Data.'' Contributed presentation, XVth International Biometrics Conference, Budapest, Hungary, July 3, 1990.

  14. ``Compartmental Models with Complex Eigenvalues.'' Contributed presentation, Statistical Society of Canada Annual Meeting, St. John's, Newfoundland, June 4, 1990.

c)   Invited Lectures

  1. ``P-values are Random Variables'' Invited presentation at the University of Toronto, October 4, 2007.

  2. ``Collaborative Research with Subversion and R: A talk about doing research'' Invited presentation at the University of Toronto, February 1, 2007.

  3. ``RGL: 3-D Dynamic Graphics in R'' Invited presentation at the University of Windsor, September 28, 2006.

  4. ``Bayesian Estimation of p-values'' Presentation at University of Toronto, February 16, 2006, University of Western Ontario, March 16, 2006, McMaster University, October 17, 2006.

  5. ``Pairwise Haplotype Analysis'' Presentation to ARCTIC Scientific Advisory Board, January 11, 2006, Toronto.

  6. ``Perfect Sampling'' Tutorial lectures at Oxford University, April 28 and May 5, 2005.

  7. ``Perfect Sampling for Non-Markovian Queues'' Invited presentation at University of Lancaster, March 4, 2005.

  8. ``Optimal Designs for Calibration of Orientations'' Invited presentation Oxford University, January 27, 2005.

  9. ``Perfect Sampling Algorithms: Connections'' Invited presentation McMaster University, November 15, 2002.

  10. ``RGL: An R Interface to OpenGL'' Invited presentation at the University of Western Ontario, November 7, 2002, University of Guelph, November 29, 2002, University of Toronto, February 27, 2003.

  11. ``Perfect Sampling of Bayesian Mixtures'' Invited presentation at Harvard University, November 21, 2001.

  12. ``Perfect Sampling for Queues and Networks.'' Invited presentation at McGill University, September 20, 2001, University of Western Ontario, October 11, 2001, Harvard University, November 19, 2001.

  13. ``Statistical Graphics.'' Invited lecture to Mrs. Roes' grade 5/6 class, Ryerson P.S., London, February 15, 2001 and February 26, 2002.

  14. ``Perfect Sampling: Two Examples.'' Invited presentation at the University of Waterloo, November 30, 2000.

  15. ``Perfect Sampling: Not Just for Markov Chains?'' Invited presentation at McMaster University, November 1999; York University, January 2000; University of Auckland and University of Waikato, February 2000.

  16. ``Calibration of an Orientation Measurement System.'' Invited presentation at University of Toronto, January 1999; Université Laval, February 1999; University of Guelph, March 1999.

  17. ``Exact Sampling for Bayesian Inference: Unbounded State Spaces.'' Invited presentation at the University of Western Ontario, November 1998.

  18. ``Exact Sampling for Bayesian Inference: Towards General Purpose Algorithms.'' Invited presentation at Stanford University, July 1998.

  19. ``Perfect Simulation.'' Invited Coleman-Ellis Lecture (a mathematical lecture presented accessibly to the general university community), Queen's University, March 1998.

  20. ``Calibration of an Orientation Measurement System.'' Invited presentation at University of Western Ontario, London, February 1998.

  21. ``Exact MCMC Sampling from a Continuous State Space.'' Invited presentation at l'Université de Toulouse, March 1997, the University of Bristol, April 1997, the University of Reading, June 1997, Queen's University, September 1997, the University of Western Ontario, November 1997 and the University of Toronto, November 1997.

  22. ``Approximation of Confidence Intervals.'' Invited presentation at University of Bath, Bath, United Kingdom, January 1997.

  23. ``Calibration of an Orientation Measurement System.'' Invited presentation at University of Bristol, Bristol, United Kingdom, November 1996.

  24. ``Calibration of FasTrak System.'' Presentation by D. Murdoch at DuPont Kingston Plant, June 19, 1996.

