Professor George Streftaris
|
Maxwell Institute for Mathematical Sciences Actuarial Mathematics and Statistics |
tel: (+44) 131 451 3679
fax: (+44) 131 451 3249
email: G.Streftaris@hw.ac.uk
Biography
Professor
of Statistics at Heriot-Watt University. Previous roles include associate
professor and lecturer at HWU (2004-2019)
and
post-doctoral positions at BioSS and HWU (2001-2004). I am a member of the
Board of Examiners for the Institute and
Faculty
of Actuaries in the UK, and external examiner for a number of institutes in the
UK and overseas.
Professional
memberships: Fellow of the Royal Statistical Society; member of the
International Society for Bayesian Analysis;
member
of the Greek Statistical Institute. Education: PhD in Statistics (Edinburgh U);
MSc (with Distinction) in Statistics
and OR
(Essex U); Ptychion (BSc) in Statistics and Actuarial Science (Piraeus U,
Greece).
Research
My research is focussed on Bayesian stochastic
modelling, inference and assessment across the interface of statistics,
epidemiology and actuarial science.
I have an interdisciplinary research record, with involvement in
cross-sectional projects
and have been recipient of 5
research grants since 2012 (3 as PI), in areas including predictive modelling
and statistical
machine learning in health and
morbidity, and Bayesian modelling in critical illness and epidemiology. Work
also involves
collaborations with researchers in
life and biomedical sciences. I have supervised a number of PhD students and
PDRAs to
completion and I currently
supervise PhD candidates in topics including Bayesian and neural network
modelling in
epidemiology, morbidity and
mortality.
Research profile also on HWUs PURE pages
Funded research projects
v Predictive Modelling for Medical
Morbidity Risk Related to Insurance
Centers of Actuarial Excellence (CAE) Grant, SOA, PI,
2019-2023
v Estimating the impact of the COVID-19 pandemic on breast cancer deaths -
an application on breast cancer life insurance
SCOR Foundation of Science , CoI,
2022-2024
v Modelling,
Measurement and Management of Longevity and Morbidity Risk
ARC project, IFoA, Co-Lead, 2016-2022
v The Data Lab with Aberdeen Asset Management, PI,
2017-2018
Machine learning to support
big data for advanced multi-asset strategies
v Actuarial Profession (IFoA) grant, PI, 2012-14
Incorporating model and
parameter uncertainty in rate graduation and pricing for Critical Illness
Insurance.
v Scottish Government, Centre of Expertise for Waters,
Co-I, 2013-14
Land management for
increased ood resilience (with Built Environment, HWU).
v Catalyst Grant: MRC/BBSRC/NERC/ESRC, Co-I, 2010-11
Episystem: Designing
biological, social and economic environments to enhance resistance to zoonotic
outbreaks (UK consortium).
v Bridging the Gaps (EPSRC), PI, 2010
Bayesian Modelling of culvert blockage
data (SBE, MACS at HWU)
Possible PhD topics (see here for more
details)
- Model diagnostics for
infectious epidemics
- Predictive modelling for health and insurance
Current and
recent PRRAs
- Dr. Yen Lok, 2017-2018
Statistical machine learning for financial multi-asset
strategies
- Dr Arik
Ayse, 2018-2020
Current and previous PhD students
1) Kaitlyn
Louth, 1st year
2) Farhad
Waseel, 2nd year (HWU Malaysia)
3) Wai
Meng Kwok, 3rd year (HWU Malaysia)
4) Niamh
Graham, 3rd year (MIGSAA, with Edinburgh U)
5) Alex
Jose, 4th year
6) Ying
Zhang, (MIGSAA, with Edinburgh U), completed 2021
7) Alexander
Yiu, completed 2022
8) Eirini
Dimakakou, completed 2020
9) Chunxiao
Xie, completed 2021
10) Ian
Duncan, completed 2020
11) David
Thong, completed 2019
12) Adrakey
Kwame, completed 2017
13) Jeff
Pollock, completed 2015
14) Hani
Syahida Zulkafli,completed 2017
15) Max
Lau, completed 2015
16) George
Mavros, completed 2014
17) Kokouvi
Gamado, completed 2012
18) Yumn
Yusoff, completed 2013
19) Erengul
Ozkok, completed 2011
20) Charnchai
Leuwattanachotinan, completed 2011
Publications
Refereed papers:
o
Arik, A., Cairns, A. J. G., Dodd, E., Macdonald, A.
