Faculty

Avanti Athreya

Avanti Athreya

Assistant Research Professor

Research Interests:  Probability, Stochastic Processes

David Audley

David Audley

Senior Lecturer & Executive Director Financial Mathematics Master’s Program

Research Interests:  Financial Mathematics, Term Structure Models, Fixed Income Derivatives, Quantitative Portfolio Strategies

Amitabh Basu

Amitabh Basu

Associate Professor

Research Interests:  Optimization, Discrete and Combinatorial Geometry, Operations Research, Convex Analysis

Maxim Bichuch

Maxim Bichuch

Assistant Professor

Research Interests:  financial mathematics, utility optimization, market with transaction costs, counterparty risk, valuation adjustments

Tamás Budavári

Tamás Budavári

Associate Professor

Research Interests:  Computational statistics, Bayesian inference, Low-dimensional embeddings, Streaming algorithms, Parallel processing on GPUs, Scientific databases, Survey astronomy

Beryl Castello

Senior Lecturer

Research Interests:  Operations Research, Optimization, Facility Location, Inventory Modeling

Nicolas Charon

Nicolas Charon

Assistant Professor

Diversity Champion

Research Interests:  Shape analysis, Image analysis, Riemannian and Discrete Geometry

William Cook

Professor

Research Interests:  Combinatorial optimization, Integer programming, Operations research, Large-scale computing

Greg Eyink

Greg Eyink

Professor

Research Interests:  Mathematical Physics, Fluid Mechanics, Turbulence, Dynamical Systems, Partial Differential Equations, Nonequilibrium Statistical Physics, Geophysics and Climate

James A. Fill

James A. Fill

Professor & Associate Director of Undergraduate Studies

Research Interests:  Probability, Stochastic Processes, Random Structures and Algorithms

Donniell Fishkind

Donniell Fishkind

Associate Research Professor &  Director of Undergraduate Studies

Research Interests:  Graph Theory, Matrix Analysis

Donald Geman

Donald Geman

Professor

Research Interests:  Image Analysis, Statistical Learning, Bioinformatics

Helyette Geman

Research Professor

Research Interests:  Financial Mathematics, Commodities

Edinah Gnang

Edinah Gnang

Assistant Professor

Research Interests: 

discrete mathematics, graph theory, multilinear algebra, image analysis, experimental math

Mengyang Gu

Assistant Research Professor

Research Interests: 

Bayesian Analysis, Uncertainty Quantification, Computer Model Emulation and Calibration, Bayesian Decision Theory, Utility elicitation, Spatial Statistics, Bayesian Objective Priors, Shrinkage Estimators, Time Series, Robust Analysis, Graphical Models, Nonparametric Bayes and Bayesian Hierarchical Models

Yannis Kevrekidis

Yannis Kevrekidis

Bloomberg Distinguished Professor

Research Interests: 

Algorithms, data, and the computer-assisted modeling of complex dynamical systems

Mauro Maggioni

Bloomberg Distinguished Professor

Research Interests: 

Analysis, Partial Differential Equations, Algebraic Topology, Big Data, Data Intensive Computation, Harmonic Analysis over Manifolds and over Discrete Structures

Mario Micheli

Senior Lecturer

Research Interests:  Mathematical image processing, Shape analysis, Variational methods, Applied Statistics

John Miller

John Miller

Senior Lecturer

  Personal

Research Interests:  financial mathematics, equity derivative trading and risk management, number theory

Daniel Q. Naiman

Daniel Q. Naiman

Professor, Director of Graduate Studies and Director of Financial Mathematics M.S.E. Program

Research Interests:  Statistics, Computational Probability, Bioinformatics

Carey Priebe

Carey Priebe

Professor

  Website

Research Interests:  Computational Statistics, Kernel and Mixture Estimates, Statistical Pattern Recognition, Statistical Image Analysis, Statistical Inference for High-Dimensional and Graph Data

Daniel Robinson

Daniel Robinson

Assistant Professor

Research Interests:  Optimization, Numerical Analysis, Matrix Analysis

Edward Scheinerman

Edward Scheinerman

Professor & Vice Dean for Graduate Education

Research Interests:  Discrete Mathematics, Partially Ordered Sets, Random Methods, Graph Theory

James C. Spall

James C. Spall

Research Professor

Research Interests:  Stochastic Systems, Parameter Estimation, Stochastic Optimization, Monte Carlo Methods and Simulation, Neural Networks, Control Systems, System Identification and Kalman Filtering, Mathematical Statistics, Optimization Theory, Uncertainty Calculation

Minh Tang

Minh Tang

Associate Research Professor

Fred Torcaso

Fred Torcaso

Senior Lecturer

Research Interests:  Stochastic Processes, Asymptotics and Partial Differential Equations

John Wierman

John Wierman

Professor

  Class Joke Contest

Research Interests:  Probability, Stochastic Processes, Statistics, Discrete Mathematics, Percolation Theory, Random Graphs

Yanxun Xu

Yanxun Xu

Assistant Professor

Research Interests:  Bayesian statistics, cancer genomics, clinical trial design, graphical models, nonparametric Bayesian statistical inference for big data analysis, high-throughput genomic data, proteomics data

Laurent Younes

Laurent Younes

Professor & Chair

Research Interests:  Statistical Properties of Markov Random Fields, Image Analysis, Deformation Analysis, Shape Recognition

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