  25. ``Random Walk Calculation of Confidence Intervals.'' Invited presentation to University of Toronto Department of Statistics, January 31, 1996.

  26. ``How Do I Deal with Measured Orientations?'' Invited presentation to Queen's Statistical Consulting Seminar series, November 27, 1995.

  27. ``Random Walk Calculation of Confidence Intervals.'' Invited presentation to Queen's Chemical Engineering seminar series, July 26, 1995; Queen's Mathematics and Statistics Graduate Student Seminar, September 15, 1995; University of Western Ontario seminar, November 3, 1995.

  28. ``Cancer Risk Assessment with Intermittent Exposure.'' Invited presentation at the Ontario Cancer Institute, April 14, 1993.

  29. ``A Telescoping Product Approach to a Nonparametric Neyman-Scott Problem.'' Invited presentation at Queen's University, Kingston, Ontario, October 9, 1992.

  30. ``Statistical Applications of Wavelets.'' Invited presentation at the University of Winnipeg, the University of Alberta, the University of Calgary and Queen's University, February 1992.

  31. ``Statistical Applications of Wavelets.'' Invited presentation at Carleton University, Ottawa, Ontario, December 16, 1991.

  32. ``Estimating Time-Dependent Dose Effects.'' Invited presentation at McMaster University, Hamilton, Ontario, March 19, 1991.

  33. ``Statistical Applications of Wavelets.'' Invited presentation at Wavelets Seminar Series, University of Waterloo, March 12, 1991.

  34. ``Relative Effectiveness Models of Carcinogenesis.'' Presentation at Queen's University, Kingston, Ontario, March 8, 1991.

  35. ``Relative Effectiveness Models of Carcinogenesis.'' Invited presentation at the University of Waterloo, Waterloo, Ontario, December 6, 1990.

4  Funding

a)   Research Grants

  1. NSERC Discovery Grant: Computer intensive statistical methods, $20000/year, awarded April 2008, to April 2013.

  2. NSERC Discovery Grant: Perfect Sampling and Orientation Data Analysis, $20000/year, awarded April 2003, to April 2008.

  3. NSERC Research Grant: Exact sampling, orientation statistics, and other methods in applied statistics, $14700/year, awarded April 1999, to April 2003.

  4. NSERC Research Grant: Methods in applied statistics, $10000/year, awarded April 1995, to April 1999.

  5. NSERC Research Grant: Statistical methods in cancer modelling. Awarded April 1992, $9000/year, to April 1995.

  6. NSERC Operating Grant: Statistical methods for compartmental models. Awarded April 1989, $10390/year, to April 1992.

b)   Other Grants and Contracts

  1. Contract with DRDC Atlantic: Confidence intervals for logistic regression. $17999, awarded June 2008.

  2. NSERC RTI Grant: Blade servers based parallel statistical computing. Principal investigator H. Yu, with several other investigators including D. Murdoch, $34994, awarded April, 2007.

  3. NSERC RTI Grant: High Performance Computing Resource for Statistical Genomics. Principal investigator R. Kustra (Toronto), with other investigators C. Greenwood (Toronto), M. Escobar (Toronto), D. Murdoch (UWO), M. Zhu (Waterloo), J. Beyene (Toronto), L. Briollais (Toronto) and D. Tritchler (Toronto), $68250, awarded April, 2006.

  4. NSERC RTI Grant: Distributed Graduate Computing Laboratory. Principal investigator D.J. Murdoch, with other investigators W.J. Braun, R.J. Kulperger, S.B. Provost, J. Ren, D.A. Stanford, R. Zitikis. $65380, awarded April, 2005.

  5. NPCDS Project: Canadian Consortium on Statistical Genomics. Investigators D. Bingham (Michigan), J. Bryan (UBC), H. Chipman (Waterloo/Acadia), R. Kustra (Toronto), D.J. Murdoch, R. Nadon (McGill), E. Susko (Dalhousie), R. Tibshirani (Stanford). Workshop (fall 2003); ongoing grant $60000/yr for 2 years awarded April, 2004.

