VIens

Frederi G. Viens is a full professor in the Department of Statistics at Rice University. He pursues a long-standing personal research agenda in probability theory, stochastic processes, mathematical statistics, and in applied probability for insurance mathematics and quantitative finance. Over the past 15 years, he has developed a robust applied statistics research program. Using the power of computational Bayesian statistics, he collaborates on a number of significant projects in climate science, agricultural economics, hydrology, development economics, nuclear physics, human health management, and agronomy.

Prior to joining Rice, he was a full professor at Michigan State University’s Department of Statistics and Probability. There, he worked to facilitate the research talent of its undergraduate and graduate students, and faculty. This included collaborations of his own with several faculty groups. He also served as director of Actuarial Science, a professional bachelor’s degree program in the College of Natural Science with strong connections to the Lansing area insurance industry, and as adjunct director of the Center for Statistical Training and Consulting, a university-wide service out of the Office of the Vice-President for Research and Innovation. He recently worked to set up a new MS program in Data Science. While at MSU, he also promoted the reach of MSU Alliance for Africa Partnership in STEM directions.

He was a professor of statistics and mathematics at Purdue University from 2000-2015 where he also served as program director of the Division of Mathematical Sciences at the National Science Foundation in Arlington, VA (2015-2016); co-chair for Pure Mathematics for Canada’s National Science and Engineering Research Council (2011-2012); science advisor to the U.S. Assistant Secretary of State for African Affairs in Washington DC (2010-2011), and held faculty positions in Spain, France, Texas, and Chile, in teaching and research roles.

His distinctions include fellow of the Institute of Mathematical Statistics (2012), Franklin Fellow of the U.S. State Department (2010), and Fulbright Research Scholar in Villetaneuse, France (2004). Viens is the long-term moderator of the Seminar on Stochastic Processes. He serves on the editorial board of the Annals of Finance and is a senior member of the Risk Modeling Group for Land Core. He is an associate editor for several prestigious journals in probability, statistics, and finance. He has organized numerous high-profile international conferences, both in the United States and overseas, and is routinely invited as a sessional and plenary speaker at major topical international conferences. His sources of research support include the National Science Foundation, the U.S. Department of Agriculture, the Office of Naval Research, a private U.S. non-profit, a national agency in Chile, and a regional government agency in Brazil.

Viens holds a master's degree in mathematics from the University of California at Irvine, a maîtrise de mathématiques pures from the Université de Paris 7, France, both obtained in 1991, and a Ph.D. in mathematics from the University of California, Irvine in 1996.

Research Areas

Probability Theory and Stochastic Analysis, Quantitative Finance, Actuarial Science, Climate Science, Spin Glasses, Parameter Estimation, Bayesian Statistics, Time Series, Land use/food security, Hydrology, Nuclear physics, Personalized human medicine

Education

Ph.D. Mathematics, University of California, Irvine

M.S. Mathematics, University of California, Irvine

Maîtrise de Mathématiques Pures Université de Paris VII, France

Societies & Organizations

Fellow, Institute of Mathematical Statistics (IMS)

Fellow, American Mathematical Society (AMS)

Member, Sigma Xi, the Scientific Research Society

Member, Society for Industrial and Applied Mathematics (SIAM)

Member, The Bernoulli Society

Honors & Awards

2021 IMS Quadfect 23 - see https://imstat.org/2021/05/14/the-annals-quadfecta-23/

2014-2015 Purdue Faculty Fellowship for Study in a Second Discipline (Agricultural Economics)

2013 Purdue College of Science Research Award, inaugural year

2013-2014 MEC Competition, Ministry of Education, Science and Technology, Chile

2012 Purdue College of Science Team Award, for the Computational Finance Program

2011-2012 NSERC Grant Selection Committee Chair, Pure Mathematics, Canada

2010-2011 Franklin Fellow, U.S. Department of State, Washington DC, Science Adviser

2008-2012 NSERC Grant Selection Committee member, Math and Stat, Canada

2008 Purdue College of Science Graduate Student Mentoring Award

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