Columbia HomeEvery summer, we invite up to two eminent statisticians/probabilists to teach a short special topic course to our Ph.D. students. These 1-2 week-long courses, allow our Ph.D. students to engage with an eminent researcher to learn and discuss advanced topics in a relaxed setting. Recent Summer Visitors include Peter Buhlmann, John Lafferty, Sourav Chatterjee, Minge Xie, Denis Talay, Liza Levina, and Roman Vershynin.
Click here to view a list of recent Summer Topic Courses
Arthur Gretton
Professor of Gatsby Computational Neuroscience, University College LondonStatistics Department, Summer Visitors
Year of Visit: 2023
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Fan Li
Professor Department of Statistical Science, Duke UniversityEmail: [email protected]
Statistics Department, Summer Visitors
Year of Visit: 2023
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David Aldous
Professor, University of California, BerkeleyStatistics Department, Summer Visitors
Year of Visit: 2021
http://www.stat.berkeley.edu/~aldous/
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Xihong Lin
Professor, Harvard UniversityStatistics Department, Summer Visitors
Year of Visit: 2021
https://www.hsph.harvard.edu/xihong-lin/
Topics Course: G8201 - Topics in Theoretical Statistics
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Peter Buhlmann
Professor, ETH ZurichStatistics Department, Summer Visitors
Year of Visit: 2020
https://stat.ethz.ch/~buhlmann/
Topics Course: "Causality -- in a wide sense."
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Vladimir Koltchinskii
Professor, Georgia Institute of Technology, School of MathematicsStatistics Department, Summer Visitors
Year of Visit: 2019
https://math.gatech.edu/people/vladimir-koltchinskii
Topics Course: GR8301 - Probability Theory
"Estimation of Functionals of High-Dimensional Parameters"
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Tze Leung Lai
Ray Lyman Wilbur Professor of Statistics, Stanford UniversityStatistics Department, Summer Visitors
Year of Visit: 2015
http://statweb.stanford.edu/~ckirby/lai/
Topics Course: GR8201D - Topics in Statistics
"The financial industry (Wall Street) and the broader economy (Main Street) undergo cycles of boom and bust."
Year of Visit: Summer 2015
Year of Visit: Summer 2019
Topics Course: GR8200D - Topics in Statistics
"Statistical Methods for Medical Product Safety Evaluation"
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Liza Levina
Vijay Nair Collegiate Professor and Chair, Michigan Institute for Data ScienceStatistics Department, Summer Visitors
Year of Visit: 2018
http://dept.stat.lsa.umich.edu/~elevina/
Topics Course: GR8201D – Topics in Statistics
"Statistical models and algorithms for analyzing network data."
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Roman Vershynin
Professor of Mathematics, University of California, Irvine and Associate Director of the Center for Algorithms, Combinatorics and OptimizationStatistics Department, Summer Visitors
Year of Visit: 2018
https://www.math.uci.edu/~rvershyn/
Topics Course: GR8301D – Topics in Probability
"Introduction to high-dimensional probability and its applications."
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Denis Talay
Professor, École PolytechniqueStatistics Department, Summer Visitors
Year of Visit: 2017
https://www-sop.inria.fr/members/Denis.Talay/me.html
Topics Course: GR8301D – Topics in Probability
The course is aimed to introduce the analysis of invariant measures of ergodic diffusion processes with two main motivations: the paramedic estimation of ergodic diffusions and the long time behaviour of numerical simulations.
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Minge Xie
Distinguished Professor, Rutgers UniversityStatistics Department, Summer Visitors
Year of Visit: 2017
http://www.stat.rutgers.edu/home/mxie/
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Ismael Castillo
Professor, Laboratoire de Probabilités, Statistique et Modélisation, Sorbonne UniversitéStatistics Department, Summer Visitors
Year of Visit: 2016
http://www.proba.jussieu.fr/~castillo/
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Sourav Chatterjee
Professor, Stanford UniversityStatistics Department, Summer Visitors
Year of Visit: 2016
http://statweb.stanford.edu/~souravc/
Topics Course: G8201 - Topics in Probability
"A short course in Stein's method"
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James Robins
Professor, School of Public Health, Harvard UniversityStatistics Department, Summer Visitors
Year of Visit: 2016
http://www.hsph.harvard.edu/james-robins/
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John Lafferty
Professor, The University of ChicagoStatistics Department, Summer Visitors
Year of Visit: 2015
https://galton.uchicago.edu/~lafferty/
Year of Visit: 2015
Topics Course: G8200(1) - Topics in Statistics
"High Dimensional Statistical Learning"
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Thaleia Zariphopailou
Professor, Department of Mathematics, College of Natural Sciences Department of Information, Risk, and Operations Management, University of Texas at AustinStatistics Department, Summer Visitors
Year of Visit: 2015
http://www.ma.utexas.edu/users/zariphop/
Topics Course: G8201 - Topics in Probability
"Stochastic optimization in optimal portfolio selection and pricing in incomplete markets."
