Education

• Ph.D., Statistics, Stanford University, 1989.  Thesis title:  "Random walks, moderate deviations, and the cusum procedure."   Thesis advisor: David Siegmund.
• M.S., Statistics, Stanford University, 1986.
• M.S., Operations Research, Stanford University, 1985.
• M.S., Mathematics, Stanford University, 1982.
• B.S., Mathematics, Case Western Reserve University, 1980.

Experience

• Yale University, Statistics Department: Assistant Professor, 1989--1996.  Associate Professor, 1996--1999.  Professor, 1999-present.
• University of California at Santa Cruz, Applied Mathematics and Statistics Department: visiting Associate Professor, 1998--1999.
• Siemens Corporate Research: Consultant to Learning Systems Department, August, 1993.
• Pfizer Corporation Central Research: Summer Fellow, 1991.
• National Security Agency: Cryptologic Mathematician, summer, 1990; Consultant, 1993--present.
• IBM Corporation: Summer Intern, 1980, 1982, 1983.

Awards

• William Clyde DeVane Medal.  To ``faculty who have distinguished themselves as teachers of undergraduates in Yale College and as scholars in their fields.'' Annually awarded by Phi Beta Kappa to two Yale faculty members---one current and one retired. 1998.
• N.S.A. Mathematical Sciences Program Young Investigator Grant. Project title: Some Problems in Monitoring and Sequential Detection of Changes. 1996--1998.
• N.S.F. program in probability and stochastic processes at the University of Wisconsin, Madison. 1992.

Research interests

Probability, stochastic processes, random walks, renewal theory, sequential analysis, change-point problems, quality control, genetics, evolution, bioinformatics.

Publications

• Reconstruction of evolutionary trees from pairwise distributions on current species.

Computing Science and Statistics: Proceedings of the 23rd Symposium on the Interface, E. M. Keramidas, Ed., 254--257 (1991). With J. A. Hartigan.
• Learning rate schedules for faster stochastic gradient search.

In Neural Networks for Signal Processing 2 --- Proceedings of the 1992 IEEE Workshop, IEEE, Piscataway, NJ. 3--12 (1992). With C. Darken and J. Moody.
• On moments of the first ladder height of random walks with small drift.

The Annals of Applied Probability 2: 714-738 (1992).
• Inequalities for the overshoot.

The Annals of Applied Probability 4: 1223-1233 (1994).
• A Bayesian improvement on a test-based estimator.

American Statistical Association Proceedings of the Section on Bayesian Statistical Science, 40-44 (1995).  With T. Kelleher and J. A. Hartigan.
• The measurement of homoplasy: a stochastic view.

Pages 189--203 in  Homoplasy: The Recurrence of Similarity in Evolution, M. J. Sanderson and L. Hufford, eds., Academic Press (1996). With J. Kim.
• Inconsistency of evolutionary tree topology reconstruction methods when substitution rates vary across characters.

Mathematical Biosciences 134: 189-215 (1996).
• Full reconstruction of Markov models on evolutionary trees: identifiability and consistency.

Mathematical Biosciences 137: 51-73 (1996).
• Ladder heights, Gaussian random walks, and the Riemann zeta function.

The Annals of Probability 25: 787-802 (1997).  With Y. Peres.
• Conditioning as disintegration.

Statistica Neerlandica 51: 287-317 (1997). With D. B. Pollard.
• An extension of affected pedigree member analyses to triads of relatives.

Genetic Epidemiology 14: 1005-1010 (1997).  With E. Grigorenko.
• Detecting when a monotonically increasing mean has crossed a threshold.

To appear in Journal of Quality Technology.  With R. Fricker.
• Recent common ancestors of all present-day individuals.

To appear as a discussion paper in Advances in Applied Probability.
• Nonparametric control charts for multivariate data.

Submitted to Technometrics.  With R. Fricker.
• Review of ``Probability and Statistical Inference,''  by R. Bartoszynski and M. Niewiadomska-Bugaj (Wiley, 1996).

To appear in Technometrics.
• Explicit rates of convergence in the renewal theorem.

Manuscript in preparation. With R. Pemantle.
• Stochastic Processes: Theory and Applications.

Book in preparation.

