Nicholas Polson (born 7 May 1963) is a British

statistician A statistician is a person who works with theoretical or applied statistics. The profession exists in both the private and public sectors. It is common to combine statistical knowledge with expertise in other subjects, and statisticians may wor ...

who is a professor of

econometrics Econometrics is the application of Statistics, statistical methods to economic data in order to give Empirical evidence, empirical content to economic relationships.M. Hashem Pesaran (1987). "Econometrics," ''The New Palgrave: A Dictionary of ...

and

statistics Statistics (from German language, German: ''wikt:Statistik#German, Statistik'', "description of a State (polity), state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of ...

at the

University of Chicago Booth School of Business The University of Chicago Booth School of Business (Chicago Booth or Booth) is the graduate business school of the University of Chicago. Founded in 1898, Chicago Booth is the second-oldest business school in the U.S. and is associated with 10 N ...

. His works are primarily in

Bayesian statistics Bayesian statistics is a theory in the field of statistics based on the Bayesian interpretation of probability where probability expresses a ''degree of belief'' in an event. The degree of belief may be based on prior knowledge about the event, ...

Markov chain Monte Carlo In statistics, Markov chain Monte Carlo (MCMC) methods comprise a class of algorithms for sampling from a probability distribution. By constructing a Markov chain that has the desired distribution as its equilibrium distribution, one can obtain ...

and Sequential Monte Carlo, (aka

Particle filter Particle filters, or sequential Monte Carlo methods, are a set of Monte Carlo algorithms used to solve filtering problems arising in signal processing and Bayesian statistical inference. The filtering problem consists of estimating the inte ...

). Polson was educated at

Worcester College, Oxford Worcester College is one of the constituent colleges of the University of Oxford in England. The college was founded in 1714 by the benefaction of Sir Thomas Cookes, 2nd Baronet (1648–1701) of Norgrove, Worcestershire, whose coat of arms w ...

University and the

University of Nottingham The University of Nottingham is a public university, public research university in Nottingham, United Kingdom. It was founded as University College Nottingham in 1881, and was granted a royal charter in 1948. The University of Nottingham belongs t ...

where his PhD supervisor was

Adrian Smith Adrian Frederick "H" Smith (born 27 February 1957) is an English guitarist best known as a member of heavy metal band Iron Maiden, for whom he also writes songs and performs backing vocals both live and in the studio. Smith grew up in London ...

. Polson is the co-author (with James Scott) of the book ''AIQ: How People and Machines Are Smarter Together'' (2018), about the key ideas that played a role in the historical development of

artificial intelligence Artificial intelligence (AI) is intelligence—perceiving, synthesizing, and inferring information—demonstrated by machines, as opposed to intelligence displayed by animals and humans. Example tasks in which this is done include speech re ...

Selected publications

* Eraker, B., M. Johannes and N.G. Polson, "The Impact of Jumps in Volatility in Returns," (2003) Journal of Finance, 58, 3, 1269–1300. * Carlin, B.P., N.G. Polson and D.S. Stoffer, "A Monte Carlo Approach to Non-Normal and Non-Linear State Space Modelling" (1992) Journal of the American Statistical Association, 87, 493–500.

References

Nicholas Polson at University of Chicago Booth School of Business

Article : Do leveraged funds deliver long term?

Book chapter : Handbook of Financial Time Series
British statisticians 20th-century British mathematicians 21st-century British mathematicians Fellows of the American Statistical Association Living people 1963 births Alumni of the University of Nottingham {{UK-statistician-stub