Frederi G. Viens is an Americanstatistician,mathematician,and academic. He is a professor in the Department of Statistics at Rice University,a founding member of the Diverse Rotations Improve Valuable Ecosystem Services Project,[1] a senior research contributor to the Sustainability of Agrarian Societies in the Lake Chad Basin initiative,[2] and moderator of the long-term scientific committee for the Seminar on Stochastic Processes conference series.[3]
In 1997,Viens became an assistant professor of mathematics at the University of North Texas,holding this post until 2000. In 2000,he joined Purdue University's Departments of Statistics and Mathematics as an assistant professor,was promoted to associate professor there in 2003 and professor in 2008. In 2016,he was appointed professor at Michigan State University's Department of Statistics and Probability. In 2022,he joined Rice University,where he has been serving as full professor in its Department of Statistics,in the School of Engineering and Computing.[7]
Viens was a science adviser for the Bureau of African Affairs at the US State Department from 2010 until 2011.[4] Moreover,between 2015 and 2016,he served as program director in the Division of Mathematical Sciences at the US National Science Foundation. He also served as the chairperson of the Department of Statistics and Probability at Michigan State University between 2016 and 2020. At MSU,he served as the director of the BS Program in Actuarial Science and Quantitative Risk Analysis from 2017 to 2022.[8]
Research
Viens has conducted research on stochastic processes,focusing on the existence and regularity properties of random processes in the context of stochastic differential equations,[9] evaluated the predictive power of mathematical models to improve the quantification of nuclear binding[10] and the nuclear saturation point,[11] and demonstrated the consistency of statistical estimators in linear and nonlinear stochastic equations with long memory noise.[12] His research in quantitative finance has focused on improving the modeling of risk uncertainty in insurance[13] and estimated stochastic volatility for stock option pricing.[14] His findings have offered insights for managing systemic risk in financial markets[15] and have focused on improving risk management and policymaking in financial sectors.[16] His research in agricultural and developmental economics has advanced mathematical models for estimating economic risks,using Bayesian hierarchical modeling to analyze U.S. agricultural R&D's impact on productivity,assess uncertainties in R&D lag structures,and explore long-term policy implications.[17] He has also collaborated with climate scientists to help reconstruct Planet Earth's global mean surface temperatures over the past two millennia,including principled uncertainty quantification using Bayesian statistics.[18]
Personal life
Viens is married to Carolyn Johnston,a history professor at Michigan State University. They have a daughter.[19] He and Johnston operate a small-scale,sheep farm in Laingsburg,Michigan,which also received a humane farming grant from the Food Animal Concerns Trust in 2019.[20]
Awards and honors
2010 –Franklin Fellow,U.S. Department of State
2013 –Fellow,Institute of Mathematical Statistics [5]
2013 –Inaugural College of Science Research Award,Purdue University
2021 –IMS Annals Quadfecta Twenty-Three Recognition,Institute of Mathematical Statistics[21]
David, Claire; Mustapha, Sami; Viens, Frederi; Capron, Nathalie (2014). Mathematiques Pour Les Sciences de La Vie - Tout Le Cours En Fiches: 140 Fiches de Cours, 200 Exercices Corriges Et Exemples D'Applications (in French). Dunod. ISBN978-2-10-059977-6.
Selected articles
Tindel, S.; Tudor, C.A.; Viens, F. (October 2003). "Stochastic evolution equations with fractional Brownian motion". Probability Theory and Related Fields. 127 (2): 186–204. doi:10.1007/s00440-003-0282-2.
Tudor, Ciprian A.; Viens, Frederi G. (July 2007). "Statistical aspects of the fractional stochastic calculus". The Annals of Statistics. 35 (3). arXiv:math/0609295. doi:10.1214/009053606000001541.
Chronopoulou, Alexandra; Viens, Frederi G. (May 2012). "Estimation and pricing under long-memory stochastic volatility". Annals of Finance. 8 (2–3): 379–403. doi:10.1007/s10436-010-0156-4.
Barboza, Luis; Li, Bo; Tingley, Martin P.; Viens, Frederi G. (December 2014). "Reconstructing past temperatures from natural proxies and estimated climate forcings using short- and long-memory models". The Annals of Applied Statistics. 8 (4). arXiv:1403.3260. doi:10.1214/14-AOAS785.
↑ Tindel, S.; Tudor, C.A.; Viens, F. (October 2003). "Stochastic evolution equations with fractional Brownian motion". Probability Theory and Related Fields. 127 (2): 186–204. doi:10.1007/s00440-003-0282-2.[non-primary source needed]
↑ Drischler, C.; Giuliani, P. G.; Bezoui, S.; Piekarewicz, J.; Viens, F. (2024). A Bayesian mixture model approach to quantifying the empirical nuclear saturation point (Preprint). arXiv:2405.02748.[non-primary source needed]
↑ Yi, Bo; Li, Zhongfei; Viens, Frederi G.; Zeng, Yan (November 2013). "Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model". Insurance: Mathematics and Economics. 53 (3): 601–614. doi:10.1016/j.insmatheco.2013.08.011.[non-primary source needed]
↑ Yi, Bo; Viens, Frederi; Li, Zhongfei; Zeng, Yan (17 November 2015). "Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria". Scandinavian Actuarial Journal. 2015 (8): 725–751. doi:10.1080/03461238.2014.883085.[non-primary source needed]
↑ Florescu, Ionuţ; Viens, Frederi G. (April 2008). "Stochastic Volatility: Option Pricing using a Multinomial Recombining Tree". Applied Mathematical Finance. 15 (2): 151–181. doi:10.1080/13504860701596745.[non-primary source needed]
↑ Baldos, Uris Lantz C.; Viens, Frederi G.; Hertel, Thomas W.; Fuglie, Keith O. (January 2019). "R&D Spending, Knowledge Capital, and Agricultural Productivity Growth: A Bayesian Approach". American Journal of Agricultural Economics. 101 (1): 291–310. doi:10.1093/ajae/aay039.[non-primary source needed]
↑ Barboza, Luis; Li, Bo; Tingley, Martin P.; Viens, Frederi G. (December 2014). "Reconstructing past temperatures from natural proxies and estimated climate forcings using short- and long-memory models". The Annals of Applied Statistics. 8 (4). arXiv:1403.3260. doi:10.1214/14-AOAS785.[non-primary source needed]
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