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James
Gentle
University Professor of
Computational Statistics
Mailing
Address
Department of Computational and
Data Sciences
College of Science
George Mason University
4400 University Dr., MSN 6A2
Fairfax, Virginia 22030
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Current Research
Interests
My interests include statistical computing, computational statistics,
simulation, robust statistics, survey sampling, and computational
finance. I am
interested in statistical learning and data mining, including
metalearning methods. My interests in survey
sampling
include optimal design, calibration, and imputation. My interests in
financial
applications center primarily on the pricing of derivatives.
Education
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Ph.D. 1974 - Texas A&M
University,
Statistics, Thesis advisor: H. O. Hartley
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M.C.S. 1973- Texas A&M
University,
Computer Science
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B.S. 1966 - University of North
Carolina,
Mathematics
Courses Taught
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CSI 771 / STAT 751: Computational
Statistics
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CSI 779: Topics in Computational
Statistics
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CSI 972 / STAT 972: Mathematical
Statistics I
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CSI 973 / STAT 973: Mathematical
Statistics II
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CSI 991: Seminar in Computational
Statistics
Recent Publications
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Gentle, James E. (2007), Matrix
Algebra: Theory,
Computations, and Applications in Statistics, Springer-Verlag, New York,
520 pp.
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Gentle, James E. (2006),
Computational Statistics in Encyclopedia
of Measurement and Statistics, edited by Neil J. Salkind,
Sage Publications, Thousand Oaks, CA, 168—170.
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Cai, Weijie
and Gentle, James (2006), Simulation-based
estimation, ASA Proceedings of the Joint Statistical Meetings,
2008-2015.
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Gentle, James
E. (2003), Random
Number Generation and Monte Carlo Methods, Second Edition, Springer-Verlag,
New York,
380 pp.
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Gentle, James
E. (2002), Elements of
Computational Statistics, Springer-Verlag, New York,
420 pp.
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