Biography
Sam Shi-Jun is a PhD Candidate in Statistics at University of Illinois at Urbana-Champaign. Prior to joining the program, Sam worked as an actuarial analyst and data scientist in the insurance industry modeling various risks in Property & Casualty insurance. Some of her areas of experience include natural catastrophe modeling, stochastic reserving, collective risk modeling, and predictive modeling of claim severity using machine learning models.
Sam graduated from Harvey Mudd College with a BSc in Mathematics.
Research Interests
Spatial statistics; Gaussian random field
Research Description
- Scalable changepoint detection for large spatio-temporal data on a sphere
- Changepoint detection for diffusion processes using stochastic partial differential equations
Education
BSc in Mathematics, Harvey Mudd College
Highlighted Publications
- Shi-Jun, S., Shand, L. and Li, B., Tracing the impacts of Mount Pinatubo eruption on global climate using spatially-varying changepoint detection (2024), Annals of Applied Statistics, to appear.