Curriculum Vitae

Katherine Bennett Ensor, Ph.D., PStat®
Noah G. Harding Professor
Director, Center for Computational Finance and Economic Systems (CoFES)
Director, Urban Data Platform – Kinder Institute
Department of Statistics
Rice University
Houston, TX 77251-1892

Office Phone: (713) 348-4687
e-mail address: ensor@rice.edu
websites: ensor.rice.edu, statistics.rice.edu, cofes.rice.edu, hou-wastewater-epi.org,

EDUCATION:

2022, PStat®, American Statistical Association
1986 Ph.D., Statistics, Texas A&M University
1982 M.S., Mathematics, Arkansas State University
1981 B.S.E., Mathematics, Arkansas State University

ACADEMIC EXPERIENCE:

2021-2023        117th President American Statistical Association. President-Elect 2021, President 2022, Past-President 2023
2016-2019        VP, American Statistical Association; 2018-2019 Senior VP and member of the ASA Board Executive Committee
2018-present    Noah G. Harding Professor of Statistics
2002-present    Director, Center for Computational Finance and Economic Systems (cofes.rice.edu)
2016-2022        Director, Urban Data Platform – Kinder Institute (kinderupd.org)
2013-2017        Professor of Statistics
2007-2009        Rice Leaders
1999-2013        Professor of Statistics and Chair, Department of Statistics, Rice University
1995-1999        Founding Director, Statistical Consulting Lab, Rice University
1993-1998        Associate Professor of Statistics, Rice University
1993-1994        Visiting Scholar, Department of Statistics, Stanford University
1987-1993        Assistant Professor of Statistics, Rice University
1985-1987        Visiting Assistant Professor & Lecturer, Texas A&M University

AWARDS AND HONORS:

2023                Outstanding Doctoral Thesis Adviser Award, Rice University
2021                Elected to Texas A&M Academy of Distinguished Former Students
2020                Presidential Mentoring Award, Rice University
2014                Paul Minton Service Award, Southern Regional Council on Statistics
2013                Elected Fellow of the American Association for the Advancement of Science (AAAS)
2006               Honoree, Association for Women in Computing – Houston
2000               Elected Fellow of the American Statistical Association
1998               O. Hartley Award, Department of Statistics, Texas A&M University
1998               Julia Miles Chance Award for Excellence in Teaching, Rice University
1998               Graduate Student Association Teaching Award, Rice University
1988-89-90    Outstanding Faculty Associate, Lovett College, Rice University
1985               Phi Kappa Phi
1981               Mathematics Award for Outstanding Senior, Arkansas State University

MAJOR RESEARCH INTERESTS:

Time series analysis, including categorical time series, spatial statistics, spatial-temporal methods, stochastic simulation, hierarchical modeling and information integration, stochastic process modeling and estimation, population health-based studies, and sampling. Application areas of financial modeling, risk management, energy, and environment.

MEMBERSHIP IN PROFESSIONAL SOCIETIES:

2014- American Finance Association
2014- International Society for Environmental Epidemiology
2011- American Association for the Advancement of Science
2003- American Society for Engineering Education
1983- American Statistical Association (lifetime member)

  • Section on Statistical Learning and Data Science
  • Section on Computing and Graphics
  • Section on Statistics and the Environment
  • Section on Bayesian Statistics
  • Section on Business and Economic Statistics
  • Section on Risk Management

1989- Institute of Mathematical Statistics (lifetime member)
1987- Houston Area Chapter of the American Statistical Association
1983-87 Southeast Texas Chapter of the American Statistical Association

NON-EDITORIAL SERVICE TO THE PROFESSION:

  • ABET Computer Science Academic Board (CSAB), ASA representative 2021-Present
  • Conference Chair, 2021 NBER-NSF Time Series Conference
  • ABET Data Science Accreditation Discussion, ANSAC and CSAB programs, February 2021
  • NSF Institute for Pure and Applied Mathematics (IPAM), Board of Trustees, 2019-2025
  • The National Academies of Science, Engineering and Medicine Committee on Applied and Theoretical Statistics (CATS) (2015-2021)
  • NIEHS Division of Intramural Research Board of Scientific Counselors, Review of the Biostatistics and Computational Biology Branch, March 28-30, 2021
  • American Statistical Association (ASA)
    • 2022 Instrumental in the Data Science and Literacy Act, introduced to Congress on 2/14/2023 by Rep Haley Stevens (D-MI) with fellow sponsors, Jim Baird (R-IN), Don Beyer (D-VA), and Young Kim (R-CA).
    • 2022 Created the Caucus of Industrial Representations
    • 2022 ASA Leadership Institute founding chair
    • 2022 ASA inaugural annual Influencing Discovery Exploration & Action (IDEA) Forum
    • 2022 ASA Established the ASA AI and Data Science Advisory Committee
    • 2020 Elected 117th President, American Statistical Association
    • 2019 Co-Chair the ASA Ad Hoc Committee on Data Science
    • Vice President and Board 2016-2018; Executive Committee 2018
    • Spearheading ASA Leadership Institute’s effort to develop and deliver a short course for the Statistical Expert Witness
    • Professional Issues and Visibility Council (PIV), Chair 2016-2018. The PIV Council oversees 14 Committees of the ASA, of which I am an ex-officio member of each.
    • Section in Defense and National Security, Program Officer JSM 2015
    • Caucus of Academic Representatives, Chair-Elect, Chair, Past-Chair (2012-2014)
    • Section on Business & Economic Statistics, Section Representative; Secretary-Treasurer (2002-2004)
    • Committee on Federally Funded Research, 2005-2011, chair last 2 years
    • Section on Statistics and the Environment: Awards, Chair (2003); Program Chair (2000); Program Chair-Elect (1999); Publications Chair (1995); Publications Chair-Elect (1994)
    • Houston Area Chapter of ASA: Past President (1996-1997); President (1995-1996); President-Elect (1994-1995)
    • Southeast Texas Chapter of ASA: Secretary (1983-1986)
  • NSF Harnessing the Data Revolution Ideas Lab Mentor, Tyson’s Corner, Virginia, May 19-24, 2019
  • EPA Science Advisory Board on Hydraulic Fracturing and Water Quality and Quantity (2012 through 2016)
  • AAAS/IMS – IMS representative to AAAS 2015 through 2018
  • Institute for Mathematics and Its Application, Data Science Advisory Board
  • Southern Regional Council on Statistics 50th Anniversary Summer Research Conference, Galveston, TX, June 2014, local host
  • Southern Regional Council on Statistics: President (2001-2003); President-elect (1999-2001); Co-organizer 1999 SRCOS/ASA Summer Research Conference (1999); ASA Representative to the Southern Regional Council on Statistics (1998-2000); Secretary (1998-2000); Departmental Representative to the SRC (1995-current)
  • Organized two workshops on financial models and methods from the banking perspective with the Department of Treasury, Office of the Comptroller of Currency and the National Institute of Statistical Science, 2009, 2010. Followed by the organization of the 2010 late-breaking session for the Joint Statistical Meetings on Statistics in Finance.
  • NSF Institute for Mathematics and Its Applications. Board Member 2004-2008
  • Lead member, NSF Review team for Statistics and Mathematical Sciences Institute (SAMSI), 2005
  • Member NSF Review team of National Center for Atmospheric Research Geostatistics Group, 2002
  • NSF Review Panels (16)
  • Council on Texas Statisticians: President (1996-1997); Organizer of 1996 Conference of Texas Statisticians

EDITORIAL SERVICE TO THE PROFESSION:

Editorial Boards:

  • (Dec 2016- ) WIRES Computational Statistics, Acquisition Editor
  • (June 2016- ) Theory Editor, Applied Stochastic Models in Business and Industry
  • (2010-2012) Encyclopedia of Environmetrics 2nd Edition; Section Editor, Stochastic Modeling
  • Associate Editor, Journal of the American Statistical Association (2007-2010)
  • Committee to select Editor for JASA-Reviews (2009)
  • ASA-SIAM Book Series (2001-2003)
  • Technometrics (1998-1999)
  • Journal of Statistical Computation and Simulation (1993-1999)
  • Communications in Statistics (1993-1995)

Multiple Reviews or Significant Reviews:

  • Journal of the American Statistical Association
  • Environmental Health Perspectives
  • Applied Stochastic Models in Business and Industry
  • Computational Statistics and Data Analysis
  • Journal of Statistical Computation and Simulation
  • Technometrics
  • The American Statistician
  • Army Research Office
  • National Science Foundation
  • Prentice Hall
  • Springer-Verlag
  • WIRES

