About Me
I’m an Emeritus Professor in mathematics and statistics, which means I’ve officially retired, but now have the freedom to explore and pursue whatever interests me, purely for the joy of it.
One particular thing I love is writing books about probability and statistics; you may find a list of books below. For other publications, please visit my Google Scholar site or the Publications page.
My Wikipedia page provides more information, including a short biography. A non-specialist summary of my work may be found in this public article and this public lecture .
Another lifelong passion of mine is the music of Johann Sebastian Bach , especially his organ and choral works. I am a part-time organist at St. Paul’s .
Books (images are clickable)
Free Books, Notes, and Software
- Data Science and Machine Learning, First Edition : complete book
- An Advanced Course in Probability and Stochastic Processes : complete book
- Handbook of Monte Carlo Methods : reduced version and MATLAB code
- Statistical Modeling and Computation, First Edition : Part I and MATLAB code
- Statistical Modeling and Computation, Second Edition : Julia primer and Julia code
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- The electronic version of An Advanced Course in Probability and Stochastic Processes is now available free from its homepage.
- The Second Edition of Statistical Modeling and Computation was published in 2025.
- Chinese and Japanese translations of Data Science and Machine Learning have been published. See the book’s homepage for details.
- Python code for Data Science and Machine Learning is available on GitHub.