  6. NSERC Equipment Grant: Statistical Computing Laboratory. Principal investigator H. Yu, with other investigators D.R. Bellhouse, W.J. Braun, D.J. Dupuis, B. Jones, R.J. Kulperger, A.I. McLeod, D.J. Murdoch, S. Provost, D.A. Stanford. $15050, awarded April, 2003.

  7. NSERC Equipment Grant: A Beowulf cluster of Linux workstations for large-scale statistical parallel computing. Principal investigator H. Yu, with other investigators D.R. Bellhouse, W.J. Braun, B.L. Jones, R.J. Kulperger, A.I. McLeod, D.J. Murdoch, S.B. Provost, D.A. Stanford. $40792, awarded April, 2001.

  8. NSERC Equipment Grant: Linux lab for statistics research. Principal investigator H. Yu, with other investigators D.R. Bellhouse, R.J. Kulperger, A.I. McLeod, D.J. Murdoch, S.B. Provost, D.A. Stanford. $29148, awarded April, 2000.

  9. DND contract: A Bayesian model of the probability of containment (POC) in Search and Rescue (SAR) operations. Principal investigator, supervising MSc student Kameron Yiu, total contract $17000, awarded January, 2000.

  10. CRM/Fields/PIMS Conference Grant: SSC Annual Meeting, Ottawa, June 4-7, 2000. Programme chair, with Andre Dabrowski (University of Ottawa), Brian Allen (University of Guelph), and Paul Cabilio (Acadia University), $10000, awarded November, 1999.

  11. NSERC Equipment Grant: Statistical Computing Lab Upgrade. Principal investigator, with other investigators D.R. Bellhouse, M.S. Haq, R.J. Kulperger, A.I. McLeod, S.B. Provost, J.E. Stafford, D.A. Stanford, H. Yu. $26424, awarded April, 1999.

  12. NT license gift to UWO: Arranged for gift by Microsoft Canada of 60 licenses for Windows NT to Statistics Computing Lab, approx. value $4000, December, 1998.

  13. UWO Startup Grant: Grant for computer equipment, $10000, July 1998.

  14. Contract with Biomechanics Group: CALIBRATE: A program for calibration of an orientation measurement system, $2000, awarded April 1996, completed June 1996.

  15. Contract with Fleet Technology: Design issues in field tests of winter sands, $2000, awarded November 1995, completed December 1995.

  16. Contract with Health and Welfare Canada: Review of quantitative cancer risk assessment, $4000, awarded November 1993, completed March 1994.

  17. NSERC Equipment Grant: Statistical computing laboratory. Principal investigator, with other major users E. D. Chow, J. T. Smith, D. G. Watts, $37237, awarded March 1993.

  18. Contract with Health and Welfare Canada: Statistical analysis of rat multigeneration developmental toxicity study, $20000, awarded February 1993, completed May 1993.

  19. Queen's University Research Initiative Fund: Grant for computer equipment, $4200, awarded August 1992.

  20. Contract with Health and Welfare Canada: AIDS in Canada: Statistical Issues. Two day workshop in Ottawa as part of Carleton University's Biostatistics Term. $15000, awarded September 1991, completed March 1992.

  21. Contract with Health and Welfare Canada: Statistical methods for cancer risk assessment with time-dependent dosing. $4000, awarded February 1991, completed June 1991.

  22. Contract with Health and Welfare Canada: Statistical methods for dose-response models with time-dependent dosing. $4000, awarded March 1990, completed October 1990.

  23. University of Waterloo Interim Research Grant. Awarded September 1988, $3500.

5  Awards

  1. Canadian Journal of Statistics Award for the best paper of 2007.

  2. Distinguished Service Award from the Statistical Society of Canada, 2005.

6  Research Program

My research interests are in applied statistics, statistical computing and statistical graphics. Several current areas of research are outlined below.