REFEREED PUBLICATIONS

  • 2023, Enabling accurate and early detection of recently emerged SARS-CoV-2 variants of concern in wastewater. Nature Communications. Nicolae Sapoval, Yunxi Liu, Esther G Lou, Loren Hopkins, Katherine B Ensor, Rebecca Schneider, Lauren B Stadler, Todd J Treangen. Nature Communications, 14, 2834 (2023). https://doi.org/10.1038/s41467-023-38184-3
  • 2023, Wastewater surveillance of SARS-CoV-2 and influenza in preK-12 schools shows school, community, and citywide infections. Madeline Wolken, Thomas Sun, Camille McCall, Rebecca Schneider, Kelsey Caton, Courtney Hundley, Loren Hopkins, Katherine Ensor, Kaavya Domakonda, Prashant Kalvapalle, David Persse, Stephen Williams, Lauren B. Stadler. Water Research, 231, 119648. https://doi.org/10.1016/j.watres.2023.119648
  • 2023, Spatial-Temporal Extreme Modeling for Point-to-Area Random Effects (PARE). Carlynn Fagnant, Julia Schedler and Katherine B. Ensor. SDSS Symposium on Data Science & Statistics. ASA refereed conference. May, 2023.
  • 2023, Citywide wastewater SARS-CoV-2 levels strongly correlated with multiple disease surveillance indicators and outcomes over three COVID-19 waves. Loren Hopkins, David Persse, Kelsey Caton, Katherine Ensor, Rebecca Schneider, Camille McCall, Lauren B. Stadler. Science of The Total Environment, 855, 158967. 10 January 2023. https://doi.org/10.1016/j.scitotenv.2022.158967
  • 2023, Engine No. 1 CEO Reflects on the Future of Climate Change. Katherine Bennett Ensor and Jennifer Grancio. CHANCE, 36:1, 23-24, DOI: 10.1080/09332480.2023.2179271
  • 2023, The Influencing Discovery Exploration & Action Forum: An Initiative of the American Statistical Association, Katherine Bennett Ensor & Donna LaLonde, CHANCE, 36:1, 4-8, DOI: 10.1080/09332480.2023.2179258
  • 2023, Helping Society Mitigate Effects of Climate Change, Katherine Bennett Ensor & Rich Sorkin, CHANCE, 36:1, 14-16, DOI: 10.1080/09332480.2023.2179268
  • 2022, Wastewater surveillance of pathogens can inform public health responses. Megan B Diamond, Aparna Keshaviah, Ana I Bento, Otakuye Conroy-Ben, Erin M Driver, Katherine B Ensor, Rolf U Halden, Loren P Hopkins, Katrin G Kuhn, Christine L Moe, Eric C Rouchka, Ted Smith, Bradley S Stevenson, Zachary Susswein, Jason R Vogel, Marlene K Wolfe, Lauren B Stadler, Samuel V Scarpino. Nature Medicine 28, 1992–1995 (2022). https://doi.org/10.1038/s41591-022-01940-x
  • 2022, Racial residential segregation shapes the relationship between early childhood lead exposure and fourth-grade standardized test scores. Mercedes A. Bravoa, Dominique Zephyr, Daniel Kowal, Katherine Ensor, Marie Lynn Miranda. Proceedings of the National Academy of Sciences 119 (34), e2117868119, https://doi.org/10.1073/pnas.2117868119.
  • 2022, Direct comparison of RT-ddPCR and targeted amplicon sequencing for SARS-CoV-2 mutation monitoring in wastewater. Esther G Lou, Nicolae Sapoval, Camille McCall, Lauren Bauhs, Russell Carlson-Stadler, Prashant Kalvapalle, Yanlai Lai, Kyle Palmer, Ryker Penn, Whitney Rich, Madeline Wolken, Pamela Brown, Katherine B Ensor, Loren Hopkins, Todd J Treangen, Lauren B Stadler. Science of The Total Environment, Volume 833, 2022, 155059, ISSN 0048-9697, https://doi.org/10.1016/j.scitotenv.2022.155059.
  • 2022, Wavelet-L2E Stochastic Volatility Models: an Application to the Water-Energy Nexus. Kim C Raath, Katherine B Ensor. Sankhya B, 1-27 https://doi.org/10.1007/s13571-022-00292-3.
  • 2022, Denoising Non-Stationary Signals by Dynamic Multivariate Complex Wavelet Thresholding. K Raath and KB Ensor. Under review. Available at SSRN: https://ssrn.com/abstract_id=3528714.
  • 2022, Economic and mental health impacts of multiple adverse events: Hurricane Harvey, other flooding events, and the COVID-19 pandemic. Rashida Callender, Joally M Canales, Carolina Avendano, Elena Craft, Katherine B Ensor, Marie Lynn Miranda. Environmental Research, Volume 214, Part 3, November 2022, 114020. https://doi.org/10.1016/j.envres.2022.114020.
  • 2022, Powering Research through Innovative Methods for Mixtures in Epidemiology (PRIME) Program: Novel and Expanded Statistical Methods. Bonnie R Joubert, Marianthi-Anna Kioumourtzoglou, Toccara Chamberlain, Hua Yun Chen, Chris Gennings, Mary E Turyk, Marie Lynn Miranda, Thomas F Webster, Katherine B Ensor, David B Dunson, Brent A Coull. International Journal of Environmental Research and Public Health. 2022, 19(3), 1378; https://doi.org/10.3390/ijerph19031378.
  • 2022, Notes from the field: early evidence of the SARS-CoV-2 B. 1.1. 529 (Omicron) variant in community wastewater—United States, November–December 2021. Amy E Kirby, Rory M Welsh, Zachary A Marsh, T Yu Alexander, Duc J Vugia, Alexandria B Boehm, Marlene K Wolfe, Bradley J White, Shannon R Matzinger, Allison Wheeler, Laura Bankers, Kevin Andresen, Cristal Salatas, New York City Department of Environmental, Devon A Gregory, Marc C Johnson, Monica Trujillo, Sherin Kannoly, Davida S Smyth, John J Dennehy, Nicolae Sapoval, Katherine Ensor, Todd Treangen, Lauren B Stadler, Loren Hopkins. Morbidity and Mortality Weekly Report. 2022 Jan 21; 71(3): 103–105. doi: 10.15585/mmwr.mm7103a5.
  • 2022, Modeling SARS-CoV-2 RNA degradation in small and large sewersheds. Camille McCall, Zheng N Fang, Dongfeng Li, Andrew J Czubai, Andrew Juan, Zachary W LaTurner, Katherine Ensor, Loren Hopkins, Philip B Bedient, Lauren B Stadler. Environmental Science: Water Research & Technology. 2022,8, 290-300, https://doi.org/10.1039/D1EW00717C.
  • 2021, A spatiotemporal case‐crossover model of asthma exacerbation in the City of Houston. Julia C Schedler, Katherine B Ensor. Stat. 12 February 2021, https://doi.org/10.1002/sta4.357.
  • 2021, Population-Based Estimates of SARS-CoV-2 Seroprevalence in Houston, Texas as of September 2020. Elaine Symanski, Katherine B Ensor, Pedro A Piedra, Komal Sheth, Kelsey Caton, Stephen L Williams, David Persse, Deborah Banerjee, Loren Hopkins. The Journal of Infectious Diseases, Volume 224, Issue 10, 15 November 2021, Pages 1649–1657, https://doi.org/10.1093/infdis/jiab203.
  • 2021, Bayesian variable selection for understanding mixtures in environmental exposures. Daniel R Kowal, Mercedes Bravo, Henry Leong, Alexander Bui, Robert J Griffin, Katherine B Ensor, Marie Lynn Miranda. Statistics in Medicine, Volume 40, Issue 22, 30 September 2021, Pages 4850-4871, https://doi.org/10.1002/sim.9099.
  • 2021, The Texas flood registry: a flexible tool for environmental and public health practitioners and researchers. Marie Lynn Miranda, Rashida Callender, Joally M Canales, Elena Craft, Katherine B Ensor, Max Grossman, Loren Hopkins, Jocelyn Johnston, Umair Shah, Joshua Tootoo. Journal of Exposure Science & Environmental Epidemiology, 31, issue 5, pages 823–831 (2021). https://doi.org/10.1038/s41370-021-00347-z.
  • 2021, SIBaR: a new method for background quantification and removal from mobile air pollution measurements. Blake Actkinson, Katherine Ensor, Robert J Griffin. Atmospheric Measurement Techniques, 14, 5809–5821, 2021. https://doi.org/10.5194/amt-14-5809-2021.
