Professional Summary - Long Term Positions

Professor
University of Alberta, Mathematical & Statistical Sciences
Professor (July 2002 - present); Associate Professor (July 1997 - June 2002)

• Led Mathematics of Information Technology and Complex Systems (MITACS) national center of excellence ``Prediction in Interacting Systems'' (PINTS) until May 2005.
  
• Teach undergraduate and graduate courses in calculus, probability, statistics, and stochastic equations.
• Supervise undergraduate students, graduate students, and postdoctoral fellows.

President
Random Knowledge Inc. and Fast Track Technologies Inc.
(October 2002 - present)

• Led companies through startup process.
• Directing work in network security and privacy, finance, sports modeling and dynamic profiling.
• Company successes include runner up in 2004 Venture Prize Business Plan Competition, being awarded an Alberta Ingenuity Fund Award, winning large industrial contracts, being awarded an equipment grant from SUN, and obtaining a first round of financing.

IMA Industrial Fellow
University of Minnesota and Lockheed Martin
(Sept. 1995 - July 1997)

• Conducted NSF funded research in partial differential equations and averaging under supervision of Professor Avner Friedman.
• Developed non-standard nonlinear filtering theory for air traffic control and military problems under sponsorship of Lockheed Martin.

Research Associate
Carleton University, Mathematics and Statistics
(Jan. 1994 - August 1995)

• Conducted Natural Science and Engineering Research Council (NSERC) of Canada funded research and interacted with the groups of Professors Donald Dawson and Miklos Csorgo.

Visiting Scientist
Universitat Freiburg, Institut fur Mathematische Stochastik
(Jan. - Dec. 1993)

• Conducted NSERC Post Doctoral Fellowship and Deutscher Akademischer Austauschdienst (DAAD) funded research under supervision of Professor Ernst Eberlein.

Assistant Professor
University of Waterloo, Electrical Eng.
(Jan. 1991 - Dec. 1992)

• Instructed seven half-year courses in software engineering, control theory, and stochastic processes for engineers.
• Instruction included graduate, fourth year, and first year students with class sizes of up to 110.
• Supervised graduate students and graduated a M.A.Sc.

Professional Summary - Short Term Positions

Honorary Fellow
University of Wisconsin-Madison, Department of Mathematics (Jan. - May 2003).

• Gave seminars on weak convergence and filtering, collaborated on research.

Visiting Professor
H.E.C. Montreal, Department of Mathematics (Nov. - Dec. 2002).

• Gave seminars on Markov processes and representations, collabarated on research.

Visiting Professor
Carlton University, Department of Mathematics and Statistics (Aug. - Oct. 2002).

• Gave seminars on homeomorphic methods in probability, collaborated on research..

Visiting Professor - Premier Class
Universite Paul Sabatier (France), Laboratoire de Statistique et Probabilities (February 2000).

• Gave seminars in spatial stochastic process and filtering, collaborated on research.

Awards, Fellowships, and Grants

• Awarded 2001 PIMS Industrial Outreach Prize. (National Award, Sponsored by TD Bank).
• Project Leader for MITACS\_PINTS.  Granted $250,000-$320,000 annually from NCE, industry, and ASRA/PIMS.
• NSERC Research Grant and Industrial Grants holder (1997 - present).
• Institute for Mathematics and Its Applications Industrial Postdoctoral Fellowship (1995 and 1996).
• DAAD Study Visit Award (for Professors visiting Germany) (awarded 1993).

Industrial Experience

• Actively invloved in consulting for companies.
• Started own profitable University of Alberta spinoff companies employing research results.
  
• Worked with five corporations under MITACS_PINTS.
• Invented filtering algorithms being used by Lockheed Martin Corp., Invidi Technologies, Acoustic Positioning Research Inc., FTT Inc., and Random Knowledge Inc.
• Two years experience in industry training and product development with Lockheed Martin.
• Two years engineering work experience during undergraduate degree.