Statistical Computing

R is an open source implementation of the S programming language. As a member of the ``R Core Team'', I share responsibility for its releases. My particular interests are in user interface issues and graphics.

Approximation of Permutation Distributions

In Kustra et al. (2006) (paper 2.1) we showed how to approximate permutation-based p-values using a Bayesian technique with much less computation than a full Monte Carlo permutation. This appears to be a fruitful technique. Currently with my student P. Nguyen I am investigating two related ideas: approximation of conditional p-values by MCMC sampling from a weighted permutation distribution, and approximation of multiple testing combinations of p-values e.g. the minP approach of Becker, Cichon, Jonson and Knapp (Ann. Hum. Genetics, 2005).

Simulation of Stochastic Differential Equations

Currently I am working with W.J. Braun and our student T. Gou on perfect simulation of maxima, minima, and barrier crossing times for stochastic diffusions that follow stochastic differential equations. This work builds on work of Beskos et al (to appear in Bernoulli; I was not involved in that work, but am now involved with that group on implementation of their methods in an R package) for perfect simulation of SDEs.

Perfect Sampling

Markov chain Monte Carlo is a general computational technique for sampling from an arbitrary distribution (e.g. a posterior distribution in Bayesian inference). Until late 1995, it was thought that in almost all cases this would yield samples with distributions only approximating the target distribution. Propp and Wilson (1996) showed that in some cases it is possible to get exact convergence; my recent work has extended this to distributions on continuous state spaces, and recent results suggest that it should soon be possible in most Bayesian models. Moreover, Propp and Wilson's ideas can be extended to other contexts such as perfect simulation of stochastic differential equations.

Statistics of Orientation Data

Measured orientations are observations in the group SO(3), the rotations of a rigid object in three dimensional space. Because this group is non-Abelian, many standard techniques fail: it isn't even clear how to define a mean. Together with my students H.S.H. Shin and X. Zhang, I have started a programme of research into issues of applying modern statistical methods such as smoothing and data visualization to this space.

7  Service

a)  To the university

Awards Committee: Member, July 2007 to June, 2008.

Appointments Committee: Member, July 2006 to June, 2008.

Program Examiner for MSc examination for Chinthanie Ramasundarahettige, Epidemiology and Biostatistics, July 2008.

Program Examiner for PhD examination for Katherine Davies, Statistics, June 2008.

University Examiner for PhD examination for Tanya Mark, Business Administration, December 2007.

Chair for PhD examination for Jigang Zhou, Chemistry, December 2007.

Program Examiner for PhD examination for Alexandru Asimit, Statistics, December 2007.

Hooder at Convocation, June 2007.

Program Examiner for MSc examination for Sameer Parpia, Biostatistics, June 2007.

University Examiner for MSc examination for Felix (Chun Hang) Li, Computer Science, December 2006.

Examiner for PhD examination for Jennifer Asimit, November 2006.

Examiner for MSc examination for Baoguo Jiang, September 2006.

University Examiner for PhD examination for Monica Taljaard, March 2006.

University Examiner for MSc examination for Michelle Zang, December 2005.

Graduate Affairs Committee: Member, 1998-2002, 2003-2004, 2006. Chair from April, 1999 to June 2002, January to April 2006.

Statistical & Actuarial Sciences Departmental Chair Selection Committee: Member, May 2003-April 2004.

Nominating Committee for Faculty of Science: Member, April 2002-June 2004.

Bioinformatics Steering Committee: Member, 2002-2003.

University Examiner at PhD thesis examination for Huajie Zhang (Computer Science), April 16, 2002.

Chair of PhD thesis examination for Amir Halabian (Engineering Science), November 28, 2001.

Pro-Chancellor at convocation, October 26, 2001.

Promotion and Tenure Committee: Member, 2001-2004.

Dean's Internal Advisory Committee: Member, 1999-2000.

Undergraduate Affairs Committee: Member, 2002-2004. Chair from June 2003 to December 2004.