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Michael Jordan
Professor, University of California, BerkeleyStatistics Department, Summer Visitors
Year of Visit: 2014
http://www.cs.berkeley.edu/~jordan/
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Mathieu Rosenbaum
Professor, Université Pierre et Marie Curie (Paris VI) and École Polytechnique, ParisStatistics Department, Summer Visitors
Year of Visit: 2014
http://www.crest.fr/ses.php?user=3046
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Michael Stein
Ralph and Mary Otis Isham Professor, Department of Statistics and the College, University of ChicagoStatistics Department, Summer Visitors
Year of Visit: 2014
https://galton.uchicago.edu/~stein/
Topics Course: G8200D - Topics in Statistics
"Gaussian Processes: Theory, Applications and Computation"
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Mark Hansen
David and Helen Gurley Brown Professor of Journalism and Innovation; Director, David and Helen Gurley Brown Institute of Media Innovation, Columbia School of JournalismStatistics Department, Summer Visitors
Year of Visit: 2013
https://journalism.columbia.edu/faculty/mark-hansen
Topics Course: G8201D - Topics in Probability
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Miguel Hernan
Professor, Harvard School of Public HealthStatistics Department, Summer Visitors
Year of Visit: 2013
http://www.hsph.harvard.edu/miguel-hernan/
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Michael Newton
Professor, University of Wisconsin-MadisonStatistics Department, Summer Visitors
Year of Visit: 2013
http://www.stat.wisc.edu/~newton/
Topics Course: G8200 - Topics in Statistics
"Statistical Modeling in Cancer and Molecular Biology"
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Mark Podolskij
Professor, Department of Mathematics, Aarhus UniversityStatistics Department, Summer Visitors
Year of Visit: 2012
http://www.podolskij.uni-hd.de/
Topics Course: G8201D- Topics in Probability
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Guido Consonni
Professor, Universita’ Cattolica del Sacro CuoreStatistics Department, Summer Visitors
Year of Visit: 2011
http://docenti.unicatt.it/ita/guido_consonni/
Topics Course: G8200D - Topics in Statistics
"Objective Bayesian Model Choice"
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Henry Wynn
Professor, London School of EconomicsStatistics Department, Summer Visitors
Year of Visit: 2011
http://www.lse.ac.uk/researchandexpertise/experts/profile.aspx?KeyValue=h.wynn%40lse.ac.uk
Topics Course: G8201D - Topics in Probability
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Ioannis Kontoyiannis
Professor, Athens Univ of Economics & BusinessStatistics Department, Summer Visitors
Year of Visit: 2010
http://pages.cs.aueb.gr/~yiannisk/
Topics Course: G8201D - Topics in Probability
"Non-asymptotics: Probability, entropy and additive combinatorics"
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Larry Wasserman
Professor, Department of Statistics and in the Machine Learning Department , Carnegie Mellon UniversityStatistics Department, Summer Visitors
Year of Visit: 2010
http://www.stat.cmu.edu/~larry/
Topics Course: G8200D - Topics in Statistics
"Statistical Machine Learning"
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Andreas Buja
Professor, The Wharton School University of PennsylvaniaStatistics Department, Summer Visitors
Year of Visit: 2009
http://www-stat.wharton.upenn.edu/~buja/
Topics Course: G8200D - Topics in Statistics
"Lectures on Statistics and Data Analysis"
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Benjamin Yakir
Professor, Hebrew University of JerusalemStatistics Department, Summer Visitors
Year of Visit: 2009
http://pluto.huji.ac.il/~msby/
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Jean Bertoin
Professor, Institut für Mathematik Universität ZürichStatistics Department, Summer Visitors
Year of Visit: 2008
https://www.math.uzh.ch/index.php?id=people&key1=6119
Topics Course: G8201D - Topics in Probability
"An introduction to subordinators and Levy processes"
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Bin Yu
Professor, University of California, BerkeleyStatistics Department, Summer Visitors
Year of Visit: 2008
https://www.stat.berkeley.edu/~binyu/Site/Welcome.html
Topics Course: G8200D - Topics in Statistics
"Information Theory and Statistics"
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George Moustakides
Professor, Department of Electrical & Computer Engineering, University of PatrasStatistics Department, Summer Visitors
Year of Visit: 2007
http://www.ssp.ece.upatras.gr/moustakides/
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Donald Rubin
John L. Loeb Professor of Statistics, Harvard UniversityStatistics Department, Summer Visitors
Year of Visit: 2007
http://statistics.fas.harvard.edu/people/donald-b-rubin
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Steven Lalley
Professor, University of ChicagoStatistics Department, Summer Visitors
Year of Visit: 2005
https://galton.uchicago.edu/~lalley/
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Larry Shepp
Professor, The University of Pennsylvania Wharton SchoolStatistics Department, Summer Visitors
Year of Visit: 2005
http://stat.wharton.upenn.edu/~shepp/pict/Larryshepp.JPG
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Philip E. Protter
ProfessorOffice: Room 1029 SSW
Phone: 212-851-2145
Email: [email protected]
Full-Time Faculty, Senior Faculty, Statistics Department, Summer Visitors
Website
Research Interests: Probability Theory, primarily in Mathematical Finance, but also in Markov Processes, Filtering Theory, and Numerical Analysis of Stochastic Differential Equations. Within Finance, recent interests include Ultra High Frequency Trading and Market Microstructure, Financial Bubbles, Mathematical Models of Insider Trading, and Models of Liquidity.
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