• Committed instructor, always striving to improve effectiveness and to challenge all students.
• Taught undergraduate courses in software engineering, control theory, calculus, probability and statistics.
• Taught graduate courses in probability, statistics, Markov processes, and stochastic calculus.
• Have produced four major sets of class notes used as the main reference in: software engineering, probability and statistics, and stochastic calculus. Each are close to or in excess of 200 pages.

• Co-founder of MuchMath.org, an online Mathematics Learning Centre, provides open content.
• Contributed online open calculus, probability and statistics content used by thousands of students.
• Led and managed a national centre of excellence for seven years, including organizing many meetings and editing many publications.
• AMS mathematics reviewer for 3 years
• Organized an international PIMS and MITACS sponsored conference (with R.J. Elliott, T.G. Kurtz, and H. Long) in filtering that ran successfully in July 2002.
• Organized session at the 2002 IMS Probability Symposium.
• Co-organized (with T.G. Kurtz) a workshop in filtering at the University of Wisconsin-Madison in July 1999.
• Evaluated many NSERC, National Science Foundation, MITACS, PIMS and American Mathematical Society research grant proposals.
• Served on various faculty and departmental committees including: Visiting committee, hiring and programme advisory committees for mathematical finance, advisory examination in statistics committee, NSERC postdoctoral candidate evaluation committee, resource committee for MITACS\_PINTS.

• G.N. Nkabinde, ``On almost sure convergence rates for recursive stochastic algorithms'', M.A.Sc. Thesis, 1992. Next Postition: Engineer at DeBeers, South Africa.
• M.K. Prefontaine, ``The infinite dimensional exact filter for a mean-reverting financial volatility model'', M.Sc. Project, 2000. Next Position: Financial Analyst at Weyerhauser, Vancouver.
• D. Li, Postdoctoral fellow 1997-1998. Recent Position: Tenured Associate Professor, Lakehead University, Ontario.
• D. Lyder, Postdoctoral fellow 1999-2000. Next Position: Professor King's College, Alberta.
• W. Sun, Postdoctoral fellow 2000-2003. Next Position: Tenure track Assistant Professor, Concordia University, Quebec.
• H. Long, Postdoctoral fellow 1999 - 2003. Next Position: Tenure track Assistant Professor, Florida Atlantic University, Florida.
• D.J. Ballantyne, "Homeomorphic Methods for Separating Measures in Historical Filtering", M.Sc. Thesis 2005, Next Position:  Research Scientist at Invidi Technologies.
• J. Huang, "Microstructure Filtering in Finance", PhD Thesis 2007, Next Position: Lecturer at the Hong Kong Polytechnical University.
  

Professional Summary - Education

• Ph.D.  in Electrical Engineering, University of Waterloo, May 1991, Advisor: Professor Andrew Heunis, Scholarships: NSERC Postgraduate Scholarship, Carl Pollock Scholarship, and Faculty of Engineering Scholarship.
• B.A.Sc. Honours Bachelor of Applied Science, Electrical Eng., University of Waterloo, 1987.

Research

1. M.A. Kouritzin and A.J. Heunis, ``Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter'', J. Multivariate Analysis, 43(1) (1992) pp.58--109.

2. M.A. Kouritzin, ``On almost sure bounds for the LMS algorithm'', IEEE Trans. Inform. Theory IT-40(2), (1994) pp.372--383.

3. M.A. Kouritzin and A.J. Heunis, ``A law of the iterated logarithm for stochastic processes defined by differential equations with a small parameter'', Ann. Probab 22(2) (1994) pp. 659--679.

4. A.J. Heunis and M.A. Kouritzin, ``Strong convergence in the stochastic averaging principle'', Math. Anal. Appl. 187(1) (1994) pp.134--155.

5. M.A. Kouritzin, ``Inductive methods and rates of r^th-mean convergence in adaptive filtering'', Stochastics and Stochastics Reports 51 (1994) pp. 241--266.

6. M.A. Kouritzin, ``Parabolic equations with random coefficients'', The IMS Bulletin 24(5) (1995) pp.  462--463.

7. M.A. Kouritzin, ``Strong approximation for cross-covariances of linear variables with long-range dependence'', Stochastic Processes Appl. 60 (1995) pp. 343--353.