Colloquium Committee: Member and co-chair, 1998-2001.

Computing Committee: Chair, 1998-1999. Prepared funding requests to NSERC and Science Student Levy, managed public computing lab.

Steering Committee for Systems Manager: Member, 1998-1999, Chair, 1999.

b)  To the profession

External examiner
for PhD examination of Connie Stewart, Dalhousie University, May 2006.
Associate Editor
of Statistica Sinica, August 2005 to March, 2007.
Associate Editor
of the Canadian Journal of Statistics, September 2003 to October 2004.
Associate Editor
of the Journal of Statistical Software, July 2003 to January 2008.
Member of the R Core Team
and ordinary member of the R Foundation, elected March 2003.
Current Index to Statistics:
IMS representative on management committee, January 2003-December 2004; Chair, January 2005-December 2007.
Associate Editor
of Statistics and Computing, January 2002 to January 2005.
Contributing Editor
for the Current Index to Statistics, December 2001 to December 2004.
External examiner
at PhD thesis examination of Sonia Jain, (Statistics, University of Toronto), April 3, 2002.
Statistical Society of Canada:
Secretary, July 2000-June 2004. Member of the Liaison editorial board as webmaster of the SSC web site, Fall 1995 to Fall 2000. Program chair for annual meeting in Ottawa, June 2000.
American Statistical Association:
Member
Institute for Mathematical Statistics:
Member
International Society for Bayesian Analysis:
Member

8  Teaching

a)   Students Supervised as Principal Supervisor

At UWO:

  1. Paul Nguyen (Fall 2006 to present). Ph.D. in progress.
  2. Li Hua Yue (Fall 2006 to present, with W. He). Ph.D. in progress.
  3. Tingting Gou (Fall 2005 to present, with W.J. Braun). Ph.D. in progress.
  4. Yuling Tsai (Spring 2004 to Fall 2006, with Debbie Dupuis). Ph.D. Thesis title: Using Robust and Bayesian Methods to Assess Asymptotic Independence in Extreme Values.
  5. Xiaoling Zhang (Fall 2000 to Summer 2004). Ph.D. thesis: Orientation Data Analysis.

  6. Baohua Li (Summer 2004, with Matt Davison, Applied Math). M.Sc. project: Pricing & Hedging With/Without Transaction Costs.
  7. Jianhong Zhou (Winter and Summer 2004). M.Sc. project: Violations of Assumptions in Microarray Experiments.
  8. Ming Chen (Summer 2004). NSERC summer undergraduate research project on 3D graphics in R.
  9. Ravi Pachai (Fall 2003 to Winter 2004, with Aija Downing, Computer Science). Computer Science undergraduate honors project on simulation of stochastic differential equations in R.
  10. Xiaoqiang Li (Fall 1998 to Summer 2002). Ph.D. Thesis title: On the Perfect Simulation of Stochastic Differential Equations. Currently employed as statistical consultant at the University of Toronto.
  11. Sherri Pasian (Fall 2000 to Summer 2002). M.Sc. project: Assessment of Mental Health Services in Piedmont, Italy.
  12. Lara Mirilovic (January 2002 to Summer 2002, with Chris Anderson, Ivey School of Business). M.Sc. project: Long Run Predictability of Stock Returns.
  13. Mahbubul Haq (January 2002 to Summer 2002). M.Sc. project: Image Processing Using Least Squares.
  14. Jiming Fang (Summer 2000 to Spring 2001). M.Sc. project: Data Visualization of 3D Images: Prostate Cancer Case Study. Currently employed at ICES, Toronto.
  15. Deepak Sanjel (Summer 2000 to Spring 2001). M.Sc. project: An Analysis of the Grades Obtained by Students and Confidentiality Issues.
  16. Karen Anderson (Fall 1999 to Summer 2000, with Matt Davison, Dept. of Applied Mathematics). M.Sc. project: Model Estimation of Electricity Prices.
  17. Sze-King (Kameron) Yiu (Fall 1999 to Summer 2000). M.Sc. project: Bayesian Analysis of Search and Rescue Data.

