Duke Probability Theory and Applications
   Search Help Login Join pdf version printable version

Robert L. Wolpert, Professor of Statistical Science and Professor in the Division of Environmental Sciences and Policy

Robert L. Wolpert

I'm a stochastic modeler-- I build computer-resident mathematical models
for complex systems, and invent and program numerical algorithms for making
inference from the models. Usually this involves predicting things that
haven't been measured (yet). Always it involves managing uncertainty and
making good decisions when some of the information we'd need to be fully
comfortable in our decision-making is unknown.

Originally trained as a mathematician specializing in probability theory and
stochastic processes, I was drawn to statistics by the interplay between
theoretical and applied research- with new applications suggesting what
statistical areas need theoretical development, and advances in theory and
methodology suggesting what applications were becoming practical and so
interesting. Through all of my statistical interests (theoretical, applied,
and methodological) runs the unifying theme of the <STRONG>Likelihood
Principle</STRONG>, a constant aid in the search for sensible methods of
inference in complex statistical problems where commonly-used methods seem
unsuitable. Three specific examples of such areas are:

* Computer modeling, the construction and analysis of fast small Bayesian
statistical emulators for big slow simulation models;
* Meta-analysis, of how we can synthesize evidence of different sorts
about a statistical problem; and
* Nonparametric Bayesian analysis, for applications in which common
parametric families of distributions seem unsuitable.

Many of the methods in common use in each of these areas are hard or
impossible to justify, and can lead to very odd inferences that seem to
misrepresent the statistical evidence. Many of the newer approaches
abandon the ``iid'' paradigm in order to reflect patterns of regional
variation, and abandon familiar (e.g. Gaussian) distributions in order to
reflect the heavier tails observed in realistic data, and nearly all of
them depend on recent advances in the power of computer hardware and
algorithms, leading to three other areas of interest:

* Spatial Statistics,
* Statistical Extremes, and
* Statistical computation.

I have a special interest in developing statistical methods for application
to problems in Environmental Science, where traditional methods often fail.
Recent examples include developing new and better ways to estimate the
mortality to birds and bats from encounters with wind turbines; the
development of nonexchangeable hierarchical Bayesian models for
synthesizing evidence about the health effects of environmental pollutants;
and the use of high-dimensional Bayesian models to reflect uncertainty in
mechanistic environmental simulation models. <P> My current (2015-2016)
research involves modelling and Bayesian inference of dependent time series
and (continuous-time) stochastic processes with jumps (examples include
work loads on networks of digital devices; peak heights in mass
spectrometry experiments; or multiple pollutant levels at spatially and
temporally distributed sites), problems arising in astrophysics (Gamma ray
bursts) and high-energy physics (heavy ion collisions), and the statistical
modelling of risk from, e.g., volcanic eruption.

Contact Info:
Office Location:  214 Old Chemistry, Durham, NC 27708-0251
Email Address: send me a message
Web Page:  http://www.stat.duke.edu/~rlw/

Office Hours:

Vary from term to term.  Check course website.

Ph.D.Princeton University1976
B.A.Cornell University1972
ABCornell University1972

Statistical Modeling
Bayesian Statistics
Stochastic Processes
environmental toxicology
Spatial Statistics
Research Interests: Nonparametric Bayesian Models, Stochastic Processes & Time Series, and Spatial Statistics

Areas of Interest:

Spatial statistics
Stochastic Processes, Stochastic Analysis
Non-parametric Bayesian analysis
Modeling & Decision Support in Complex Systems
Environmental & Epidemiological Applications


Bayes Theorem • Computer Simulation • Crisis Intervention • Decision Support Techniques • Environmental Monitoring • Meta-Analysis as Topic • Models, Biological • Models, Statistical • Models, Theoretical • Ozone • Probability • Rats, Inbred Strains • Rheology • Risk • Rivers • Taste • Toxicology • Transportation • Water Microbiology

Current Ph.D. Students   (Former Students)

  • Natesh Pillai  
  • Chong Tu  
  • Jingqin '. Luo  
  • Gangqiang Xia  
  • Casey Lichtendahl  
  • Dawn Banard  
  • Zhenglei Gao  
  • Leanna House  
  • Joe Lucas  
  • Floyd Bullard  
Representative Publications   (More Publications)