  • 2021, Enhanced Detection of Recently Emerged SARS-CoV-2 Variants of Concern in Wastewater. Nicolae Sapoval, Esther Lou, Loren Hopkins, Katherine B Ensor, Rebecca Schneider, Todd J Treangen, Lauren B Stadler. under review. medRxiv , 2021.09.08.21263279; https://doi.org/10.1101/2021.09.08.21263279.
  • 2020, Characterizing spatiotemporal trends in extreme precipitation in Southeast Texas. C Fagnant, A Gori, A Sebastian, PB Bedient, KB Ensor. Natural Hazards, 104, 1597–1621 (2020). https://doi.org/10.1007/s11069-020-04235-x. Fagnant received 2020 JSM Risk Management Section Student Award for this paper.
  • Topology Data Analysis Using Mean Persistence Landscapes in Financial Crashes. Alejandro Aguilar, Katherine Ensor. Journal of Mathematical Finance, Vol.10 No.4, November 2020. DOI: 10.4236/jmf.2020.104038
  • 2020, Dynamic jump intensities and news arrival in oil futures markets. KB Ensor, Y Han, B Ostdiek, SM Turnbull. Journal of Asset Management, 21, 292–325 (2020). https://doi.org/10.1057/s41260-020-00168-z
  • 2020, Time-varying wavelet-based applications for evaluating the Water-Energy Nexus. KC Raath, KB Ensor, Frontiers in Energy Research 8, 118.
  • 2020, Spatial Case-Crossover. J. C. Schedler and K. B. Ensor, Dept. of Statistics, Rice University. ASA Symposium on Data Science and Statistics Refereed Conference.
  • 2019, Effectiveness of the Dual Dispatch to Cardiac Arrest Policy in Houston, Texas. L Raun, J Pederson, L Campos, K Ensor and D Persse. Journal of Public Health Management and Practice 25(5), E13-E21.
  • 2019, City-Specific Air Quality Warnings for Improved Asthma Self-Management. LH Raun, KB Ensor, JE Pederson, LA Campos, DE Persse. American Journal of Preventive Medicine 57 (2), 165-171.
  • 2019, Characterizing Multi-decadal, Annual Land Cover Change Dynamics in Houston, TX Based on Automated Classification of Landsat Imagery. CR Hakkenberg, MP Dannenberg, C Song and KB Ensor. International Journal of Remote Sensing 40 (2), 693-718.
  • 2019, Using Complex, Multi-Sectoral Data in a Needs Assessment to Inform Future Strategies in Childhood Asthma Management. L Raun, D Persse, G Johnson, K Ensor, E Stevenson, MA Valerio, EK Caton, L Campos, HJ Farber. Health Behavior Research 2 (3), 2.
  • 2019, Filtering and Estimation for a Class of Stochastic Volatility Models with Intractable Likelihoods. Emilian Vankov, Michele Guindani, and Katherine B. Ensor. Bayesian Analysis, 2019, Issue 1, pages 29-52.
  • 2018, Characterizing spatiotemporal trends in Extreme Precipitation across the Southern Texas Coast. C Fagnant, A Gori, K. B. Ensor, A Sebastian, PB Bedient. AGU Fall Meeting Abstracts. Provided by the SAO/NASA Astrophysics Data System.
  • 2018, Characterizing multi-decadal, annual land cover change dynamics in Houston, TX based on automated classification of Landsat imagery. CR Hakkenberg, MP Dannenberg, C Song, KB Ensor, International Journal of Remote Sensing, 2018, pages 1-26 DOI: 10.1080/01431161.2018.1516318
  • 2018, Leveraging Remote Sensing Time Series to Characterize Annual Land-Cover Dynamics in Greater Houston Over Two Decades. Christopher Hakkenberg, Matthew Dannenberg, Conghe Song and Katherine Ensor. Accepted to the 2018 American Association of Geographers Annual Meeting (refereed conference).
  • 2018, Effectiveness of the Dual Dispatch to Cardiac Arrest Policy in Houston, Texas. Raun L, Pederson J, Campos L, Ensor K, Persse D. J Public Health Manag Pract. 2018 Sep . doi:10.1097/phh.0000000000000836. PMID: 30211769.
  • 2018, Estimating individualized exposure impacts from ambient ozone levels: A synthetic information approach. Bianica Pires, Gizem Korkmaz, Katherine Ensor, David Higdon, Sallie Keller, Bryan Lewis, Aaron Schroeder, Environmental Modelling & Software, Volume 103, 2018, Pages 146-157, ISSN 1364-8152, https://doi.org/10.1016/j.envsoft.2018.02.007.
  • 2017, The Statistician as a Civic Scientist. Katherine B. Ensor. Models and Reality: Frestschrift for James Robert Thompson edited by John A. Dobelman, pages 245-266.
  • 2017, High-Dimensional Multivariate Time Series With Additional Structure. Michael Schweinberger, Sergii Babkin and Katherine B. Ensor. Journal of Computational and Graphical Statistics. Vol. 26, Issue 3,2017. e-print: http://dx.doi.org/10.1080/10618600.2016.1265528
  • 2017, Analyzing Who, When and Where: Data to Better Target Resources for School-based Asthma Interventions. Loren Raun, Laura Campos, Elizabeth Stevenson, Katherine B. Ensor, Gwen Johnson, David Persse. Journal of School Health 87(4), DOI: 10.1111/josh.12494
  • 2017, An Ecological Study of the Association between Air Pollution and Hepatocellular Carcinoma Incidence in Texas. Luca Cicalese, Loren Raun, Ali Shirafkan, Laura Campos, Daria Zorzi, Mauro Montalbano, Colin Rhoads, Valia Gazis, Katherine Ensor, Cristiana Rastellini. Liver Cancer 2017;6:287-296.
  • 2016, Cross-Disciplinary Consultancy to Enhance Predictions of Asthma Exacerbation Risk in Boston. Reid, Margaret and Gunn, Julia and Shah, Snehal and Donovan, Michael and Eggo, Rosalind and Babin, Steven and Stajner, Ivanka and Rogers, Eric and Ensor, Katherine B and Raun, Loren. Online Journal of Public Health Informatics. 2016: Vol 8, No. 3.
  • 2015, Simulation of Leveraged ETF Volatility Using Nonparametric Density Estimation. Matthew Ginley, David W. Scott, and Katherine E. Ensor. Journal of Mathematical Finance 5.05 (2015): 457.
  • 2015, Factors Affecting Ambulance Utilization for Asthma Attack Treatment: Understanding Where to Target Interventions, with L. H. Raun, L.A. Campos and D. Persse. Public Health V129, 501-508.
  • 2014, Point Source Influence on Observed Extreme Pollution Levels in a Monitoring Network, with B. K. Ray and S. J. Charlton. Atmospheric Environment, V 92, 191-198.
  • 2014, Using Community-Level Strategies to Reduce Asthma Attacks Triggered by Outdoor Air Pollution: A case-crossover analysis, with L. H. Raun and D. Persse. Environmental Health.
  • 2014, Computational finance: correlation, volatility and markets. WIREs Comput Stat 2014, 6:326-340. Doi: 10.1002/wics.1323
  • 2013, Geospatial Analysis for Targeting Out-of-Hospital Cardiac Arrest Intervention, with LH Raun, LS Jeffereson and D. Persse. American Journal of Preventive Medicine. 2013: Vol 45, pp 137-142. Editors’ Choice Archive http://www.ajpmonline.org/content/editorschoice.  This work lead to over 3000 individuals from high-risk neighborhoods trained in by-stander CPR.
  • 2013, A Case-Crossover Analysis of Out-of-Hospital Cardiac Arrest and Air Pollution, with LH Raun and D. Persse. Circulation. Vol 27, No 11. DOI:  (Over 100 global media references to this research.)
  • 2013, Time Series Factor Models, WIREs Comp Stat 2013, 5:97-104. doi: 10.1002/wics.1245
  • 2012, Association of Out-of-Hospital Cardiac Arrest with Exposure to Fine Particulate and Ozone Ambient Air Pollution from Case-Crossover Analysis Results: Are the Standards Protective?, with L. Raun, James A. Baker III Institute for Public Policy, Rice University. http://www.bakerinstitute.org/publications/HPF-pub-RaunEnsorParticulateExposure-101212.pdf