S., & STREFTARIS, G. (2024) The effect of the COVID-19 health
disruptions
on breast cancer mortality for older women: A semi-Markov modelling approach.
To
appear in Scandinavian Actuarial Journal.
o
Jose, A., Macdonald, A.S., Tzougas, G. and STREFTARIS,
G. (2024) Interpretable zero-inflated neural network models
for
predicting admission counts. Annals of
Actuarial Science, Published online 2024:1-31.
doi:10.1017/S1748499524000058
o
Waseel, F., STREFTARIS, G., Rudrusamy, B., and Dass,
S.C. (2024) Assessing the dynamics and impact of COVID-19
vaccination
on disease spread: A data-driven approach. To appear in Infectious Disease Modelling. Volume 9, Issue 2,
527-556,
https://doi.org/10.1016/j.idm.2024.02.010
o
Kwok, W. M., STREFTARIS, G. and Dass, S. C., G.
(2023). Laplace based Bayesian inference for ordinary differential
equation
models using regularized artificial neural networks. Statistics & Computing
33, 124 (2023).
https://doi.org/10.1007/s11222-023-10289-1
o
Arik, A., Cairns, A. J. G., Dodd, E., Macdonald, A.
S., & STREFTARIS, G. (2023). Estimating the impact of the
COVID-19 pandemic on breast cancer deaths among
older women. Living to 100 Research Symposium, Hong Kong.
o
Kwok, W. M., STREFTARIS, G., & Dass, S. C.
(2023). A Novel Target Value Standardization Method Based on Cumulative
Distribution Functions for Training Artificial
Neural Networks. In 13th IEEE Symposium on Computer Applications
& Industrial Electronics (pp.
250-255). IEEE. https://doi.org/10.1109/iscaie57739.2023.10165439
o
Yiu, A., Kleinow, T., & STREFTARIS, G. (2023)
Cause-of-death contributions to declining mortality improvements
and life expectancies using cause-specific
scenarios. North American Actuarial Journal. DOI:
10.1080/10920277.2023.2230275
o
Jose, A., Macdonald, A.S., Tzougas, G and
STREFTARIS, G. (2022) A combined neural network approach for the prediction
of admission rates related to respiratory diseases. Risks,
10(11), [217]. https://doi.org/10.3390/risks10110217
o
Arik, A., Dodd, E., Cairns, A., Shao, A.,
STREFTARIS, G. (2022) Uneven outcomes: findings on cancer mortality.
The Actuary, https://www.theactuary.com/features/2022/05/30/uneven-outcomes-findings-cancer-mortality
o
Arik, A., Dodd, E., Cairns, A., STREFTARIS, G.
(2021) Socioeconomic disparities in cancer incidence and mortality in England
and
the impact of age-at-diagnosis on cancer mortality.
PLoS ONE. 16, 7,
e0253854 10.1371/journal.pone.0253854
o
Dimakakou, E., Johnston, H.J., STREFTARIS, G.,
Cherrie, J.W. (2020) Is environmental and occupational particulate air
pollution
exposure
related to diabetes and dementia? A cross-sectional analysis in UK Biobank.
International
Journal of Environmental Research and Public Health. 17, 24,
9581.10.3390/ijerph17249581
o
Thong,
D., Streftaris, G. and Gibson, G.J. (2020) Latent likelihood ratio tests for assessing spatial kernels in epidemic
models.
J. Math.
Biol. 81, 853-873. DOI: 10.1007/s00285-020-01529-3
o
Zulkafli, H.S., Streftaris, G., Gibson. G.J. (2020).
Stochastic latent residual approach for consistency model assessment.
Mathematics
and Statistics, 8(5), 583 - 589. DOI: 10.13189/ms.2020.080513.
o
Dimakakou, E.; Johnston, H.J.; Streftaris, G.;
Cherrie, J.W. (2020) Evaluation of the Suitability of an Existing Job-Exposure
Matrix for the Assessment of Exposure of UK Biobank
Participants to Dust, Fumes, and Diesel Exhaust Particulates.
Int. J.
Environ. Res. Public Health, 17, 4919. DOI: 10.3390/ijerph17144919
o
Arık A., Dodd E., Streftaris G. (2020) Cancer
morbidity trends and regional differences in England - A Bayesian analysis.
