Faculty Profile: James Gentle

James Gentle

James Gentle

University Professor of Computational Statistics

Primary Research: Computational Statistics

Office: 117 Planetary Hall, MSN 6A12 Phone: 703-993-1994
Primary Website: http://mason.gmu.edu/~jgentle/

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

Teaching Interests

  • STAT 751 Computational Statistics
  • Topics in Computational Statistics
  • Mathematical Statistics I
  • Mathematical Statistics II
  • Seminar in Computational Statistics


  • Ph.D., Statistics, 1974, Texas A&M University; thesis advisor: H. O. Hartley
  • M.C.S., Computer Science, 1973, Texas A&M University
  • B.S., Mathematics, 1966, University of North Carolina


Regular Appointments:

  • 1992– University Professor of Computational Statistics (with tenure), George Mason University, Fairfax, Virginia.
  • 1979–92 Director of Research and Design, IMSL, Inc., Houston, Texas.
  • 1974–79 Assistant Professor, then (1978) Associate Professor (with tenure), Department of Statistics, Iowa State University, Ames, Iowa.

Visiting, temporary, or part-time appointments:

  • 2004–05 Research Fellow, National Agricultural Statistics Service (USDA), Fairfax, Virginia.
  • 1996–98 Program Director, Statistics (MPS/DMS), National Science Foundation, Arlington, Virginia.
  • 1993–94 Senior Research Fellow, Bureau of Labor Statistics (USDoL), Washington, DC.
  • 1989–92 Adjunct Professor of Biometry, University of Texas Health Science Center, Houston, Texas.
  • 1987–92 Adjunct Professor, Department of Statistics, Rice University, Houston, Texas.
  • 1986, 1989 UNDP Expert (Consultant), United Nations FAO, Duty Station: New Delhi, India.
  • 1985 Visiting Professor, Department of Mathematics, University of Texas at Arlington, Arlington, Texas.
  • 1980–87 Adjunct Associate Professor, Department of Mathematical Sciences, Rice University, Houston, Texas.
  • 1979 Visiting Professor, Mathematical Sciences, University of Texas at Dallas, Richardson, Texas.
  • 1973–74 Lecturer, Department of Statistics, Texas A&M University, College Station, Texas.
  • 1971–73 Research Assistant, Department of Statistics, Texas A&M University, College Station, Texas.
  • 1969–71 Instructor, Department of Mathematics, Stephen F. Austin State University, Nacogdoches, Texas.
  • 1966–69 High School Teacher, Cottonport, Louisiana.
  • 1965–66 High School Teacher, Pelahatchie, Mississippi.

Editorial Activities:

  • Senior Editor, Communications in Statistics, 1994–.
  • Associate Editor, ACM Transactions on Mathematical Software, 1994–97.
  • Associate Editor, Journal of Computational and Graphical Statistics, 1992–96.
  • Associate Editor, The American Statistician, 1989–90.
  • Member of Advisory Editorial Board of Computational Statistics Quarterly, 1985–90.
  • Member of Editorial Board of Computational Statistics and Data Analysis, 1983–90.
  • Editor, Current Index to Statistics, 1981–84.
  • Area Editor, Modeling (published by Technical Committee on Simulation, IEEE), 1980–81.
  • Reviewer for Mathematical Reviews of AMS, 1977–94.
  • Co-editor, Algorithms Section, Communications in Statistics, 1977–94.
  • Member of Editorial Board of the Mathematical Tables Publication Project of the Institute of Mathematical Statistics, 1976–86.

Professional and Learned Societies:

  • Fellow of the American Association for the Advancement of Science (AAAS).
  • Fellow of the American Statistical Association (ASA).
  • Elected Member of the International Statistical Institute (ISI).
  • Fellow of the Royal Statistical Society.
  • Member of the Society for Industrial and Applied Mathematics (SIAM).
  • Served on Boards of Directors of ASA, of the Interface Foundation, and of the American Federation of Information Processing Societies.
  • Held several national offices in ASA.
  • Invited speaker at many conferences.
  • Lecturer in Visiting Lecturer Program of ASA and affiliated statistical societies (1982-90).

Full Curriculum Vitae

Ten Selected Publications:

  1. (2009) Computational Statistics, Springer-Verlag, New York, 720 pp.
  2. (2007) Matrix Algebra: Theory, Computations, and Applications in Statistics, Springer-Verlag, New York, 520 pp.
  3. (2003) Random Number Generation and Monte Carlo Methods, Second Edition, Springer-Verlag, New York, 380 pp.
  4. (1997, with Richard Valliant) An application of mathematical programming to sample allocation, Computational Statistics & Data Analysis 25, 337–360.
  5. (1992, with V.A. Sposito and S. C. Narula) Testing software for robust regression, L1 Statistical Analysis and Related Methods, Elsevier Science Publishers, Amsterdam, 361–369.
  6. (1990) Computer implementation of random number generators, Journal of Computational and Applied Mathematics 31, 119–125.
  7. (1989, with J.F. Brophy, J. Li, and P.W. Smith) Software for advanced architecture computers, Proc. 21st Symposium on the Interface of Statistics and Computer Science, 116–120.
  8. (1987, with Glen Meeden) Computing some Bayes estimates for the mean of a normal distribution, Communications in Statistics A16, 2443–2457.
  9. (1981, with P.P. Talwar) Detecting a scale shift in a random sequence at an unknown time point, Applied Statistics 30, 301–304.
  10. (1980, with W.J. Kennedy) Statistical Computing, Marcel Dekker, Inc., New York, 591 pp.

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