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J. Michael Steele
C.F. Koo Professor; Professor of Statistics and Operations and Information Management


Education

PhD, Stanford University, 1975; BA, Cornell University, 1971

Career and Recent Professional Awards; Teaching Awards

President, Institute for Mathematical Statistics, 2010. Fellow, Institute for Mathematical Statistics, 1984; Fellow, American Statistical Association, 1989; Frank Wilcoxon Prize, American Society for Quality Control and the American Statistical Association, 1990

Academic Positions Held

Wharton: 1990-present (named C.F. Koo Professor, 1991). Previous appointments: Princeton University; Carnegie Mellon University; Stanford University; University of British Columbia. Visiting appointments: University of Chicago, Columbia University

Please see My Personal Page for information about books, research papers, and courses.

Publications
A. Arlotto, R. Chen, Larry Shepp, J. Michael Steele (2011), On-Line Selection of Alternating Subsequences from a Random Sample, Journal of Applied Probability, 48
V. Pozdnyakov, J. Michael Steele (2010), Bugs on a Budget: Distributed Sensing with Cost for Reporting and Non-Reporting, Probability in Engineering and Information Science, 24, 525-534
V. Pozdnyakov, J. Michael Steele (2009), Convexity Bias in Eurodollar Futures: A Dimension Free HJM Criterion, Methodology and Computing in Applied Probability, 11, 551-560
V. Pozdnyakov, J. Michael Steele (2008), Martingale Methods for Patterns and Scan Statistics, Scan Statistics: Methods and Applications, Chapter 14, J. Glaz, V. Pozdnyakov, S. Wallenstein, eds., Birkhauser Publishers, Boston, 2008.
J. Glaz, M. Kulldorff, V. Pozdnyakov, J. Michael Steele (2006), Gambling Teams and Waiting Times for Patterns in Two-State Markov Chains, Journal of Applied Probability, 43, 1-14

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Honors And Awards
Frank Wilcoxon Prize, American Society for Quality Control and the American Statistical Association, 1990
Fellow, American Statistical Association, 1989
Fellow, Institute for Mathematical Statistics, 1984

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Steele Michael J.
J. Michael Steele
 447 Jon M. Huntsman Hall
3730 Walnut St.
Philadelphia, PA 19104
Phone: (215) 898-9477
steele@wharton.upenn.edu

Research Interests:
Applications of probability; statistical modeling; mathematical finance; modeling of price processes