PLoS ONE 15(5):
e0232844. https://doi.org/10.1371/journal.pone.0232844
o Dimakakou, E., Johnston, H. J.,
Streftaris, G., & Cherrie, J. W. (2018). Exposure to Environmental and
Occupational Particulate Air Pollution
as a
Potential Contributor to Neurodegeneration and Diabetes: A Systematic Review of
Epidemiological Research.
International Journal of Environmental Research and Public Health,
15(8), [1704]. DOI:
10.3390/ijerph15081704
o Gibson, G.J., Streftaris, G. and
Thong, D. (2018) Comparison and assessment of epidemic models.
Statistical Science, Vol. 33, No. 1, 19-33,
https://doi.org/10.1214/17-STS615
o Stone, V., Streftaris, G. et al.
(2017) The Essential Elements of a Risk Governance Framework for Current a nd
Future Nanotechnologies,
Risk Analysis, DOI: 10.1111/risa.12954
o Lau, S. Y., Gibson, G. J., Kwame, A.
H., McClelland, A., Riley, S., Zelner, J., Streftaris, G., Funk, S., Metcalf,
J., Dalziel, B.
& Grenfell, B. (2017) A mechanistic spatio-temporal
framework for modelling individual-to-individual transmission in a
heterogeneous
landscape - with an application to the 2014-2016 West
Africa Ebola outbreak. PLoS Computational Biology 13(10): e1005798.
https://doi.org/10.1371/journal.pcbi.1005798
o Adrakey, H.K., Streftaris, G.,
Gunniffe, N., Gottwald, T., Gilligan, C.A., and Gibson, G.J. (2017) Controlling
spatio-temporal
epidemics using latent processes in a Bayesian framework.
JRS Interface, DOI:
10.1098/rsif.2017.0386
o Mavros, G., Cairns, A.J.G, Kleinow, T.
and Streftaris, G. (2017) Stochastic Mortality Modelling: Key Drivers and
Dependent Residuals.
North American Actuarial Journal, 21, 343-368,
https://doi.org/10.1080/10920277.2017.1286992
o Gamado, K.M., Streftaris, G. and
Zachary, S. (2016) Estimation of under-reporting in epidemics using
approximations.
Journal of Mathematical Biology, 74: 1683- 1707,
https://doi.org/10.1007/s00285-016-1064-7
o Dodd, E. and Streftaris, G. (2016)
Prediction of settlement delay in critical illness insurance claims using GB2
distribution.
Journal of the Royal Statistical Society C, 66 (2), 273-294.
o Zulkafli, H.S , STREFTARIS, G. ,
Gibson, G.J., and Zammitt, N.N. (2016) Bayesian modelling of the consistency of
symptoms reported
during
hypoglycaemia for individual patients. Malaysian
Journal of Mathematical Sciences, 10(s), 27-39.
o Lau, M.S.Y., Marion, G., Streftaris,
G. and Gibson, G.J. (2015) A Systematic Bayesian Integration of Epidemiological
and Genetic Data.
PLoS Computational Biology, 11(11): e1004633.
doi:10.1371/journal.pcbi.1004633
o Streftaris, G., Ozkok-Dodd, E.,
Waters, H.R. and Stott, A.D. (2015). Model and parameter uncertainty in
critical illness insurance -
Abstract of the Edinburgh Discussion. British Actuarial Journal, 20, 387-403,
DOI: 10.1017/S1357321715000112
o Ozkok-Dodd, E., Streftaris, G.,
Waters, H.R. and Stott, A.D. (2015) The effect of model uncertainty on the
pricing of critical illness insurance.
Annals of Actuarial Science, DOI:
10.1017/S1748499514000244
o Lau, M.S.Y., Marion, G., Streftaris,
G. and Gibson, G.J. (2014) New model diagnostics for spatio-temporal systems in
epidemiology
and ecology. Journal of the Royal Society Interface, 11: 20131093, DOI 10.1098/rsif.2013.1093.
o Yusoff Y. S., STREFTARIS, G. and
Waters, H. R 2014) Modelling Sudden Deaths from Myocardial Infarction and
Stroke. International
Journal of Medical, Health,
Biomedical, Bioengineering and Pharmaceutical Engineering, 8 (2), 84-87.