8. M.A. Kouritzin, ``On the convergence of linear stochastic approximation procedures'', IEEE Trans. Inform. Theory IT-42(4) (1996) pp. 1305--1309.

9. M.A. Kouritzin, ``On the interrelation of almost sure invariance principles for certain stochastic adaptive algorithms and for partial sums of random variables'',  J. Theoretical Probability 9(4) (1996) pp. 811--840.

10. K. Kastella, M.A. Kouritzin, and A. Zatezalo, ``A nonlinear filter for altitude tracking'', October 1996 Proceedings of the Air Traffic Control Association  pp.1--5.

11. M.A. Kouritzin, ``Averaging for fundamental solutions of parabolic equations'', Journal of Differential Equations 136 (1997) pp. 35--75.

12. M.A. Kouritzin, ``Arbitrary order parabolic stochastic partial differential equations with general Hilbert-space-valued noise'',  The IMS Bulletin 26 (1997) pp. 322-323.

13. M.A. Kouritzin, ``Stochastic processes and perturbation problems defined by parabolic equations with a small parameter'', Nonlinear Analysis, Theory, Methods & Applications, 30, (1997) 4089--4099.

14. D.A. Dawson and M.A. Kouritzin, ``Invariance principles for parabolic equations with random coefficients'', Journal of Functional Analysis 149 (2) (1997) pp. 377-414.

15. M.A. Kouritzin, ``On exact filters for continuous signals with discrete observations'', IEEE Trans. on Auto Contr., AC-43 (1998) pp. 708--715.

16. M.A. Kouritzin, ``Approximations for singularly-perturbed parabolic equations of arbitrary order'', Nonlinear Studies  7 (2) (2000) pp 179--210.

17. M.A. Kouritzin and D. Li, ``On explicit solutions to stochastic differential equations'', Stochastic Analysis and Applications, 18 (4), (2000), 571--580.

18. M.A. Kouritzin, ``Exact infinite dimensional filters and explicit solutions'', in  Stochastic Models Eds. Luis G. Gorostiza and B. Gail Ivanoff (2000) 265--282.

19. D.J. Ballantyne, H.Y. Chan, and M.A. Kouritzin, ``A novel branching particle method for tracking'', in  Signal and Data Processing of Small Targets 2000, Proceedings of SPIE, 4048  (2000) Ed. Oliver E. Drummond 277--287.

20. D. Blount and M.A. Kouritzin, ``Holder continuity for spatial and path processes via spectral analysis'', Probability Theory and Related Fields 119 (2001), 589--603.

21. D.J. Ballantyne, J. Hoffman, and M.A. Kouritzin, ``Practical applications of a branching particle-base filter'', in Signal Processing, Sensor Fusion, and Target Recognition X 2001, Proceedings of SPIE 4380 (2001) Ed. I. Kadar 253--260.

22. H.Y. Chan, and M.A. Kouritzin, ``Particle filters for combined state and parameter estimation'', in  Signal Processing, Sensor Fusion, and Target Recognition X 2001, Proceedings of SPIE, 4380 (2001) Ed. I. Kadar 244--252.

23. P. Del Moral, M.A. Kouritzin, and L. Miclo, ``On a class of discrete generation interacting paricle systems'', Electronic Journal of Probability , Vol. 6 (2001) Paper no. 16, 1-26.

24. D.J. Ballantyne, H.Y. Chan, and M.A. Kouritzin, ``A branching particle-based nonlinear filter for multi-target tracking'', Distributed Tracking I, Fusion 2001, WeA2 (2001) Ed. J. Llinas 3--10.

25. M.A. Kouritzin and H. Long, ``Convergence of Markov chain approximations to stochastic reaction diffusion equations'', Annals of Applied Probability, 12, (2002), 1039-1070.

26. M.A. Kouritzin, B. Remillard, and C.P. Chan, ``Parameter estimation for filtering problems with stable noise'', Target Tracking III, Fusion 2001, WeB1 (2001) Ed. P. Valin, 27--30.

