Field of Research (FoR)
I have been Professor of Statistics at the University of New South Wales since 1993 where I have been Head of the Department of Statistics for substantial periods (1993-2000; 2003-2005, 2007). Previous academic positions: the Massachusetts Institute of Technology (1976-1980), The Australian National University (1980-1982), The Australian Graduate School of Management (1987-1988), Bond University (1988-1993) and the University...view more
I have been Professor of Statistics at the University of New South Wales since 1993 where I have been Head of the Department of Statistics for substantial periods (1993-2000; 2003-2005, 2007). Previous academic positions: the Massachusetts Institute of Technology (1976-1980), The Australian National University (1980-1982), The Australian Graduate School of Management (1987-1988), Bond University (1988-1993) and the University of Minnesota (2001-2002). Previous consulting management positions: Siromath Pty Ltd (1982-1987) and Bond University.
- Ph.D. (Statistics) 1977, Australian National University
- B.Sc.(Hons) 1973, La Trobe University
- Fellowship Diploma (Mathematics) 1971, R.M.I.T. University.
My core research is in statistical time series analysis with excursions into spatio-temporal processes, longitudinal data analysis and applied statistics in a range of disciplines. Currently my research is concerned with three themes:
- Methods and models for discrete valued time series.
- Self exciting point processes with applications to the limit order book.
- Continuous time approximations to discrete time series.
- Statistical methods in health informatics.
Research in Detail
My theory and methods research has been into asymptotic theory for time series model estimation, methods for missing data in time series analysis, robust and non-parametric estimation in time series and image analysis, modelling seasonally varying time series, Bayesian methods for hierarchical spatial modelling and, more recently, modelling nonlinear non-Gaussian time series particularly focussed on discrete valued time series.
I have also engaged in substantial applied research with research collaborators in a variety of disciplines including public health, medical research and weather and environmental modelling.
- The nature and consequences of interruptions and multi-tasking. ARC Discovery Grant 2016-2018 -- with JI Westbrook and J Braithwaite.
- Advancing understanding of health professionals' work and communication patterns and the effectiveness of work reform initiatives. ARC Discovery Grant 2011-2014 -- with JI Westbrook and CM Duffield.
- Levels of evidence for surrogate therapeutics NHMRC Project Grant 2007-2010 -- with M Lassere, K Johnson, S Galbraith, R Ward and M Hughes.
- Levels of Evidence for Surrogate Therapeutics, UNSW Goldstar Award 2007 -- with M Lassere, K Johnson and S Galbraith.
- The safety and effectiveness of hospital e-prescribing systems: a controlled time series study. NHMRC Project Grant 2006-2008 -- with JI Westbrook, W Runciman, R Day, J Braithwaite and M Williamson.
- Biostatistical Approaches for Injury Data. New South Wales Department of Health, 2004-2007 -- with C Finch.
- Clinical errors - their causes and frequency in hospitals, The HCF Health and Medical Research Foundation grant , 2006-7 -- with JI Westbrook, E Coiera, M Williamson and A Amp.
- Statistical analysis of mesoscale weather observations with particular application to the Sydney 2000 Olympics”, ARC Collaborative Grant with the Australian Bureau of Meteorology 1997-2000 -- with E. Spark.
Current Student Projects (PhD and Honours)
Recent and current PhD topics: Continuous time limits of ARMA and GARCH models; Transition models for insurance claims data; Modelling the term structure of interest rates; stochastic models for limit order book data; testing for serial dependence in nonlinear non-Gaussian time series; continuous time GARCH models; analysis of impact of interruptions in a clinical work environment.
Recent Honours project topics: Modelling of high frequency financial data, change point detection in volatility of financial time series, long longitudinal data analysis using multiple time series regression with random effects, estimating high dimensional integrals in latent process models for time series.
Advice for prospective students
Statistics is a discipline that opens up almost unlimited opportunities for interesting applied or theoretical research with application to almost every field of endeavour. The knowledge and skills you develop through a rigorous training in core mathematical and statistical topics have wide application only limited by your capacity and willingness to learn about other peoples’ interests and to engage with them in developing better solutions to their problems.
