Summer Invited Visitors

Every 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

A B C D E F G H J K L M N O P Q R S T U V W X Y Z
Professor of Gatsby Computational Neuroscience, University College London
Year of Visit: 2023

Arthur Gretton

Professor of Gatsby Computational Neuroscience, University College London

Statistics Department, Summer Visitors
Year of Visit: 2023
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Professor Department of Statistical Science, Duke University
Year of Visit: 2023

Fan Li

Professor Department of Statistical Science, Duke University

Email: fl35@duke.edu
Statistics Department, Summer Visitors
Year of Visit: 2023
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Professor, University of California, Berkeley
Year of Visit: 2021

David Aldous

Professor, University of California, Berkeley

Statistics Department, Summer Visitors
Year of Visit: 2021
http://www.stat.berkeley.edu/~aldous/
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Professor, Harvard University
Year of Visit: 2021

Xihong Lin

Professor, Harvard University

Statistics 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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Professor, ETH Zurich
Year of Visit: 2020

Peter Buhlmann

Professor, ETH Zurich

Statistics Department, Summer Visitors
Year of Visit: 2020
https://stat.ethz.ch/~buhlmann/

Topics Course: "Causality -- in a wide sense."


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Professor, Georgia Institute of Technology, School of Mathematics
Year of Visit: 2019

Vladimir Koltchinskii

Professor, Georgia Institute of Technology, School of Mathematics

Statistics 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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Ray Lyman Wilbur Professor of Statistics, Stanford University
Year of Visit: 2015

Tze Leung Lai

Ray Lyman Wilbur Professor of Statistics, Stanford University

Statistics 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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Vijay Nair Collegiate Professor and Chair, Michigan Institute for Data Science
Year of Visit: 2018

Liza Levina

Vijay Nair Collegiate Professor and Chair, Michigan Institute for Data Science

Statistics 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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Professor of Mathematics, University of California, Irvine and Associate Director of the Center for Algorithms, Combinatorics and Optimization
Year of Visit: 2018

Roman Vershynin

Professor of Mathematics, University of California, Irvine and Associate Director of the Center for Algorithms, Combinatorics and Optimization

Statistics 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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Professor, École Polytechnique
Year of Visit: 2017

Denis Talay

Professor, École Polytechnique

Statistics 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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Distinguished Professor, Rutgers University
Year of Visit: 2017

Minge Xie

Distinguished Professor, Rutgers University

Statistics Department, Summer Visitors
Year of Visit: 2017
http://www.stat.rutgers.edu/home/mxie/
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Professor, Laboratoire de Probabilités, Statistique et Modélisation, Sorbonne Université
Year of Visit: 2016

Ismael Castillo

Professor, Laboratoire de Probabilités, Statistique et Modélisation, Sorbonne Université

Statistics Department, Summer Visitors
Year of Visit: 2016
http://www.proba.jussieu.fr/~castillo/
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Professor, Stanford University
Year of Visit: 2016

Sourav Chatterjee

Professor, Stanford University

Statistics 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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Professor, School of Public Health, Harvard University
Year of Visit: 2016

James Robins

Professor, School of Public Health, Harvard University

Statistics Department, Summer Visitors
Year of Visit: 2016
http://www.hsph.harvard.edu/james-robins/
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Professor, The University of Chicago
Year of Visit: 2015

John Lafferty

Professor, The University of Chicago

Statistics 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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Professor, Department of Mathematics, College of Natural Sciences Department of Information, Risk, and Operations Management, University of Texas at Austin
Year of Visit: 2015

Thaleia Zariphopailou

Professor, Department of Mathematics, College of Natural Sciences Department of Information, Risk, and Operations Management, University of Texas at Austin

Statistics 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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Professor, University of California, Berkeley
Year of Visit: 2014

Michael Jordan

Professor, University of California, Berkeley

Statistics Department, Summer Visitors
Year of Visit: 2014
http://www.cs.berkeley.edu/~jordan/
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Professor, Université Pierre et Marie Curie (Paris VI) and École Polytechnique, Paris
Year of Visit: 2014

Mathieu Rosenbaum

Professor, Université Pierre et Marie Curie (Paris VI) and École Polytechnique, Paris