  1. Dominici, F; Parmigiani, G; Reckhow, KH; Wolpert, RL, Combining Information from Related Regressions, Journal of Agricultural, Biological, and Environmental Statistics, vol. 2 no. 3 (January, 1997), pp. 313-332, Springer Nature, ISSN 1085-7117 [doi]  [abs]
  2. James O. Berger and Robert L. Wolpert, The Likelihood Principle: A Review, Generalizations, and Statistical Implications (with discussion), IMS Lecture Notes-Monograph Series, vol. 6 (1988), Institute of Mathematical Statistics, Hayward, CA
  3. Wolpert, RL; Taqqu, MS, Fractional Ornstein-Uhlenbeck Lévy processes and the Telecom process: Upstairs and downstairs, Signal Processing, vol. 85 no. 8 (August, 2005), pp. 1523-1545, Elsevier BV [doi]  [abs]
  4. Dominici, F; Parmigiani, G; Wolpert, RL; Hasselblad, V, Meta-Analysis of Migraine Headache Treatments: Combining Information from Heterogeneous Designs, Journal of the American Statistical Association, vol. 94 no. 445 (March, 1999), pp. 16-28, ISSN 0162-1459 [doi]  [abs]
  5. Wolpert, RL; Mengersen, KL, Adjusted likelihoods for synthesizing empirical evidence from studies that differ in quality and design: Effects of environmental tobacco smoke, Statistical Science, vol. 19 no. 3 (August, 2004), pp. 450-471, Institute of Mathematical Statistics [doi]  [abs]
  6. Wolpert, RL; Ickstadt, K, Reflecting uncertainty in inverse problems: A Bayesian solution using Lévy processes, Inverse Problems, vol. 20 no. 6 (December, 2004), pp. 1759-1771, IOP Publishing, ISSN 0266-5611 [doi]  [abs]
  7. Wolpert, RL, Invited discussion of `On the Probability of Observing Misleading Statistical Evidence', by R. Royall, J. American Statistical Assoc., vol. 95 no. 451 (2000), pp. 771-772
  8. N.G. Best, K. Ickstadt & R.L. Wolpert, Spatial Poisson regression for health and exposure data measured at disparate spatial scales, J. American Statistical Assoc., vol. 95 no. 452 (2000), pp. 1076-1088
  9. Lavine, M; Wasserman, L; Wolpert, RL, Bayesian inference with specified prior marginals, Journal of the American Statistical Association, vol. 86 no. 416 (January, 1991), pp. 964-971, JSTOR, ISSN 0162-1459 [Gateway.cgi], [doi]  [abs]
  10. Robert L. Wolpert and Katja Ickstadt, Simulation of L\'evy Random Fields, in Practical Nonparametric and Semiparametric Bayesian Statistics, Lecture Notes in Statistics, edited by Dipak K. Dey and Peter M\^^buller and Debajyoti Sinha, vol. 133 (1998), pp. 227--242, Springer-Verlag, New York, NY, ISBN 0-387-98517-4
  11. Wolpert, RL; Ickstadt, K, Poisson/gamma random field models for spatial statistics, Biometrika, vol. 85 no. 2 (January, 1998), pp. 251-267, Oxford University Press (OUP), ISSN 0006-3444 [doi]  [abs]
  12. Best, NG; Ickstadt, K; Wolpert, RL, Spatial Poisson Regression for Health and Exposure Data Measured at Disparate Resolutions, Journal of the American Statistical Association, vol. 95 no. 452 (December, 2000), pp. 1076-1088, Informa UK Limited, ISSN 0162-1459 [doi]  [abs]
  13. Berger, JO; Brown, LD; Wolpert, RL, A Unified Conditional Frequentist and Bayesian Test for Fixed and Sequential Simple Hypothesis Testing, The Annals of Statistics, vol. 22 no. 4 (December, 1994), pp. 1787-1807, Institute of Mathematical Statistics, ISSN 0090-5364 [Gateway.cgi], [doi]
  14. Berger, JO; Liseo, B; Wolpert, RL, Integrated likelihood methods for eliminating nuisance parameters, Statistical Science, vol. 14 no. 1 (January, 1999), pp. 1-22, Institute of Mathematical Statistics [doi]  [abs]