TEACHING & OUTREACH
Courses recently taught
MATH5845 Time Series Analysis – a postgraduate course for Honours and Masters students
MATH5805 Special topics course on Nonlinear Non-Gaussian time series analysis for Honours, Masters and PhD students.
MATH1041 Statistics for Life and Social Sciences, undergraduate general statistics course.
MATH3841 Statistical Analysis of Dependent Data – an elective in the undergraduate Statistics major.
Professional affiliations and service positions
I am a member of several professional associations: American Statistical Association (Fellow), Bernoulli Society, Institute of Mathematical Statistics, International Statistical Institute (Elected 1993), Statistical Society of Australia.
For the Statistical Society of Australia: Honorary Life Member 2016, SSAI National President 2007-2009; SSAI National Vice President 2006-2007, 2009-2010; Council Member Victorian Branch (1985); Member of the Steering Committee for the SSAI sponsored review of Statistics at Australian Universities (Report finalized by Review Panel in December 2005); Chair of the Program Committee and member of the Organizing Committee for ASC/NZSA2006, the Australian and New Zealand Statistical Conference, Auckland, 2006; Belz Lecture 2009; Lancaster Lecture 2005; Knibbs Lecture 2003; Member of Organising Committee for the Australian Statistical Conference, Cairns, 2004; Organiser and Chair of Panel Session on “Time Series Analysis for Count Data”, 14th Biennial Conference of the Statistical Society of Australia, Gold Coast, Queensland, Australia, July, 1998; Member of Organising Committee and Chair: Local Arrangements Committee, for SISC ’96 (the Sydney International Statistical Congress, July 1996) a joint meeting of the Statistical Society of Australia, the Institute of Mathematical Statistics and the Interface Foundation; Council Member New South Wales Branch, 1995-1996; Organiser of Workshop of Statisticians involved in Quality Management, Bond University, (1989); Established Victorian Business Modelling and Forecasting Group in (1985); President Victorian Branch (1986); Founding chairman of special interest section on Industrial Statistics (1986); Chair, Steering Committee for Bicentennial Project on Youth and Unemployment and co-editor of special volume 31A Youth Employment and Unemployment of the Australian Journal of Statistics, August 1989.
Other major professional service: Member of the Australian Research Council’s College of Experts in Mathematics, Information and Communication Sciences, 2005-2006. Associate Editor: Journal of the American Statistical Association: Applications and Case Studies, 2001 – 2006; Australian & New Zealand Journal of Statistics, 1995 – 2006; Methodology and Computing in Applied Probability, 1997 – 2015. Member, Australian Quality Awards Evaluation Panel in 1988 (inaugural year) and 1989. Academic representative on the National Industry Extension Service’s Quality Forum the peak advisory group on its quality management programs, 1990 -1991.
Consulting to Industry, Commerce and Government
Commercial consulting has proved invaluable in informing my teaching and research in statistical methods. I developed substantial experience as a statistical consultant through five years full time as a consulting manager and consultant for Siromath Pty Ltd, a mathematical, statistical and computing consultancy established by CSIRO in 1980. Additionally while at Bond University I was Director of the Centre for Quality Management and Decision Analysis for five years. Since being at UNSW I have provided consulting and contract research activities on major projects including more recently on modelling policy impacts on criminal charge and conviction rates, impacts of government education programs on prescription drug utilization, time series and forecasting and assessment of prudential regulation risk management. Additionally, I have provided advice to various leading law firms and their clients on the use of statistical analysis in legal matters.
AWARDS & ACHIEVEMENTS
- Honorary Life Member, Statistical Society of Australia (2016).
- Service Award, Statistical Society of Australia (2012).
- Fellow: American Statistical Association (2004). Citation: For fundamental contributions to the theory and practice of time series analysis and spatio-temporal modelling, for excellence in teaching, administration and consulting and for service to the profession.
- The Tjalling C. Koopmans Econometric Theory Prize with Richard A. Davis, 1998, for the paper “Maximum Likelihood Estimation for MA(1) Processes with a Root on or Near the Unit Circle,” Econometric Theory, Vol 12, 1996, pages 1–29.
- D.M. Myers University Medal, La Trobe University, 1973.
Statistical modelling & analysis; time series methods; spatio-temporal statistical models; applications to meteorology & other environmental measurements in space & time; applications to time series in public health