Current students

Marian Farah, PhD candidate in Statistics and Stochastic Modeling

Kassie Fronczyk, PhD candidate in Statistics and Stochastic Modeling

Elizabeth Pacheco, MSc student in Statistics and Stochastic Modeling
(co-supervised with Bruno Sanso)




Ph.D. alumni

Matthew Taddy, Assistant Professor of Econometrics and Statistics, University of Chicago, Graduate School of Business.
Ph.D. in Statistics and Stochastic Modeling, Spring 2008, School of Engineering, UCSC.
Dissertation title: Bayesian Nonparametric Analysis of Conditional Distributions and Inference for Poisson Point Processes.
In his PhD thesis work, Matt studied a flexible approach to Bayesian nonparametric modeling and inference
for conditional densities, including development of novel modeling frameworks for fully nonparametric
quantile regression, multivariate regression for survival data, and semiparametric Markov switching regression.
Moreover, Matt developed a general modeling framework for spatial Poisson processes, including methods for
regression with individual-specific covariates (marks) and location-specific covariates, as well as modeling for
spatial point patterns that are observed over discrete time.
Writing the corresponding papers is work in progress; current references include:
Matt was also involved in a collaborative project on statistical modeling and sensitivity analysis for
radiative transfer computer models. Related references include:


Milovan Krnjajic, Senior Statistician, National Security Engineering Division, Lawrence Livermore National Laboratory.
Ph.D. in Computer Science, Summer 2005, School of Engineering, UCSC.
(PhD dissertation work co-supervised with David Draper).
Dissertation title: Contributions to Bayesian Statistical Analysis: Model Specification and Nonparametric Inference.
For the part of his PhD thesis that involved Bayesian nonparametrics, Milovan worked on Bayesian
semiparametric methodology for quantile regression, developing Dirichlet process mixture models for
the error distribution in an additive quantile regression formulation, including dependent Dirichlet
process modeling for quantile regression error densities that change nonparametrically with the covariates.
Milovan also studied several classes of nonparametric models (based on Dirichlet process priors) for
count data that arise in treatment/control experiments.
Related references include:
More recently, we have been working on model-based nonparametric regression approaches that
combine nonparametric prior models for the regression function and the error distribution. Some
early results in the context of quantile regression are reported in

M.Sc. alumni

Joel Mefford, M.Sc. in Computer Science, Fall 2005, School of Engineering, UCSC.
Thesis title: Bayesian Nonparametric Mixtures of Weibull Distributions With Applications to Survival Analysis.



thanos@ams.ucsc.edu
Last updated July 21, 2008