Students

I have had the privilege to work with many amazing students, from freshmen to post-docs, since joining the Rice faculty in 1987. A list of doctoral dissertations I have directed can be found through the library website collection dissertations, by searching “Ensor”. I am including a summary of the student dissertations I have directed (noted by Directed, or Directing), and those student committees on which I have served.

2023

  • Fan Gao, Directing. Pricing in Commodities Markets.

2022

  • Alex Aguilar, Directed. Topological Time Series.
  • Michael Jackson, Directed. Multivariate time-varying wavelets in commodities. Currently director of the Professional Master of Statistics (MSTAT) Program and lecturer at Rice University, Department of Statistics.
  • Blake Actkinson, (CEVE) Directed by Rob Griffen.

2021

  • Carly Fagnant, Directed. Spatial-temporal extremes and flooding in Houston.
  • Emma Zohner, (STAT) Directed by Jeff Morris and Meng Li (Committee Chair)
  • Neel Desai, (STAT) Directed by Jeff Morris, Vera Baladandayuthapani, Meng Li (Committee Chair).

2020

  • Julia Schedler, Directed. Advances in the analysis of spatially aggregated data.
  • Kim Raath, Directed. Multivariate time-varying wavelets in finance.
  • Michael Weylandt, Directed. Complex valued time series.

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, Directed. Approximate Bayesian Computation in Extreme Value Stochastic Volatility Models for Markets. Data Scientist in San Francisco.
  • Xin Zhao, Directed.  Mixed Sampling Frequency in Multivariate Financial Time Series with Grainger Causality and Sparse Structure. Applications in finance and energy. 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 an assistant professor at UT MDACC.

2011

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

2010

  • Sarah Thomas, Co-Directed Model-Based Clustering: Applications in finance and the environment. Co-Directed with Bonnie Ray. Currently with the National Security Agency.
  • Alejandro Cruz, Directed Estimating the term structure of Corporate Bonds via Dirichlet process mixtures. 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. Currently Senior Investment Risk Manager at Vanguard.

2007

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

2005

  • Ginger M. Holt (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.

2003

  • John Dobelman, Real Time Pricing of Non-Storable Commodities, directed by J. R. Thompson.
  • 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 Griesinger, 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. Hopkins, 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.
  • David 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.
  • Sean 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, Directed.  Tests for Harmonic Components in the Spectra of Categorical Time Series. 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 (does not include students pursuing a Ph.D.):

  • Brott (2005), An Unconditional Test for the Single Sample Binomial. Directed by B. Brown.
  • Deines (2004), Statistics, Directed by J. Thompson.
  • Brock (1998), ES&E, Co-directed with H. Rifai.
  • Nelson (1998), ES&E, Directed by H. Rifai.
  • Hauschel (1996), A Stochastic Investigation of BIOPLUME II. Department of Statistics. Directed.
  • F. Hood (1994), Control Charts for Autocorrelated Data. Department of Statistics. Directed.
  • 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.