27. M.A. Kouritzin, H. Long, and W. Sun, ``Nonlinear filtering for diffusions in random environments'', Journal of Theoretical Probability, 16 (2003) 1-20.

28. W. Bauer, S. Kim, and M.A. Kouritzin, ``Continuous and discrete space particle filters for predictions in acoustic positioning'', in Image Reconstruction from Incomplete Data II, 2002 Proceedings of SPIE 4792, 193-206.

29. D.J. Ballantyne, M.A. Kouritzin, H. Long, and W. Sun, "Discrete-space particle filters for reflecting diffusions", Proceedings of the 2002 IEEE Aerospace Conference, Big Sky, Montana, 2002. IEEE Catalog Number: 02TH8593C, ISBN: 0-7803-7232-B March 9-16, 2002.

30. D.J. Ballantyne, S. Kim, and M.A. Kouritzin, "Weighted-interacting particle-based nonlinear filters", in Signal Processing, Sensor Fusion, and Target Recognition XI, Ivan Kadar, Editor, 2002 Proceedings of SPIE 4729, 236-247.

31. M.A. Kouritzin, H. Long, and W. Sun, "On Markov chain approximations to semilinear partial differential equations driven by Poisson meaure noise", Stochastic Analysis and Applications 21 (2003), 419-441.

32. D.J. Ballantyne, J. Hailes, M.A. Kouritain, H. Long, and J. Wiersma, "A hybrid weighted interacting particle filter for multi-target tracking", in Signal Processing, Sensor Fusion, and Target Recognition XII, 2003 Proceedings of SPIE 5096, 244-255.

33. M.A. Kouritzin, "Selectively resampling particle filter and implementation", US Patent Number 7,058,550 granted June 6, 2006, filed by assignee Lockheed Martin Corp. on June 25, 2003. 41 pages including figures.

34. M.A. Kouritzin, H. Long, X. Ma, and W. Sun, "Non-recursive and recursive methods for parameter estimation in filtering problems", in Signal Processing, Sensor Fusion, and Target Recognition XII, 2003 Proceedings of SPIE 5096, 585-596.

35. M.A. Kouritzin, H. Long, and W. Sun, "Markov chain approximations to filtering equations for reflecting diffusion processes". Stochastic Processes and Applications, 110 (2004), 275-294.

36. M.A. Kouritzin, W. Sun, and J. Xiong, "Nonlinear filtering for reflecting diffusions in random environments by nonparametric estimation". Electronic Journal of Probability, Vol. 9 (2004) Paper no. 18, 560-574.

37. S. Kim, M.A. Kouritzin, H. Long, J. McCrosky, W. Sun, and X. Zhao, "A stochastic grid filter for multi-target tracking", in Signal Processing, Sensor Fusion and Target Recognition XIII, 2004 Proceedings of SPIE, 5429: 245-253.

38. D. Blount, N. Hu, M.A. Kouritzin, and J. McCrosky, "Artificial learning approaches for multi-target tracking", in Automatic Target Recognition XIV, edited by F.A. Sadjadi, 2004 Proceedings of SPIE, 5426: 293-304.

39. M.A. Kouritzin, and Y. Zeng, "Weak convergence for a type of conditional expectation: application to the inference for a class of asset price models", Nonlinear Analysis, Theory, Methods & Applications, Series A, 60 (2005) 231-239.

40. J. Kim, S. Kim, M.A. Kouritzin, and W. Sun, "Detecting network portscans through anomaly detection", in Signal Processing, Sensor Fusion and Target Recognition XIII, the 2004 Proceedings of SPIE, 5429 (2004) 254-263.

41. M.A. Kouritzin, Y. Zeng, "Bayesian model selection via filtering for a class of micro-movement models of asset price",  the International Journal of Theoretical and Applied Finance, 8 (2005) 97-121.

42. J. Hailes, M.A. Kouritzin, R. Marsh, and J. McCrosky, "Tracking promyelocytic leukemia nuclear bodies concept via filtering", Proceedings of ICMENS 2004, (2004), 433-437.

