For a better viewing experience, please consider updating your browser.

Please upgrade your browser for a better viewing experience.

You are currently using a browser that we no longer support.
Our website features components that only modern browsers support. To ensure that you receive the best experience while visiting the Robert Morris University website, please upgrade your browser to one of our recommended browsers below.

Google Chrome     Firefox     Internet Explorer
Please note: If you are using a version of Internet Explorer greater than IE 7, please ensure that the compatibility mode of your browser is turned off and/or that the document mode is set higher than IE 7.

What we support for Windows: Google Chrome, Mozilla Firefox, Internet Explorer 9+. Find out more about your browser.
 
 


  Profile

Christophe Groendyke, Ph.D.
Assistant Professor of Actuarial Science (Mathematics)
groendyke@rmu.edu
412-397-6054 phone (M)
412-397-3277 fax
John Jay 318


Educational Background

  • Ph.D., Statistics, Pennsylvania State University, 2011
  • Master of Science, Statistics, Pennsylvania State University, 2008
  • Bachelor of Science, Mathematics, University of Texas at Austin, 1997
  • Bachelor of Arts, Computer Sciences, University of Texas at Austin, 1997

Professional Background

  • Chris worked as an actuary at USAA Life Insurance Company in San Antonio, Texas for over seven years. He worked on the pricing of various life insurance products, as well as asset/liability management, project management, and product management.
  • Chris became a Fellow of the Society of Actuaries in 2004 and serves on various committees for the SOA.

Area of Expertise/Research

  • Chris has a few different research areas that he is active in. He is interested in the dynamics of disease spread through populations, and in developing methods for using epidemic data to perform statistical inference on network models. He is currently working to apply these methods to biological epidemics as well as contagions within financial networks. Chris is interested in studying and developing techniques and algorithms to solve computationally intensive statistical inference problems; he has written a software package in R that performs statistical inference for contact networks based on epidemic data, using a Bayesian approach and Markov Chain Monte Carlo methods.

Publications

  • Tibbits, Groendyke, Haran, Liechty. "Efficient Multidimensional Slice Sampling;" Journal of Computational and Graphical Statistics (2014).
  • Hartman, Groendyke. "Model Selection and Averaging in Financial Risk Management;" North American Actuarial Journal (2013).
  • Groendyke, Welch, Hunter. “A Network-based Analysis of the 1861 Hagelloch Measles Data" Biometrics (2012). 

  • Groendyke. Introduction to Life Contingencies. Society of Actuaries (2012).

  • Groendyke, Welch, Hunter.  “Bayesian Inference for Contact Networks Given Epidemic Data”.  Scandinavian Journal of Statistics (2011).

Presentations

  • 2014 - "Overview and Applications of Statistical Network Science," Invited Talk, University of Connecticut.
  • 2013 - "Model Selection in Regime-switching Models of Various Types," Invited Talk, Annual Meeting of the Society of Actuaries
  • 2012 - "A Network-based Analysis of the 1861 Hagelloch Measles Data," Invited Talk, Statistical Society of Canada, Guelph.
  • 2010 - "Bayesian Inference for Contact Networks Given Epidemic Data," Contributed Talk, International Biometric Society -- Eastern North America Region, New Orleans
  • 2008 - "Automated Markov Chain Monte Carlo Based on the Ratio-of-Uniforms Transformation," Contributed Talk, Joint Statistical Meetings, Denver.

Schedule of Courses
Schedule Book for All Active and Available Future Terms, Christophe


Fall 2014
Course-SectionTimeDaysLocInstructorSessionSeats
  • ASCI4100-C1
  • 03:15-04:30 PM T RMGroendyke1 (08/25-12/13/14)5 Seats
  • STAT2110-H
  • 02:45-03:35 PMM W FMGroendyke1 (08/25-12/13/14)8 Seats
  • STAT2110-G
  • 12:45-01:35 PMM W FMGroendyke1 (08/25-12/13/14)1 Seats

    Spring 2015
    Course-SectionTimeDaysLocInstructorSessionSeats
  • ASCI4100-C1
  • 01:45-03:00 PM T RMGroendyke1 (01/12-05/02/15)3 Seats
  • ASCI4110-A
  • 03:15-04:30 PM T RMGroendyke1 (01/12-05/02/15)1 Seats

    ROBERT MORRIS UNIVERSITY

    6001 University Blvd. Moon Township, PA15108 800-762-0097 © 1995 – 2011 Robert Morris University. All rights reserved.