  • 2012, Discussion on an approach for identifying and predicting economic recessions in real-time using time-frequency functional models. Appl. Stochastic Models Bus. Ind., 28: 502–503. doi: 10.1002/asmb.1956
  • 2012 Dynamic Factor Model on directional drilling system, Prognostics and System Health Management (PHM), 2012 IEEE Conference on , vol., no., pp.1-7, 23-25 May 2012 doi: 10.1109/PHM.2012.6228899, With Xin Zhao
  • 2012 Random fields in Encyclopedia of Environmetrics Second Edition, A.-H. El-Shaarawi and W. Piegorsch (eds).  John Wiley & Sons Ltd, Chichester, UK, pp.2105-2107. DOI: 10.1002/9780470057339.var007.pub2. Updating of 2006 article by R. Adler due to my role as section editor.
  • 2012 Point processes, dynamic in Encyclopedia of Environmetrics Second Edition, A.-H. El-Shaarawi and W. Piegorsch (eds).  John Wiley & Sons Ltd, Chichester, UK, pp. 1970-1972. DOI 10.1002/9780470057339.vap019.pub2. Updating of 2006 article by D. Gammerman due to my role as section editor.
  • 2011, Estimating the Term Structure with a Semiparametric Bayes Population Model: An Application to Corporate Bonds. With Alejandro Cruz Marcelo and Gary Rosner. The Journal of the American Statistical Association, Vol 106, No 494.
  • 2011, Simple Method for Time Scaling Value-at-Risk: Let the Data Speak for Themselves. With Kamal Hamidieh. Journal of Risk Management in Financial Institutions, Vol 3, Number 4, Pages 380-391.
  • 2009, Detecting Improvement in Ambient Air Toxics: An Application to Ambient Benzene Measurements in Houston, Texas. With Loren H. Raun, Elena M. Marks. Atmospheric Environment, Vol. 43, Issue 20, Pages 3259-3266.
  • 2009, Covariance Estimation in Dynamic Portfolio Optimization: A Realized Single Factor Model. The American Finance Association 2010 Atlanta Meetings Paper Available at SSRN: http://ssrn.com/abstract=1364642 or http://dx.doi.org/10.2139/ssrn.1364642
  • 2008, Risk: Diversification and Performance Precursors for Stocks. American Journal of Mathematical and Management Sciences, 28(3-4): 255-273, 2008.
  • 2008, Multivariate Time Series Analysis with Categorical and Continuous Variables in an LSTR Model. Journal of Time Series Analysis. V 28, pp 867-885. With G. M. Davis.
  • 2006, “Outlier Detection in Environmental Monitoring Network Data; An Application to Ambient Ozone Measurements for Houston, Texas.”  Journal of Statistical Computation and Simulation, V 76, pp 407-422. With G. M. Davis.
  • 2004, “Dynkin Martingale Estimators for Discretely Observed Continuous-Time, Time-Inhomogeneous Markov Chains”. Proceedings of the 2004 NSF/NBER Time Series Conference; distributed in electronic format.  With R. D. Cramer and P. W. Glynn.
  • 2003, “The Impact of Need Frequency on Service Marketing Strategy.” The Service Industries Journal, V 23, pp 40-22. With Eileen Bridges and Kalyan Raman.
  • 2002, “Statistical Analysis of Primary and Secondary Atmospheric Formaldehyde.” Atmospheric Environment, V 36, pp 4767-4775 with S. Friedfeld, M. Fraser, S. Tribble, D. Rehle and F. Tittel.
  • 2001, “Determination of Low-Flow Characteristics for Texas Streams.” Journal of Water Resources Planning and Management. V 126, pg 310-319. With H.S. Rifai, S.M. Brock and P.B. Bedient.
  • 2000, “Statistical Estimation and Visualization of Ground-Water Contamination Data.” United States EPA, Office of Research and Development, EPA/600/R-00/034, pp 49. With R. K. Boeckenhauer, D.D. Cox, P.B. Bedient and A. W. Holder.
  • 2000, “Simulating the Maximum of a Random Walk.” Journal of Statistical Planning and Inference, 85(1-2) pp. 127-135. With P. W. Glynn.
  • 1999, “Empirical Evaluation of Ambient Ozone Interpolation Procedures to Support Exposure Models.” Journal of Air and Waste Management Assoc., V49, pp. 839-846. With L. P. Hopkins and H. S. Rifai.
  • 1998, “Evaluation of the Use of Empirical Ambient Ozone Pollutant Modeling and Subject Activity Logs as an Indirect Measurement of Ozone Exposure.” Proceedings of the 91st Annual Meeting of the A&WMA, Paper # 98-MA12.01. With L. P. Hopkins, M. P. Fraser and H. S. Rifai.
  • 1998, “A Test for Harmonic Components in Categorical Time Series.” Journal of Time Series Analysis, V 19, pp. 309-324. With M. McGee.
  • 1998, “Deterministic and Stochastic Forecasting of Marketplace Competition.” Advances in Business Management and Forecasting, eds. Kenneth D. Lawrence and Michael D. Geurts. Vol 2 Greenwich CT: Jai Press, Inc., page 219-234. With E. Brdiges and John A. Norton.
  • 1997, “Stochastic Optimization via Grid Search.” Lectures in Applied Mathematics, Mathematics of Stochastic Manufacturing Systems, G. George Yin, Qing Zhang, Editors, Vol. 33, pp. 89-100. With P. W. Glynn.
  • 1996, “Spatial Sampling for the Environment.” Environmental and Ecological Statistics, Vol. 4, pp 219-233. With D. D. Cox and L. H. Cox.
  • 1996, “Grid-based Simulation and the Method of Conditional Least Squares.” Proceedings of the 1996 Winter Simulation Conference, pp 325-331. With P. W. Glynn.
  • 1996, “Semi-rigid Instrumentation of Lumbar Spinal Conditions in Combination with Circumferential Fusion.” SPINE, Vol. 21, pp 1918-1925. With S. Gertzbein.
  • 1995, “Visualizing Ambient Ozone and Its Precursors.” Proceedings of the 88th Annual Meeting of the A&WMA, Pager # 95-FA113C.04. With D. D. Cox, A. Miller-Gonzalez, and T. Porter
  • 1995, “An Empirical Method for Prediction of Ambient Ozone Levels.” Proceedings of the 88th Annual Meeting of the A&WMA. Paper # 95-FA113C.05. With D. D. Cox.
  • 1994, “Properties of Simulation-Based Estimators of Stochastic Processes.” Proceedings of the 39th Conference on the Design of Experiments. ARO Report No. 94-2, 15-22.
  • 1994, “Forecasting the Number of Competing Products in High-Technology Markets.” The International Journal of Forecasting V 9, pp 399-405. With E. Bridges and John A. Norton.
  • 1993, “Model Selection in Magnetic Resonance Imaging.” Communications in Statistics: Theory and Methods. Vol. 22, pp 3419-34. With J. E. Ensor.
  • 1993, “Simulation-Based Estimation for Birth and Death Processes.” Proceedings of the 38th Conference on the Design of Experiments. ARO Report No. 93-2, 343-52. With E. Bridges and M. Lawera.
  • 1992, “Marketplace Competition in the Personal Computer Industry.” Decision Sciences V 23, pp 467-477. With E. Bridges and J. R. Thompson.
  • 1990, “A Recursive in Order Algorithm for Least Squares Estimation of an Autoregressive Process,” Journal of Statistical Computation and Simulation, V 37, 115-126. With H. J. Newton.
  • 1990, “SIMEST: A Technique for Model Aggregation with Considerations of Chaos.” Population Dynamics, eds. A. Axelrode and M. Kimmel. Marcel Dekker, New York, pg 483-510. With J. R. Thompson and D. N. Stivers.
  • 1988, “The Effect of Order Estimation on Estimating the Peak Frequency of an Autoregressive Spectral Density.” Biometrika V 75, pp 587-589. With H. J. Newton.

