Statistics Faculty

Anthony Brockwell
Associate Professor of Statistics on leave, currently working as Senior Analyst in Horton Point LLC, a hedge fund management group based in New York City. Anthony received his Ph.D. in 1998 from the University of Melbourne. Dr. Brockwell's research interests include stochastic differential equations, Markov chains, time series, and control theory. He is particularly interested in the study of stochastic control problems in which system descriptions are incomplete and/or inaccurate. Dr. Brockwell has be published articles in such journals as SIAM Journal on Control and Optimization, Journal of Time Series Analysis and Journal of Computational and Graphical Statistics, In his current position with Horton Point he develops and implements automated quantitative trading strategies.

John P. Lehoczky
Thomas Lord Professor of Statistics and Mathematical Sciences received his Ph.D. in statistics from Stanford University in 1969. Dr. Lehoczky's main teaching and research interests involve the theory and application of stochastic processes to model the behavior of real applications. Over the last five years, Dr. Lehoczky has focused on two broad application areas: financial markets and real-time computer systems. In finance, he has been involved in the development of new simulation methodologies to price and hedge complex securities. More recently, Dr. Lehoczky has been focusing on the estimation of parameters of stochastic differential equations and its application to term structure or asset price process models. His research in real-time computer systems involves collaboration with researchers at the CMU School of Computer Science, Software Engineering Institute, Electrical and Computer Engineering Department and the Department of Mathematical Sciences. Dr. Lehoczky is developing, jointly with Professor Steve Shreve, a new analytic methodology called real-time queuing theory, which predicts the ability of a queuing system to satisfy the timing requirements of the tasks, which use it. The theory is being implemented and tested on several pilot systems at CMU. Dr. Lehoczky is a trustee of the National Institute of Science. He has been published extensively in a variety of journals including Annals of Applied Probability, Management Science and Real-Time Systems, and Dr. Lehoczky has served on the editorial staff of Management Science, IEEE Transactions on Computers and Real Time Systems.

Oded Meyer
Associate Teaching Professor of Statistics, received his Ph.D. in 2000 from the University of Pittsburgh. Dr. Meyer combines his teaching and research interests into one focus: exploring how to improve and expand students' learning of statistics. He is particularly interested in online learning, and has recently developed a "stand-alone" web-based introductory statistics course as part of the CMU Open Learning Initiative. The goal of this project is to develop statistical literacy across social, economic and geographical barriers. Dr. Meyer's online course is currently used by instructors in and outside the U.S., and he was invited to present this contribution to the field of statistics education in national and international conferences. Dr. Meyer is the recipient of the 2007-2008 Elliot Dunlap Smith Award for distinguished teaching and educational service.

Mark J. Schervish
Professor of Statistics received his Ph.D. in statistics from the University of Illinois in 1979. Dr. Schervish's main research interests involve the foundations of inference and the theory and application of Gaussian processes. Dr. Schervish has collaborated with researchers in Civil, Mechanical, and Electrical Engineering on statistical modeling of real-world processes. Dr. Schervish has published a number of books and many articles in journals such as Journal of the American Statistical Association, The Annals of Statistics,Biometrika, and others.