Wilfred Keith Hastings (July 21, 1930 – May 13, 2016) was a Canadian

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 ...

. He was noted for his contribution to the Metropolis–Hastings algorithm (or, Hastings–Metropolis algorithm), the most commonly used

Markov chain A Markov chain or Markov process is a stochastic model describing a sequence of possible events in which the probability of each event depends only on the state attained in the previous event. Informally, this may be thought of as, "What happe ...

Monte Carlo method Monte Carlo methods, or Monte Carlo experiments, are a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results. The underlying concept is to use randomness to solve problems that might be determi ...

(MCMC).

Early life and education

He received his B.A. in applied mathematics from the

University of Toronto The University of Toronto (UToronto or U of T) is a public research university in Toronto, Ontario, Canada, located on the grounds that surround Queen's Park. It was founded by royal charter in 1827 as King's College, the first institution ...

in 1953, and then worked from 1955 to 1959 for the Toronto company H.S. Gellman & Co. Hastings received his M.A. in 1958, and his Ph.D. in 1962, both from the University of Toronto's department of mathematics (which included statistics at that time). His Ph.D. thesis title was "Invariant Fiducial Distributions". His Ph.D. supervisor was initially Don Fraser and later

Geoffrey Watson Geoffrey Stuart Watson (3 December 1921 – 3 January 1998) was an Australian statistics, statistician. Watson was born in Bendigo, Victoria in 1921. He studied at the University of Melbourne, and received his PhD at the North Carolina State U ...

Work

After completing his Ph.D., Hastings worked briefly at the

University of Canterbury The University of Canterbury ( mi, Te Whare Wānanga o Waitaha; postnominal abbreviation ''Cantuar.'' or ''Cant.'' for ''Cantuariensis'', the Latin name for Canterbury) is a public research university based in Christchurch, New Zealand. It was ...

New Zealand New Zealand ( mi, Aotearoa ) is an island country in the southwestern Pacific Ocean. It consists of two main landmasses—the North Island () and the South Island ()—and over 700 smaller islands. It is the sixth-largest island count ...

(1962–64), and at

Bell Labs Nokia Bell Labs, originally named Bell Telephone Laboratories (1925–1984), then AT&T Bell Laboratories (1984–1996) and Bell Labs Innovations (1996–2007), is an American industrial research and scientific development company owned by mult ...

New Jersey New Jersey is a state in the Mid-Atlantic and Northeastern regions of the United States. It is bordered on the north and east by the state of New York; on the east, southeast, and south by the Atlantic Ocean; on the west by the Delaware ...

(1964–66). From 1966 to 1971, Hastings was an associate professor in the department of mathematics at the University of Toronto. During this period, he wrote his famous paper on

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 ...

sampling. While at the University of Toronto, Hastings also supervised his one Ph.D. student, Peter Peskun (now at York University), whose 1970 dissertation "The Choice Of Transition Matrix In Monte Carlo Sampling Methods Using Markov Chains" developed the Peskun ordering on Markov chain kernels. In 1971, Hastings joined the department of mathematics at the University of Victoria (in British Columbia, on the west coast of Canada) as an associate professor, and was granted tenure there in 1974. He taught at Victoria for 21 years, usually teaching six one-semester courses per year. He did not supervise any more Ph.D. students, but he did supervise two M.Sc. students, and serve on the committees of four Ph.D. and two M.Sc. students. He held NSERC research grants from 1969 to 1980. Hastings retired from the

University of Victoria The University of Victoria (UVic or Victoria) is a public research university located in the municipalities of Oak Bay and Saanich, British Columbia, Canada. The university traces its roots to Victoria College, the first post-secondary instit ...

in 1992.

References

{{DEFAULTSORT:Hastings, W. K. 1930 births 2016 deaths Canadian statisticians People from Toronto Computational statisticians University of Toronto alumni Academic staff of the University of Toronto Academic staff of the University of Victoria