OTHER SCHOLARLY WORKS:

  • 2023, Targeted metagenomic sequencing for detection of vertebrate viruses in wastewater for public health surveillance, Camille McCall, Ryan A. Leo Elworth, Kristine M. Wylie, Todd N. Wylie, Katherine Dyson, Ryan Doughty, Todd J. Treangen, Loren Hopkins, Katherine Ensor, Lauren B.Stadler medRxiv 2023.03.14.23287251; doi:https://doi.org/10.1101/2023.03.14.23287251
  • 2020, Multivariate Modeling of Natural Gas Spot Trading Hubs Incorporating Futures Market Realized Volatility. M Weylandt, Y Han, KB Ensor. Available at https://ssrn.com/abstract=3425531 and https://arxiv.org/abs/1907.10152. Weylandt received 2020 best paper student award from ASA Business and Economics Section.
  • 2020, Applications of Extended Hausdorff Distance to Spatial Autoregressive Models. J. C. Schedler and K. B. Ensor, Dept. of Statistics, Rice University. Working paper.
  • 2020, Analytics and Control Charts to Inform Mitigation and Improved Enforcement based on Hyper-local Air Quality Measurements. K. Ensor, L. Hopkins, and E. Craft. Working paper.
  • 2016, Dynamic Principal Component Analysis: Identifying the Relationship between Multiple Air Pollutants. Oleg Melnikov, Loren H. Raun and Katherine B. Ensor. https://arxiv.org/abs/1608.03022
  • 2015, High-Dimensional Multivariate Time Series with Local Dependence, with Michael Schweinberger and Sergii Babkin. arXiv:1510.02159
  • 2014, Stochastic Volatility Filtering with Intractable Likelihoods, with Emilian Vankov. arXiv:1405.4323.
  • 2012, Multivariate Zero Inflated Poisson Regression with Application to Systemic Risk in the Bond Market. With Sarah Thomas and Bonnie Ray. Available upon request.
  • 2011, A Model-based Approach for Clustering Air Quality Monitoring Networks in Houston, Texas. With Sarah Thomas and Bonnie Ray. Technical Report TR2011-04, Department of Statistics, Rice University. An open access revised version published in Atmospheric Environment (2014).
  • 2008, Real-Time Estimation of Rainfall: A Dynamic Spatio-Temporal Model. Department of Statistics, Technical Report #TR2008-07, Rice University.
  • 2008, Economic Value of Optimally Sub-Sampled Realized Covariance of Asynchronous and Noisy High-Frequency Data, Department of Statistics, Technical Report #TR2008-01, Rice University. With Lada Kyj.
  • 2008, Ozone Forecasting in Houston: A Spatial-Temporal Real-Time Forecasting Tool for Ozone in Houston, TX. Developed for the City of Houston under purchase order PC88 00038001591. Developed an early alert ozone system for the City of Houston.
  • 2007, Evolving Structure in Multivariate Time Series with Application to Financial Systems, Rice Statistics Technical Report #TR2007-20. With G. M. Davis.
  • 2005, Estimation of Marginal Survival Functions in the Presence of Dependent and Independent Censoring, Rice Statistics Technical Report #TR2005-14, with G. A. Fix and H. Xuelin.
  • 2005, Estimation of the Distribution of Time from Incorporation to Dividend Initiation Accounting for Dependent and Independent Censoring, Rice Statistics Technical Report #TR2005-13, with G. A. Fix and X. Huang.
  • 2002, Review of Time Series Analysis and Its Applications, Authors Robert H. Shumway and David S. Stoffer, Journal of the American Statistical Association, V 97, pp 656-657.
  • 1997, “Spatial-Temporal Modeling and Visualization of Environmental Data”, Electronic Poster Session 1997 JSM. With M. Calizzi, R. Boeckenhauer, D. Andrews and D. D. Cox.
  • 1996, “Estimation of Contaminant Concentration in Ground Water Using a Stochastic Flow and Transport Model.” Proceedings of the Hydrocarbons & Organic Chemicals in Ground Water: Prevention, Detection and Remediation, pp 719-736. With E. M. Hauschel, D. D. Cox and H. S. Rifai.
  • 1995, Review of Time Series Models, by Andrew C. Harvey. Technometrics, Vol. 37, pp 464-465.
  • 1995, “Visualization of Groundwater Contamination Data.” Proceedings of the 27th Interface Between Statistics and Computing Science. With R. K. Boeckenhaur, D. W. Scott and P. B. Bedient.
  • 1995, “Visualizing Ambient Ozone and Its Precursors.” Video. With D. D. Cox, A. Miller-Gonzalez, and T. Porter.
  • 1992, “Air Quality in Houston: 1980-1990.” Proceedings of the American Statistical Association; Section on Statistical Graphics, pp 39-48. With S. R. Sain and D. W. Scott.
  • 1992, “Animation of Air Quality in Houston: 1980-1990.” Video; presented at the 1992 JSM, Boston, M.A.
  • 1991, “Automatic Magnetic Resonance Imaging.” Proceedings of the 23rd Symposium on the Interface Between Statistics and Computing, pp 592-596. With J. Ensor and L. K. Misra.
  • 1990, “On Autoregressive Model Selection and Estimation.” Technical Report # TR90-8. Department of Statistics, Rice University.
  • 1988, “A Recursive in Order Algorithm for Least Squares Estimation of an AR and VAR Process.” Proceedings of the American Statistical Association: Statistical Computing Section, 192-196. With H. J. Newton.

DEVELOPMENT AND CORPORATE SPONSORSHIP

  • Vanguard CoFES Excellence Fund, Blockchain/Crypto Course, Deep Learning + Options Pricing
  • Brown Foundation Research Grant to Center for Computational Finance and Economic Systems (CoFES). $27,500 per year since 2012 (total to date $247,500).
  • Nancy Moore and J. Thomas Eubank Research Excellence Fund in Computational Statistics, $1M endowment to support the Center for Computational Finance and Economics Systems (CoFES) at Rice, which I direct.
  • Firefly Value, $135K to CoFES
  • Dobelman Family Junior Chair in Statistics, 2008. A $1.5M gift to the Department of Statistics.
  • CoFES Gift Funds; Private donations to establish the Center for Computational Finance and Economic Systems; $500K.
  • Capital One; Gifts to support the Department of Statistics, CoFES programs and SRCOS 50th Anniversary Conference.
  • Swartz Fund for Department of Statistics; Established this annual gift to the department, with the amount ranging from $5K to $10K received each year since 2002.
  • Environmental Analysis and Decision-Making program at Rice — developed this interdisciplinary professional science masters program. The program spans 3 departments and 2 schools at Rice.
  • Initiated Professional Masters program in Department of Statistics
  • City of Houston; Developed a real-time ozone alert system offering refinements to the system underway through EPA and the state agency TCEQ

FUNDING (PI OR CO-PI)