Statistics Department, Summer Visitors
Year of Visit: 2014
http://www.crest.fr/ses.php?user=3046
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Ralph and Mary Otis Isham Professor, Department of Statistics and the College, University of Chicago
Year of Visit: 2014

Michael Stein

Ralph and Mary Otis Isham Professor, Department of Statistics and the College, University of Chicago

Statistics 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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David and Helen Gurley Brown Professor of Journalism and Innovation; Director, David and Helen Gurley Brown Institute of Media Innovation, Columbia School of Journalism
Year of Visit: 2013

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 Journalism

Statistics Department, Summer Visitors
Year of Visit: 2013
https://journalism.columbia.edu/faculty/mark-hansen

Topics Course: G8201D - Topics in Probability


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Professor, Harvard School of Public Health
Year of Visit: 2013

Miguel Hernan

Professor, Harvard School of Public Health

Statistics Department, Summer Visitors
Year of Visit: 2013
http://www.hsph.harvard.edu/miguel-hernan/
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Professor, University of Wisconsin-Madison
Year of Visit: 2013

Michael Newton

Professor, University of Wisconsin-Madison

Statistics 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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Professor, Department of Mathematics, Aarhus University
Year of Visit: 2012

Mark Podolskij

Professor, Department of Mathematics, Aarhus University

Statistics Department, Summer Visitors
Year of Visit: 2012
http://www.podolskij.uni-hd.de/

Topics Course: G8201D- Topics in Probability


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Professor, Universita’ Cattolica del Sacro Cuore
Year of Visit: 2011

Guido Consonni

Professor, Universita’ Cattolica del Sacro Cuore

Statistics 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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Professor, London School of Economics
Year of Visit: 2011

Henry Wynn

Professor, London School of Economics

Statistics 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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Professor, Athens Univ of Economics & Business
Year of Visit: 2010

Ioannis Kontoyiannis

Professor, Athens Univ of Economics & Business

Statistics 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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Professor, Department of Statistics and in the Machine Learning Department , Carnegie Mellon University
Year of Visit: 2010

Larry Wasserman

Professor, Department of Statistics and in the Machine Learning Department , Carnegie Mellon University

Statistics 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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Professor, The Wharton School University of Pennsylvania
Year of Visit: 2009

Andreas Buja

Professor, The Wharton School University of Pennsylvania

Statistics 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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Professor, Hebrew University of Jerusalem
Year of Visit: 2009

Benjamin Yakir

Professor, Hebrew University of Jerusalem

Statistics Department, Summer Visitors
Year of Visit: 2009
http://pluto.huji.ac.il/~msby/
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Professor, Institut für Mathematik Universität Zürich
Year of Visit: 2008

Jean Bertoin

Professor, Institut für Mathematik Universität Zürich

Statistics 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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Professor, University of California, Berkeley
Year of Visit: 2008

Bin Yu

Professor, University of California, Berkeley

Statistics 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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Professor, Department of Electrical & Computer Engineering, University of Patras
Year of Visit: 2007

George Moustakides

Professor, Department of Electrical & Computer Engineering, University of Patras

Statistics Department, Summer Visitors
Year of Visit: 2007
http://www.ssp.ece.upatras.gr/moustakides/
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John L. Loeb Professor of Statistics, Harvard University
Year of Visit: 2007

Donald Rubin

John L. Loeb Professor of Statistics, Harvard University

Statistics Department, Summer Visitors
Year of Visit: 2007
http://statistics.fas.harvard.edu/people/donald-b-rubin
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Professor, University of Chicago
Year of Visit: 2005

Steven Lalley

Professor, University of Chicago

Statistics Department, Summer Visitors
Year of Visit: 2005
https://galton.uchicago.edu/~lalley/
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Professor, The University of Pennsylvania Wharton School
Year of Visit: 2005

Larry Shepp

Professor, The University of Pennsylvania Wharton School

Statistics Department, Summer Visitors
Year of Visit: 2005
http://stat.wharton.upenn.edu/~shepp/pict/Larryshepp.JPG
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Philip E. Protter

Professor

Office: Room 1029 SSW
Phone: 212-851-2145
Email: pep2117@columbia.edu
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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