o Gamado, K.M, Streftaris, G. and
Zachary, S. (2013) Modelling under-reporting in epidemics. Journal of Mathematical Biology,
DOI 10.1007/s00285-013-0717-z.
o Streftaris, G., Wallerstein, N.P.,
Gibson, G.J. and Arthur, S. (2013) Prediction of flood risk associated with
blocked culverts using Bayesian
modelling. Journal of Hydraulic
Engineering, DOI:
10.1061/(ASCE)HY.1943-7900.0000723.
o Ozkok, E., Streftaris, G., Waters,
H.R., and Wilkie, A.D. (2013) Modelling critical illness claim diagnosis rates
II: results.
Scandinavian Actuarial Journal, DOI:10.1080/03461238.2012.728538.
o Ozkok, E., Streftaris, G., Waters,
H.R., and Wilkie, A.D. (2012) Modelling critical illness claim diagnosis rates
I: Methodology.
Scandinavian Actuarial Journal, DOI:10.1080/03461238.2012.728537.
o
Streftaris G. and Gibson, G.J. (2012)
Non-exponential tolerance to infection in epidemic systems - modelling,
inference and assessment,
Biostatistics, 13,
580-593, doi:10.1093/biostatistics/kxs011.
o Ozkok, E., Streftaris, G., Waters,
H.R., and Wilkie, A.D. (2012) Bayesian modelling of the time delay between
diagnosis and settlement
for Critical Illness Insurance using a Burr
generalised-linear-type model. Insurance:
Mathematics & Economics, 50, 266-279,
doi:10.1016/j.insmatheco.2011.12.001
o Zammitt, N.N., Streftaris, G., Gibson,
G.J., Deary, I.J. and Frier, B.M. (2011) Modelling the consistency of symptoms
reported during
hypoglycaemia: high variability in people with type 1 and
type 2 diabetes. Diabetes Technology
& Therapeutics, 13(5), 571-578.
o Gibson, G.J., Streftaris, G. and
Zachary, S. (2011) Generalised data augmentation and posterior inferences, Journal of Statistical Planning
and Inference, 141(1), 156-171, doi:10.1016/j.jspi.2010.05.025
o Streftaris, G. and Worton, B.J. (2008)
Efficient and accurate approximate Bayesian inference with an application to
insurance data.
Computational Statistics & Data Analysis 52, 2604-2622, doi:10.1016/j.csda.2007.09.006
o Streftaris, G. and Worton, B.J. (2007)
Hierarchical and empirical Bayes estimators in the analysis of insurance
claims. Proceedings of the
22nd international Workshop on Statistical Modelling, Barcelona, pp556-559.
o
Streftaris,
G. and Gibson, G.J. (2004) Bayesian analysis of transmission dynamics of
experimental epidemics. Proceedings of the 19th
international Workshop on Statistical Modelling, Florence, pp184-188.
o Streftaris, G. and Gibson, G.J. (2004)
Bayesian analysis of experimental epidemics of foot-and-mouth disease. Proc.
R. Soc. Lond. B 271,
1111-1117, doi:10.1098/rspb.2004.2715
o Streftaris, G. and Gibson, G.J. (2004)
Bayesian inference for stochastic epidemics in closed populations. Statistical
Modelling 4, 63-75,
o Streftaris, G. and Gibson, G.J. (2002)
Statistical inference for stochastic epidemic models. Proceedings of the
17th international
Workshop on Statistical Modelling, Chania, pp609-616. (Full paper in pdf form)
Under review/revision:
o
A. Arık, A. Cairns, E. Dodd, A. Macdonald, and
G. Streftaris. The effect of the COVID-19 health disruptions on breast cancer
mortality
for
older women: A semi-Markov modelling approach. https://arxiv.org/abs/2303.16573
(under review).
o
Arik, A., Cairns, A.J.G, Dood, E, Macdonald, A.S,
Shao, A. and Streftaris, G. Insurance pricing for breast cancer under different
multiple
state
models (under revision).
Research
seminars
I have given a number of invited seminars at
universities and conferences in the UK and internationally.
A detailed list can be
found here.
Teaching
- Survival Models
- Statistical
Methods/Inference
- Bayesian Inference &
Computational Methods (not currently)
- R
course (for MSc programmes) (not currently)
|
George Streftaris |
Last
modified: February 2024