  • City of Houston and Center for Disease Control (2022) (PI Ensor) National Wastewater Epidemiology Center of Excellence (annual budget of $1M, renews each year)
  • Rockefeller Foundation (2022) (PI Ensor) Toward improved spatial resolution of wastewater epidemiology for SARS CoV-2
  • City of Houston (2020-2022) (PI Stadler; Co-I Ensor) Using wastewater to track and predict Covid-19 outbreaks in Houston. Multi-million dollar, multi-year city project. Principal statistician.
  • City of Houston and CDC (2020-2021) (Rice PI – collaborative with BCM) Seroprevalence Study for City of Houston.
  • City of Houston and CDC (2020-2021) ($328K) (PI Ensor) Pollution Event Mapping-Decision Support Tool.
  • Houston Solutions Lab (2020) ($68K) (PI Ensor) Pollution Event Mapping-Decision Support Tool.
  • Houston Endowment (2020-2022) ($2.3 Million – collaborative; $1.2 Million Ensor) – Houston Urban Data Project Part 2. Continued support for the Kinder Urban Data Platform (kinderudp.org)
  • Environmental Defense Fund (2019) ($60K). Analytics and Control Charts to Inform Mitigation and Improved Enforcement based on Hyper-local Air Quality Measurements.
  • NIH (2018-2022) ($430,375) Time Sensitive Award Mechanism – Using Exposure Science to Identify Populations at Risk in the Aftermath of Hurricane Harvey (PI: ML Miranda)
  • NIH 17-0661. (2017-2022) ($2,713,280). Assessing the Impact of Multiple Environmental Social Stressors on Early Childhood Educational Outcomes. Co-Investigator (PI : ML Miranda).
  • Houston Endowment (2016-2019) ($7Millon – collaborative; $2.5Million Ensor) – Kinder Institute for Urban Research
  • Environmental Defense Fund (2018) ($35K). Assessing Air Quality from Monitors Placed on City Cars.
  • Environmental Defense Fund (2017-2018) ($167K). Google Car Monitoring for Air Quality and the Link to Human Health.
  • Houston Endowment (2016-2017) ($250K). Air Quality and Community Health III.
  • Houston Endowment (2014-2016) ($730K). Air Quality and Community Health, Phase II.
  • Korean National Oil Company (2012) ($100K). Evaluation of Exploration Risk and Chance of Success in Limited Datasets using Bayesian Analysis and Expert System Approaches
  • Houston Endowment (2011-2013) ($400K). Working closely with the City of Houston including the director of the Health Department and Emergency Medical Services, I am leading an effort to understand and mitigate the health impact of ground level ozone and small particulates on residents of Houston.
  • National Science Foundation (2008-2013), Vertical Integration of Graduate Education and Teaching. Joint with Mike Wolf and Steve Cox. ($5M). A mulit-year training effort that has impacted the education, training and research of 6 post-docs, 40 Ph.D. students and over 100 bachelors and masters students in statistics.
  • CITI Innovation Fund (ERIT) (2006-2007), Informed Networking for the Economic Security of Our Nation; identified critical security shortfalls in automated investing.
  • Army Research Office (2004-2007), Simulation and Estimation for Stochastic Processes. With J.R. Thompson.
  • National Science Foundation (2003-2008), Vertical Integration of Graduate Education and Teaching. Joint with William Symes and Robin Forman. ($4 million)
  • National Defense University (2004). With J. R. Thompson. Identified weak points in national security as related to potential terrorist attacks.
  • Training program in Computational Biology and Medicine, National Library of Medicine and Keck Foundation, (2001-2006). Multiple participants, I was a key participant in the successful submission. ($5 million)
  • National Science Foundation, Constructing Probability Models for Large Corpora of Well-informed but Probabilistically Incoherent Judgements. (2000-2004) with D. Osherson (PI), R Bixby, W. Cook, P. Hartley, D. Lane and J. Thompson.
  • National Science Foundation, Computationally Tractable Estimation Methods for Markov Processes (1997-2001), with P. W. Glynn
  • Statistical Consulting Lab, Rice University (1995-2001).
  • Texas Natural Resource Conservation Commission, (1998). Subcontract through UT.
  • Energy and Environmental Systems Institute. Rice University (1995-96), with D. D. Cox.
  • Texas Natural Resources Conservation Commission. Air Quality in Texas (1994).
  • of Texas IAC VID 37217217217000, Subcontract with the Texas Air Control Board to examine the air pollution problems in the greater Houston area, 1991, with D. W. Scott.
  • National Science Foundation (DMS-9005783), “Scientific Computing Research Equipment for the Mathematical Sciences”, 1990-91, with David W. Scott and James R. Thompson.
  • National Science Foundation (DMS-8808852), “Mathematical Sciences: Joint Asymptotic Distribution of Autoregressive Coefficient and Order Estimators”, 1988-1989.
  • Brown Foundation Grant to Improve Undergraduate Teaching, 1989.
  • Dean of Social Science Equipment Award, 1989.

INTERDISCIPLINARY PROGRAMS AND LARGE SPECIAL FUNDING PROPOSALS OR PROJECTS:

  • CDC National Center for Wastewater Epidemiology, a joint partnership between City of Houston Health Department and Rice University. One of two national centers of excellence funded by CDC in 2022. See http://hou-wastewater-epi.org.
  • Established the Computational Finance and Economic Systems (CoFES) at Rice University in 2002. CoFES supports research and education in quantitative finance. CoFES lead to the development of innovative and interdisciplinary curriculum at the bachelor’s, master’s and Ph.D. level open to all quantitative students with an interest in quantitative finance. Established an undergraduate minor in the area; the first undergraduate minor at Rice University.
  • Kinder Institute for Urban Research – In 2016 I launched an effort to build the Kinder Institute Urban Data Platform (UDP) (see kinderupd.org). The UDP is a data library and secure computing infrastructure. Housed on in this library are over 200 data sets about the greater Houston area. Publicly available data can be directly downloaded by registered users. Private and confidential data may be accessed for analysis by following the appropriate governance and regulatory guidelines. Data contributors have the opportunity to publish their data to the platform. The UDP is a rich resource for our community.
  • Texas Flood Registry and Covd-19 Registry – Part of the leadership team to establish (PI Miranda) the Texas Flood and Covid-19 registries. The registry is important information of the impact of floods and the pandemic on the health and well-being of residents in our region and state. The covid registry is national. The registries can be found at registry.rice.edu.
  • Rice Environmental Statistics & Health: Ensor & Raun Research Group. RESH is a consortium of researchers and students focusing on Houston-based environmental challenges. The group is strongly integrated with other researchers in the Houston area and is funded primarily through Houston Endowment and Rice University. The group also supports the Rice Professional Science masters program in Environmental Analysis and Decision Making (EADM) as well as environmental studies in statistics and engineering. See http://ensorgroup.blogs.rice.edu
  • Collaborative Ph.D. program in Biostatistics and Bioinformatics with UT MD Anderson. Initiated, developed and established leadership from faculty at Rice. Supported statistics department’s successful efforts for the NIH T32 training grant in cancer biostatistics and bioinformatics. This grant supports our collaborative program with U.T. M.D. Anderson and Baylor College of Medicine.
  • Initiated and secured two collaborative hires with Texas Children’s Hospital and Baylor College of Medicine.
  • Professional Science Master in Environmental Analysis and Decision Making. Developed and lead until 2013, this interdisciplinary master’s program.
  • NSF DMS Vertical Integration of Research and Education (2003-2013). 10-year $10 million project. We submitted three proposals before winning on the fourth attempt. The Rice VIGRE program is highlighted as one of the huge successes of the NSF VIGRE program; we were one of the very few universities to win a second five-year award.
  • Supported the statistics efforts by the science office of Mayor Bill White to address the air pollution challenges in Houston. Continue to work in collaboration with City officials on air quality and health issues for Houston.

CONFERENCE PARTICIPATION, COLLOQUIA and SHORT COURSES (since 2015 – longer list available upon request):

2023

  • Community Analytics and the Value of University / Local Government Partnerships
    • Washington University, St. Louis, Feb. 20, 2023
    • UVA Data for the Public Good Distinguished Speaker Series, March 28, 2023
  • The Statistical Expert Witness, ASA Short course, Alexandria, VA March 27-28, 2023
  • SDSS, May 23, 2023
    • Spatial-Temporal Extreme Modeling for Point-to-Area Random Effects (PARE)
    • Plenary Panel Session Chair, Communicating Statistics: Tools, Tips, & Tricks
  • ASA Career Paths, Keynote Banquet Speaker, June 8, 2023, Chicago, IL
  • ISF Keynote Speaker, Multivariate Non-Linear Time Series Nowcasting with Spatial Considerations, June 26, 2023, Arlington, VA
  • ISBIS July 14, 2023, Ottawa Canada
  • ISI July 18, 2023, Ottawa Canada
  • JSM 2023, August 6-10. ASA Past-president
  • American Statistical Association (ASA), Women in Statistics and Data Science. Session Speaker, Preparing To Be An Expert Witness. Wed, Oct 25, 2023

2022

  • ASA Inaugural IDEA Forum – Climate Change, Washington DC, Nov 2022. Organized and narrated.
  • SICASH 2022 Distinguished Speaker – Sri Lanka, virtual, Oct, 2022. Computational Finance: Correlation, Volatility and Markets
  • ASA Women in Statistics and Data Science, Keynote Let’s Lead, St. Louis, Oct 2022.
  • JSM ASA Presidential Speech, Washington DC, Aug, 2022.
  • JSM Organized ASA Presidential Speaker, Washington DC, Aug, 2022.
  • ASA Updates and Community Analytics (Keynote)
    • Southern California Chapter of ASA, Dec 2022
    • Oregon Chapter of ASA, Nov 2022
    • Fall Technical Conference, Park City, Utah, Oct 2022
  • Community Analytics and the Value of University / Local Government Partnerships
    • McGill University, Jan. 12, 2022
    • Keynote: 2022 Conference on Statistical Practice, Feb. 2, 2022
    • Texas A&M Statistics Alumni Speaker Series, Feb. 24, 2022
    • Tom Bratcher Memorial Lecture, Baylor University, March 25, 2022
  • Creation of the Kinder Institute Urban Data Platform, SMU Feb. 11, 2022

2021

  • Keynote: 2021 Southern Regional Conference on Statistics 2021 Research Conference, Urban Analytics and the Value of University/Government Partnerships
  • 2021 Southern Regional Conference on Statistics 2021 Research Conference, Update on the American Statistical Association
  • Keynote: 2021 Ken Kennedy AI and Data Science Conference, Discovery and Action Through Geospatial Visualization and Urban Analytics. With Farès El-Dahdah. https://www.youtube.com/watch?v=8n1Q7NFz9-Y
  • Oct 25, 2021; Chair, Organizing Committee of the 9th Eubank Conference on Real World Markets: Sports Analytics and Gaming Risk Management. April 26-27, 2021 (see www.cofes.rice.edu)
  • Chair and local host, NSF-NBER Annual Time Series Conference.
  • AAAS Symposium submitted from the National Academies on the contributions from Statistics to Covd-19 Pandemic has been accepted. Assisted with organization and will present work related to collaborations in Houston.