Activities and Service

• Within Yale University
• Director of Undergraduate Studies: Statistics Department, 1991-present.
• Coauthor of Statistics Department Ph.D. qualifying exam, usually with a different second faculty member each year, 1989-present.
• Advisor for senior projects in Mathematics, Applied Mathematics and Statistics.
• Freshman advisor for Timothy Dwight College.
• Computer Science Dept: Taught joint Statistics/Computer Science course in pattern recognition and machine learning, with J. Moody.  Spring, 1991.
• Established new annual course in stochastic processes in Stat. Dept., starting 1993.
• Biology Dept: Conducted seminars in population genetics with J. Kim and G. Wagner. Summer, 1994 and Spring, 1995.
• Mathematics Dept: Ph.D. qualifying exam committee for F. Chen, 1995. Ph.D. dissertation committee for A. Beveridge, 1997.
• Electrical Engineering Dept: Ph.D. dissertation committees for C. Darken, 1993, and B. Hochwald, 1995.  Ph.D. oral exam committee for M. Hawkes, 1995.
• Economics Dept: Ph.D. dissertation committee for G. Sutton, 1995.
• Sociology Dept: Assisted search committee in evaluating applicants for a quantitatively oriented faculty position, 1994-1995.
• Yale Course of Study Committee member, 1996--1997.
• Committee on Interdisciplinary Statistics Teaching at Yale, 1997.
• Program Committee: Interdisciplinary Neural Information Processing Systems Conference--a joint meeting of the IEEE Information Theory Society, American Physical Society, and Society for Neuroscience. November, 1990.
• Organized and chaired invited paper session on hidden Markov models for IMS conference in Cleveland, Ohio. April, 1994.
• Organized IMS session on Evolution for annual meeting. Chicago, August, 1996.
• New England Isolated Statisticians Meeting, 1997. (One of the nonisolated statisticians invited.)
• Referee: Annals of Applied Probability, Annals of the Institute of Statistical Mathematics, Annals of Probability, Annals of Statistics, Biometrika, Journal of the American Statistical Association, IEEE Transactions on Information Theory, Information and Computation, Mathematical Biosciences.

Selected Invited Presentations

• Academia Sinica, Taipei, Taiwan. ``Reconstruction of evolutionary trees from pairwise distributions on current species,'' June, 1991.
• Pfizer Corporation Central Research. ``Neural networks, statistics, and QSAR analysis,'' August, 1991.
• Midwest Biopharmaceutical Statistical Workshop. ``Prediction of biological activity from chemical structure,'' May, 1992.
• Bell Laboratories, Murray Hill, NJ. ``Inequalities for the overshoot,'' August, 1993.
• New England Statistics Symposium.  ``Inconsistency of evolutionary tree topology reconstruction methods when substitution rates vary across characters,'' April, 1994.
• DIMACS Workshop on Phylogeny Reconstruction, Princeton University.  ``The perils of ignoring rate heterogeneity,"  February, 1995.
• World Conference of Nonlinear Analysts, Athens, Greece.  ``Nonparametric control charts for multivariate data,'' July, 1996.
• ASA/IMS annual joint meeting, Chicago.  ``Full reconstruction of Markov models on evolutionary trees,'' August, 1996.
• ASA/IMS annual joint meeting, Anaheim.  Discussant for invited session: ``Analyzing HIV genomic variability: a dry run for the human genome project,'' August, 1997.
• DIMACS Workshop on Large-scale Phylogeny Reconstruction, Princeton University. ``Phylogeny reconstruction as statistical inference,"  June, 1998.

Ph.D. students

• Christian Darken (Electrical Engineering Department, advised jointly with J. Moody). Dissertation title: ``Learning rate schedules for stochastic gradient algorithms.''  Graduated in 1993 and joined learning systems department at Siemens Corporate Research.
• Ronald Fricker. Dissertation title: ``Nonparametric control charts for multivariate data.'' Graduated in 1997, now a statistician at RAND.

Courses taught

• Stat 123: Introduction to Statistical Methods [3 times]
• Stat 241: Probability Theory [2 times]
• Stat 251/551: Stochastic Processes [3 times]
• Stat 600: Advanced Probability [3 times]
• Stat 602: Topics in Probability and Stochastic Processes
• Stat 603: Stochastic Calculus
• Stat 606: Markov Processes and Random Fields [2 times]
• Stat 608: Probability Approximations
• Stat 609: Weak Convergence and Empirical Processes
• Stat 610: Statistical Inference [2 times]
• Stat 661: Data analysis
• Stat 664: Information Theory
• Stat 667/CS 671: (with J. Moody) Pattern Recognition and Machine Learning
• Stat 687: Stochastic Models of Evolution
• Stat 699: Research Seminar