Philip Ernst

WEBSITE(S)| Dr. Ernst's website

Philip Ernst is an Associate Professor with tenure at Rice University.  He was previously the Dobelman Family Junior Chair as an Assistant Professor of Statistics.  Ernst earned his Ph.D. in statistics from the Wharton School of the University of Pennsylvania in 2014, and joined the Rice faculty that same year.  He is an associate editor for Stochastics, an associate editor for Statistics and Probability Letters, and an editor for Journal of Stochastic Analysis.

In 2020, Ernst was named the inaugural winner of the Institute for Operations Research and the Management Sciences (INFORMS) Don Gaver, Jr. Early Career Award for Excellence in Operations Research, the first institute-wide early-career award. In 2019, Ernst was honored with the Rice Engineering Research and Teaching Excellence Award from the George R. Brown School of Engineering.  This award is given annually to only two faculty who demonstrate excellence in both teaching and research  .

In 2018, Ernst was honored with the 2018 Tweedie New Researcher Award from the Institute of Mathematical Statistics. The award is widely considered the highest honor for excellence in research for an early-career statistician or applied probabilist. In that same year, Ernst also received the prestigious Army Research (ARO) Young Investigator Award.

In 2017, Ernst was the recipient of the Nicolas Salgo Distinguished Teacher Award, the oldest award given to faculty members at Rice University.  In 2016, Ernst was the recipient of the Sophia Meyer Farb Prize for Teaching, given annually to one Rice assistant professor for excellence in teaching. In 2015, he received the Graduate Student Association Teaching/Mentoring Award, given annually to two faculty members.

Research Areas

Applied probability, exact distribution theory, mathematical finance, operations research, optimal stopping, queueing systems, statistical inference for stochastic processes, and stochastic control.

Education

Ph.D. in Statistics, The Wharton School of the University of Pennsylvania

M.A. in Statistics, The Wharton School of the University of Pennsylvania

B.A. cum laude in Statistics, Harvard University

Advisory Role

Undergraduate Advisor

Teaching Areas

Probability and Statistics

Measure-Theoretic Probability

Stochastic Differential Equations

Societies & Organizations

American Statistical Association (ASA)

Bernoulli Society for Mathematical Statistics and Probability

INFORMS Applied Probability Society

Institute of Mathematical Statistics (IMS)

Society for Industrial and Applied Mathematics (SIAM)

Honors & Awards

2020 INFORMS Don Gaver, Jr. Early Career Award for Excellence in Operations Research (inaugural winner)

2019 Rice Engineering Research and Teaching Excellence Award

2018 Tweedie New Researcher Award, Institute of Mathematical Statistics

2018 US Army Young Investigator Award

2018 Dobelman Family Junior Chair

2017 Nicolas Salgo Distinguished Teacher Award, Rice University

2016 Sophia Meyer Farb Prize for Teaching, Rice University

2015 Graduate Student Association Teaching/Mentoring Award, Rice University

2014 Wharton Department of Statistics Donald S. Murray Prize for Excellence in Teaching

2009 University of Pennsylvania Prize for Excellence in Teaching by Graduate Students