2020

  • ASA Covid-19 Townhall. Initiated and hosted 4 townhall discussions on: 1) Sampling, registries and data quality; 2) Clinical trials; 3) Modeling and forecasting and 4) Contributions to public health. Global participation.
  • Statistics and Data Science in a Data Driven World
    • Plenary Talk at the Felicitation Celebrating the 100th Birthday of Professor C. R. Rao. Organized by the Department of Science and Technology, Government of India.
    • Opening Talk, Conference of Texas Statisticians. Hosted by TAMU-CC http://www.sci.tamucc.edu/news-and-events/cots/index.html
  • 2020 Joint Statistics Meeting https://ww2.amstat.org/meetings/jsm/2020/program.cfm
    • Urban Analytics and the Role of University/City Partnerships. Organized session.
    • Understanding Mixtures in Environmental Epidemiology. Organized and chaired session.
    • Spatial-Temporal Statistical Modeling in Support of Urban Analytics, presented
    • Data Science and the ASA: Moving Forward Together, Panel Discussant
    • Characterizing spatiotemporal trends in extreme precipitation in Southeast Texas. Presenter C. Fagnant (student paper award winner).
    • Multivariate Modeling of Natural Gas Spot Trading Hubs Incorporating Futures Market Realized Volatility. Presenter M. Weylandt (student paper award winner).
  • 2020 Symposium on Statistics and Data Science
      • Spatial Case-Crossover. Presented by J. Schedler. Refereed conference.

2019

2018

  • 4th Conference and workshop on Statistical Methods in Finance. Indian Statistical Institute (ISI) and Chennai Mathematical Institute (CMI. Plenary speaker and Professor T Krishnan Memorial Lecture. Dec 17-20 2018 in Chennai, India. Presented Filtering and Estimation for a Class of Stochastic Volatility Models with Intractable Likelihoods.
  • International Conference on Advances in Statistical Methods and Data Science” (ICASMDS-2018). Plenary Speaker, Understanding the Impact of News on Oil Futures: Stochastic Jump Diffusion Model with Additional Temporal Structure. December 21-22, 2018 at the Department of Statistics, University of Madras.
  • American Geophysical Union (AGU) Annual Conference. Characterizing spatiotemporal trends in extreme precipitation across the southern Texas coast. Referred conference. Presented by C. Fagnant (PhD. Student). Washington, D.C. Dec. 10-14, 2018.
  • American Geophysical Union (AGU) Annual Conference. Greater Houston Area Urban Data Platform. Presented by UDP geo-team, Evans and Krause. Washington, D.C. Dec. 10-14, 2018.
  • Brazil’s First Conference on Statistics and Data Science, Keynote Speaker. The Data Science Expert in the Room: Contributions to Hurricane Harvey Recovery. Salvador, Brazil, Nov 12-14, 2018.
  • Michigan Institute for Data Science (MIDAS) Annual Symposium, Keynote Speaker. The Data Science Expert in the Room: Contributions to Hurricane Harvey Recovery. University of Michigan, Oct. 8, 2019.
  • Blockchain Explored. Participant. Amsterdam, July 1, 2018.
  • 2018 ISBIS Meeting. Understanding the Impact of News on Oil Futures: Stochastic Jump Diffusion Model with Additional Temporal Structure. University of Piraeus, Greece. July 4-6.
  • 2018 ISBA World Meeting. Filtering and Estimation for a Class of Stochastic Volatility Models with Intractable Likelihoods. Edingburgh, UK, June 24-29.
  • ASA Symposium on Data Science and Statistics (previously the Conference on the Interface of Computer Science and Statistics). University, Government, NGO Partnership Around Statistical Solutions to Urban Challenges, April 2018.
  • 8th Eubank Conference on Real World Markets: Investing in the Fintech Era. Head of organizing committee.
  • American Association of Geographers Annual Meeting. Leveraging Remote Sensing Time Series to Characterize Annual Land-Cover Dynamics in Greater Houston Over Two Decades. Christopher Hakkenberg (presenter), Matthew Dannenberg, Conghe Song and Katherine Ensor. New Orleans, April 10-14, 2018.
  • The National Academies of Sciences, Engineering, and Medicine Colloquium on Computational Methods for Human Geography. Hosted by the National Geospatial-Intelligence Agency. DC and St. Louis, January 17, 2018.

2017

  • Data Science Value in Real Estate Valuation Short Course. Lionstone Investments, LLC, November-December, 2017.
  • Furthering Our Understanding of the Link between Health and Environment in an Urban Setting. CMO-BIRS Invited Workshop Participant, Oaxaca, Mexico, Oct 30 – Nov 3, 2017
  • The National Academies of Sciences, Engineering, and Medicine Workshop on Predictive Analytics Applied to Health, Education, and Social Services. Organized and provided summary wrap-up. Sponsored by the Annie E. Casey Foundation and Pew Charitable Trusts. September 14, 2017.
  • Kinder Institute Urban Data Platform. Ken Kennedy Institute for Information Technology, Rice University, September 8, 2017.
  • Joint Statistical Meetings. Recent Advances in High-Frequency and High Dimensional Time Series, Baltimore, August 2017
  • The National Academies of Sciences, Engineering, and Medicine Workshop on Privacy. Presented Urban Analytics and the Houston Urban Data Platform, June 2017.
  • International Statistics Institute Annual Meeting, Multivariate Models of Realized Beta and Stochastic Volatility. July, 2017. Joint work with Yu Han and Michael Weylandt (presenter).
  • The Statistician as a Civic Scientist
    • Purdue, February 2017
    • North Carolina State University, January 2017
  • Panelist for Rice STRIVE (Students Transforming Rice Into a Violence-Free Environment) Discussion, March 1, 2017

2016

  • National Academies of Sciences, Engineering and Medicine Committee on Applied and Theoretical Statistics Winter Meeting Symposium: Data-Driven City Planning and Policy. December 5, 2016, Washington, DC. Helped organized and moderated the panel discussion.
  • Urban Analytics and the Role of Statistical Thinking. MIDAS First Annual Data Science Conference, Distinguished Speaker, University of Michigan, November 2016
  • Spatial Statistics Short Course, June 2016, Rice University
  • Probability and Statistics Short Course: Exxon Mobil, Houston, July 2016.
  • Approximate Bayesian Computation in Extreme Value Stochastic Volatility Models for Markets. NSF Statistics and Applied Mathematical Sciences Institute, May, 2016
  • Organized and hosted, 6th Eubank Conference on Real World Markets
  • The Statistician as a Civic Scientist
    • International Indian Institute of Statistics (IISA) Annual Meeting, Keynote Speaker, August 2016, Corvalis, OR.
    • UT Dallas, Distinguished Lecture, Women’s Lectureship Series, March 2016
    • Rice University, Department of Statistics, February 2016
    • University of Kentucky, Department of Statistics, April 2016

THESIS COMMITTEES (Ph.D.; directed fourteen):

2020

  • Julia Scheidler. Directed. Spatial Point Process Models for Environmental Epidemiology. (May 2020)
  • Kim Raath. Directed. Nonstationary Time Series through Advanced Wavelet Technology. (May 2020)
  • Michael Weylandt. Directed. Complex valued time series. (Dec 2020)
  • Michael Jackson. Directing. The Role of Non-linear AR Models with Exogenous Variables (NARX) in High-Dimensional Finance.
  • Carly Fagnant. Directing. Spatial-temporal extremes and flooding in Houston
  • Alex Aguilar. Directing. Topological Time Series
  • Fan Gao. Directing. The Role of Deep Learning in Financial Modeling
  • Blake Actkinson. Committee Member. Hyper-local Air Quality Measurements and Modeling

2017

  • Matthew Ginley, Directed. Gaussian Process Models for Probability of Corporate Default. (December, 2017)
  • Oleg Melnikov, Directed. Dynamic Dimension Reduction for Multivariate Time Series (December, 2017)
  • Yu Han, Directed. The Role of News in Market Micro-Structure (May 2017).
  • Sergii Babkov, Time dependent graphical models for high-dimensional time series; applications in finance, energy and the environment. Directed by M. Schweinberger.
  • Robert Kosar, Skewers ‘n Such. Directed by D. W. Scott
  • Brad Ochocki, Biology. Directed by Tom Miller.

