Robert McCulloch's research focuses on Bayesian statistics with application to data mining, finance, and marketing. "Like a lot of Bayesians," he says, "I was first captured by the likelihood principle and later came to appreciate the deeper intellectual roots of the approach. I really enjoy seeing how the abstract ideas deliver real power in a variety of applications."
McCulloch, who is an associate editor of the Journal of Econometrics and Statistical Science, has been widely published. His work has appeared in numerous books and journals, including the Journal of the American Statistical Association, Machine Learning, and the Journal of Econometrics. Selected articles include "Bayesian Treed Generalized Linear Models," "Practical Implementation of Bayesian Model Selection," and "Modeling Covariance Matrices in Terms of Standard Deviations and Correlations, with Application to Shrinkage."
McCulloch wants his students to walk away from his classes believing "statistics plays a central role in the modern world. Despite what people learned as an undergrad, statistics is important, interesting, and fun."
He obtained a bachelor's degree in mathematics and economics from the University of Toronto in 1981. McCulloch then earned a master's degree and a PhD in statistics from the University of Minnesota in 1984 and 1985, respectively. He joined the GSB faculty in 1985.
Outside of the classroom, he enjoys playing and watching hockey, kayaking, and history.
Selected Publications
With E. George and H. Chipman, "Bayesian Ensemble Learning," Neual Information Processing (2006).
With E. George and H. Chipman, "Bayesian Treed Generalized Linear Models," Bayesian Statistics 7 (2003).
With H. Chipman and E. Kolyczyk, "Adaptive Bayesian Wavelet Shrinkage," Journal of the American Statistical Association (1997).
With P. Rossi and G. Allenby, "The Value of Purchase History Data in Target Marketing," Marketing Science (1996).
With E. George, "Variable Selection via Gibbs Sampling," Journal of the American Statistical Association (1993).