At Queen's:

  1. Tarun Gandhi (Fall 1997 to Summer 1998). Project Master's.

  2. Hwa Shin H. Shin (Winter 1996 to Summer 1999). Doctoral student, successfully defended thesis on May 31, 1999.

  3. Naser Elkum (Fall 1995 to Fall 1997, previously supervised by Dr. J. Myles). Doctoral student, degree awarded December 1997. Presently statistical researcher, King Faisal Specialist Hospital & Research Centre, Saudi Arabia.

  4. Colin McCulloch (Summer 1995). Project Master's, degree awarded.

  5. Hwa Shin H. Shin (Summer 1995). Project Master's, degree awarded.

  6. Melvin Munsaka (September 1992 to December 2001). Doctoral student, successfully defended thesis in December, 2001.

  7. William Pouliot (Summer 1994). Project Master's, degree awarded. Subsequently Carleton University PhD student.
  8. Rekha Agrawal (Fall 1994). Research assistant.
  9. Malcolm Binns (Spring and summer 1993). Project Master's, degree awarded, and research assistant for Health and Welfare contract.
  10. Andrew Day (Spring and summer 1993). Project Master's, degree awarded, and research assistant for Health and Welfare contract.
  11. David Forer (Spring 1993). Research assistant for Health and Welfare contract.
  12. Susanne Erdeljan (Spring 1993). Research assistant for Health and Welfare contract.

b)   Courses Taught

At UWO

Introduction to Statistics
(SS 024b, Winter 2008). This is an introductory statistics course for a wide audience (Science, Health Sciences, Social Science, etc.). Textbook: The Basic Practice of Statistics, 3rd ed., D.S. Moore.

Generalized Linear Models
(SS 555b, Fall 2007). This is a graduate course on GLMs and GAMs. Textbook: An Introduction to Generalized Linear Models, 2nd ed., A.J. Dobson.

Bayesian Statistics
(SS 707, Fall 1998, Winter 2002, Fall 2006). This is a graduate course in Bayesian statistics, with an emphasis on the computational issues. Included was a section on the new area of perfect sampling, in which I am currently working.

Introduction to Statistical Computing
(SS 259b, Winter 2006, 2007, 2008). This course introduces statistical and actuarial students to programming. The textbook (2.5) was written to serve in this course, and will be used in 2008.

Advanced Data Analysis
(SS 458a/b, SS 542/558, Fall 1999, 2000, Winter 2002, 2003, 2006 (with J. de Tibeiro), Winter 2007). This course teaches topics in data analysis, including generalized linear models, smoothing, bootstrapping, Markov chain Monte Carlo techniques in Bayesian analysis, and technical report writing.

Statistical Computing
(SS 459a/559a, Fall 2004). This course surveyed modern statistical computing methods, using R. LATEX and SQL were also introduced. There was no textbook.

Bioinformatics and Statistical Genomics Seminar
(SS 732b, Winter 2004). This seminar was mainly student presentations on various topics in bioinformatics, with faculty presentations by Kathleen Hill (Biology), Louise Martin (Applied Math), and myself.

Probability
(SS 257a, Fall 2003, 2004). This course introduces elementary probability, including random variables, conditional distributions, and distribution theory. Textbook: Probability and Statistics, 3rd ed., M.H. DeGroot and M.J. Schervish.

Statistics for Mathematical Scientists
(SS 260b, Winter 2003, 2004). This course introduces mathematical statistics, including both Bayesian and classical methods. Textbook: Probability and Statistics, 3rd ed., M.H. DeGroot and M.J. Schervish.

Financial Modelling
(SS 420a/520a, Fall 2002, 2003). This course teaches valuation of derivatives using continuous time models. Textbook: An Introduction to Mathematical Finance, by S. M. Ross.