2016

  • Duncan Wadsworth. Bayesian Nonparametric Methods for the Analysis of Microbiome Data. Directed by M. Vannucci

2015

  • Emilian Vankov, Approximate Bayesian Computation in Extreme Value Stochastic Volatility Models for Markets. Directed. Currently a post-doc with the Baker Institute for Public Policy, Energy Economics program.
  • Xin Zhao, Mixed Sampling Frequency in Multivariate Financial Time Series with Grainger Causality and Sparse Structure. Applications in finance and energy. Directed. Currently with M.D. Anderson Cancer Center in the office of accounting and special projects.

2013   

  • Joseph Egbulefu, committee member. Improved methods for volatility forecasting and analysis of partial least squares regression. Directed by D. Cox.
  • Christine Peterson, committee member. Bayesian graphical models for biological network inference. Directed by M. Vannucci. Currently assistant professor at UT MDACC.

2011

  • Beth Bower, Energy finance and risk based investing in wind power. Directed. Currently with Argis.

2010

  • Sarah Thomas, Model Based Clustering: Applications in finance and the environment. Co-directed with Bonnie Ray. Currently with the National Security Agency.
  • Alejandro Cruz, Estimating the term structure of Corporate Bonds via Dirichlet process mixtures. Directed. Currently with American Express, New York.
  • Terrance Savistsky, Generalized Gaussian Process Models with Bayesian Variable Selection. Directed by Marina Vannucci. Currently with the Census Bureau.

2009

  • Jamie Chatman, A clustering based approach to university admissions. Directed by Rudy Guerra. Currently a post-doctoral researcher at the University of Pittsburgh.
  • Darrin Gershman, Ultra high-frequency data in finance. Directed by Rolf Riedi.

2008

  • Talithia Williams, Real-Time Estimation of Rainfall: A Dynamic Spatio-Temporal Model. Department of Statistics. Currently Associate Dean for Research and Experiential Learning and Associate Professor of Mathematics Harvey Mudd College. https://www.talithiawilliams.com
  • Lada Kyj, Estimating Realized Covariance using High Frequency Data. Co-directed with Barbara Ostdiek. Started as a post-doctoral researcher at Quantitative Products Laboratory in Berlin, Germany; currently is the Quantitative Trading Strategist at Grantham, Mayo, Van Otterloo & Co. LLC.

2007

  • Krzysztof Rudnicki. A Dynamic Model for Survival Analysis Data with Longitudinal Covariates. Chair, Thesis Committee; Directed by Gary Rosner.

2005

  • Ginger M. Hindi (previously Davis) Topics in Multivariate Time Series. Directed. Started as an Assistant Professor at the University of Virginia; Currently Data Science Manger, Facebook, Menlo Park, CA.
  • Gretchen Fix. Corporate Propensity to Pay Dividends. Directed. Currently with Apache Corporation.
  • Xian Zhou, Bayesian Inference for Ordinal Data, Directed by Peter Mueller.
  • Kalatu Davies. Inverse Decision Theory with Medical Applications, directed by D. D. Cox. Currently a Research Faculty member at Drexel University.

2003

  • John Dobelman. Real Time Pricing of Non Storable Commodities, directed by J. R. Thompson. Currently professor in the practice at Rice University, Department of Statistics.
  • John Miller, Venture Capital, Entrepreneurship, and Long-run Performance Prediction: An Application of Data Mining. Department of Statistics, directed by J. R. Thompson.

2002

  • Nancy Glenn. Robust Empirical Likelihood, Department of Statistics, directed by D. W. Scott. Currently an Associate Professor at Texas Southern University.
  • Jie Lin. Testing shade tolerence as a mechanism of dynamics in three forests of Big Thicket National Preserve, Southest Texas. Department of Ecology and Evolutionary Biology, directed by P. Harcombe.
  • Stephanie Glenn. Ground Water Modeling with Local Recharge Parameters. Department of Civil and Environmental Engineering, directed by P. Bedient.
  • Stephen Friedfield. Statistical Analysis of Primary and Secondary Formaldehyde. Department of Civil and Environmental Engineering, directed by M. P. Frasier.

2001

  • Roxy Cramer. Parameter Estimation for Discretely Observed Continuous Time Inhomogeneous Markov Chains. Directed. Currently a research scientist at Visual Numerics.
  • Chad Shaw, Genealogical Methods for Multitype Branching Processes with Applications to Biology. Directed by M. Kimmel. Currently an Associate Professor and Baylor College of Medicine, Houston.

2000

  • Mary Calizzi, Multivariate Spatial-Temporal Modeling with Application to Air Quality Assessment. Department of Statistics. Currently a statistical consultant in the Chicago area.
  • Scott Baggett, Space-time Modeling with Applications to Sea Surface Temperatures. Department of Statitics. Directed. Began as a research statistician in the Jesse H. Jones Graduate School of Business and lecturer in Statistics, Rice University; Currently with the US Wildlife and Fisheries Department, Fort Collins, Colorado.

1998

  • Loren H. Raun, Evaluation of the Relationship Between Ambient Air Pollution and Adverse Respiratory Health Effects Using an Indirect Measurement of Exposure. Department of Environmental Science and Engineering. Co-directed with H. Rifai and P. Bedient. Served as Science Advisor to Mayor Bill White of Houston; Currently a Research Faculty member and lecturer in the Department of Statistics, Rice University and research partner on Environmental Statistics and Health.
  • Andrews, Statistical Modeling of Vector-Valued Spatial Data using Gradient Processes. Department of Statistics. Directed by D. D. Cox. Head of Mathematics at Dallas University.
  • Bolks, Department of Political Science. Directed by R. Stoll. Manager at Apache Oil.

1997

  • Mukherjee, Productivity and Measurement Issues: An Application to Brazilian Agriculture. Department of Economics. Directed by R. Sickles.

1995

  • Monnie McGee, Tests for Harmonic Components in the Spectra of Categorical Time Series. Directed. Currently an Associate Professor of Statistical Science at Southern Methodist University.
  • Elliott, Clustering. Department of Statistics. Directed by J. R. Thompson.

1992

  • Minnottee, A Test of Mode Existence with Applications to Multimodality. Department of Statistics. Directed by D. W. Scott. Professor of Statistics at North Dakota.
  • Spears, Multi-Stage Designs in Dose-Response Studies. Department of Statistics. Directed by B. W. Brown and J. R. Thompson. Dean, Harding University.
  • Srinivasa Rao, Robust Continuous-Time Detection in Linear Process Noise. Department of Electrical and Computer Engineering. Directed by D. H. Johnson.

1990

  • Kumar, Modeling and Analyzing Fractal Point Process. Department of Electrical and Computer Engineering. Directed by D. H. Johnson.

1989

  • Huh, Multivariate Nonparametric Estimation of Censored Panel Data. Directed by R. Sickles.
  • Ligeralde, Tests for Rational Expectations Revisited. Department of Economics. Directed by B. W. Brown.

M.A. THESIS COMMITTESS (directed four – does NOT include students pursuing a Ph.D.):

  • E. Brott (2005), An Unconditional Test for the Single Sample Binomial. Directed by B. Brown
  • J. Deines (2004), Statistics, Directed by J. Thompson
  • S. Brock (1998), ES&E, Co-directed with H. Rifai
  • P. Nelson (1998), ES&E, Directed by H. Rifai
  • L. Hauschel (1996), A Stochastic Investigation of BIOPLUME II. Department of Statistics. Directed
  • T. F. Hood (1994), Control Charts for Autocorrelated Data. Department of Statistics. Directed.
  • J.C. Robinson (1992), The Effects of Representing Spatial Variability of Aquifer Characters on Numerical Ground Water Flow and Contaminant Transport Modeling. Department of Environmental Science and Engineering. Directed by P. B. Bedient.
  • T.D. Cravy (1992), Analysis of Groundwater Mounding Using a Surface Impoundment Database and Monte Carlo Simulation. Department of Environmental Science and Engineering. Directed by P. B. Bedient.
  • G.L. Dittrich (1990), A Time Series Approach to Quality Control. Department of Statistics. Directed.
  • L. Hopkins (1989). Department of Environmental Science and Engineering. Directed by P. B. Bedient.
  • J. J. Kown (1988), A Time Series Analysis of the Japanese Yen. Department of Economics, Directed by R. Sickles.