David A. Stephens

Academic title(s): 

Professor

Academic Lead, Horizon McGill

David A. Stephens
Contact Information
Address: 

Room 1225, Burnside Hall

Phone: 
514-398-2005
514-398-7547 (Faculty of Science)
Email address: 
david.stephens [at] mcgill.ca
Department: 
Mathematics and Statistics
Courses: 

For Fall 2026:  

MATH 559. Bayesian Theory and Methods.

Credits: 4
Offered by: Mathematics and Statistics (Faculty of Science)
Terms offered: Fall 2026
View offerings for Fall 2026 in Visual Schedule Builder.

Description

Subjective probability, Bayesian statistical inference and decision making, de Finetti’s representation. Bayesian parametric methods, optimal decisions, conjugate models, methods of prior specification and elicitation, approximation methods. Hierarchical models. Computational approaches to inference, Markov chain Monte Carlo methods, Metropolis—Hastings. Nonparametric Bayesian inference.
  • Prerequisite: MATH 324, MATH 357, MATH 557, or equivalent, and MATH 208 or equivalent.

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Research areas: 
Statistics
Awards, honours, and fellowships: 

Elected Fellow, International Statistical Institute (2015)

Fellow, American Statistical Association (2019)

Fellow, Royal Society of Canada (2024)

Selected publications: 

Please see my Google scholar page

Group: 
Professor

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