Simulation of Stochastic Differential Equations
(SS 719, with Matt Davison, John Braun and other participants, Winter 2002). This was a research level seminar with participation of a number of faculty and students.

Introduction to Statistics
(SS 255, Fall/winter 1998-2001, summer 2001). This is an introduction to statistics and scientific computing for general and honours students in statistics and actuarial science. This version of the course was first offered in 1998; earlier versions included a probability component that was moved to SS 257. Textbook: Probability and Statistics, by K.J. Hastings.

Introduction to Linear Regression
(SS 359b/524b, Winter 1999). This is a mixed undergrad/graduate course giving an introduction to simple and multiple linear regression. Textbook: An Introduction to Computational Statistics: Regression Analysis, by R. I. Jennrich.

At Queen's

Introduction to Statistics and Probability for Engineers
(STAT 267B, Winter 1995, 1996; STAT 267A, Fall 1995). This is a basic introduction to applied statistics and probability, with an emphasis on applications in geological and mining engineering (267B) or civil engineering (267A). Textbook: Probability and Statistics for Engineers by R.L. Scheaffer and J.T. McClave.

Design and Analysis of Experiments
(STAT 471, Winter 1995). I designed this course to teach classical design and analysis for completely randomized designs, factorial and fractional factorial designs, and includes some modern design including Taguchi's approach and design for nonlinear models. Textbook: Statistical Principles of Research Design and Analysis by R.O. Kuehl.

Generalized Additive Models
(STAT 968, Winter 1993). This was a seminar course for doctoral students, based on Hastie and Tibshirani's book and other references for generalized linear models.

Advanced Regression Analysis
(STAT 470, Fall 1994, 1995, 1996). I designed this course to teach advanced theory of linear regression, nonlinear regression, generalized linear models, and modern regression methods including smoothing. Textbook: Nonlinear Regression Analysis and its Applications by D.M. Bates and D.G. Watts.

Time Series Analysis
(STAT 464/864, Winter 1993, 1994, 1995, 1996, 1998). This is an introductory course in time series analysis for senior undergraduates and Master's students. Textbook: In 1993 and 1996, Time Series Analysis, Univariate and Multivariate Methods by W.W.S. Wei. In 1994, Time Series Analysis: Forecasting and Control by G.E.P. Box and G.M. Jenkins. In 1995, Time Series: A Biostatistical Introduction by P.J. Diggle.

Linear and Nonlinear Regression Analysis
(STAT 461/861, Fall 1992, 1993, Winter 1994). This is a year-long course in statistical modelling. The fall 1993 term was taught jointly with STAT 361, and shared the text for the fall. In the winter term the text was Nonlinear Regression Analysis and its Applications by D.M. Bates and D.G. Watts.

Introduction to Linear Regression and Design
(STAT 361, Fall 1993, and Fall 1997) I designed this course in linear regression analysis and simple design of experiments, taught jointly with STAT 461/861 in the first year. Textbook: Introduction to Linear Regression Analysis by D.C. Montgomery and E. Peck.

At Waterloo

Estimation and Hypothesis Testing
(STAT 450/850, Winter 1989, 1990, and 1991). Mathematical theory of inference, for 4th year honours statistics students and Master's students. Textbooks: Statistical Inference by S.D. Silvey, Modern Mathematical Statistics by E.J. Dudewicz and S.N. Mishra.

Statistical Theory and Methods
(STAT 330, Fall 1989, Winter 1991, 1992; STAT 363, Fall 1997). Mathematical statistics and distribution theory for 3rd year honours statistics students and other honours math students. Textbooks: Mathematical Statistics, by J.E. Freund and R.E. Walpole, Mathematical Statistics, by S.F. Arnold, and Statistics, Theory and Methods, by D.A. Berry and B.W. Lindgren.

Statistics
(STAT 231, Fall 1988). Introductory course in statistics for 2nd year honours math students. Textbook: Probability and Statistical Inference, Vol. 2 by J. D. Kalbfleisch.

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