43. M.A. Kouritzin and Y. Zeng.  "Weak convergence for a type of conditional expectation:  application to the inference for a class of asset price models."  Nonlinear Analysis, 60 (2005) 231-239.

44. J. Hoffman, C. Ketelsen, M. Kouritzin, A. Limon, Y. Mileyko and K. Yewchuk.  "Tracking and identifying Multiple Targets."  Canadian Applied Mathematics Quarterly, 12 Number 1 (2004) pp. 103-124.

45. M.A. Kouritzin, D. Ballantyne, Y. Hu and H. Kim.  "On sonobuoy placement for submarine tracking."  Proc. SPIE Int. Soc. Opt. Eng. 5809,  244-252 (2005).

46. M.A. Kouritzin and W. Sun.  "Rates for branching particle approximations of continuous discrete filters."  The Annals of Applied Probability, 15 (2005) 2739-2772.

47. M.A. Kouritzin, and S. Kim, "The refining stochastic grid filter and implementation" US Patent number US 7,188, 048 B2, filed by Lockheed Martin Corp., issued on March 6, 2007, 37 pages.

49. M.A. Kouritzin and B. Wu, "Handling Target Obsuration through Markov Chain Observations" in Signal Processing, Sensor Fusion, and Target Recognition 2008 Proceedings of SPIE.

48. M.A. Kouritzin, F. Newton, S. Orsten, D.C. Wilson, "On Detecting Fake Coin Flip Sequences", IMS Lecture Notes - Monograph Series, (to appear).

50. M.A. Kouritzin and H. Long, "On extending classical filtering equations", to appear in Statistics and Probability Letters.

51. M.A.Kouritzin and S. Ghosh, "Differential Calculus: Theory for users" 2008-2009 Edition, ISBN 978-0-981075-60-0, pp 1-326, 2008.

52. J. Macki, M.A. Kouritzin, S. Ghosh, J. Liu, "Differential Calculus Workbook" 2008-2009 Edition, ISBN 978-0-981075-61-7, pp 1-125, 2008.

Have written twenty-one review articles for the AMS mathematical reviews.

Edit and contribute to the MITACS_PINTS bulletin and phase end reports

Selection of Invited Lectures

1. "Filtering problems in climate change" Statistics Society of Canada, Ottawa, June 2008.

2.  "On designing and applying practical particle filters", 13th INFORMS Applied Probability Conference, Ottawa, July 2005.

4. "Random Knowledge Inc.", Economic development Edmonton annual luncheon, March 2004.

5. "Model selection via Bayes factor", CMS summer meeting 2003, Edmonton, June 2003.

6. "Are you being probed?" A filtering approach to network security, MITACS annual meeing, May 2003.

7. "Weak convergence and the homeomorphism", University of Wisconsin, Madison, January 2003.

8. "Representations for Markov processes", (in Probability Days), CRM, Montreal, November 2002.

9. "Filtering for diffusions in random environments", IMS annual meeting, Banff, August 2002.

10."Hidden in the noise: tracking and prediction in complex systems", Pattern recognition and prediction, CASCON 2002, Toronto, October 2002.

11. "Workable approximations for stochastic reaction-diffusions", CMS summer meeting, Laval, June 2002.

12. "Continuous and discrete state filters", Workshop on spatially distributed and hierarchically structured stochastic systems, Organizers: D. Dawson, K. Fleichmann, A. Greven, A. Wakolbinger, CRM, April 2002.

13. "Continuous and discrete space particle filters", Particle systems and filtering workshop, Paris VI, Organizers: Pierre Del Moral, Jean Jacod, and Rene Carmona, June 2001.

14. "Particle filters", Probability days, Carleton University, Organizers: M. Csorgo and D. Dawson, April 2001.

15. "Particle filters", Workshop on nonlinear filtering methods for tracking, Wright-Patterson air force base, Dayton Ohio, Organizers = Stan Musak and Keith Kastella, February 2001.

16. "Holder continuity in spatial processes", University Paul Sabatier, February 2000.

17. "A perspective on filtering theory", Department of Mathematics and Statistics, Arizona State University, Tempe, April 1999.

18. "Weak invariance principles for parabolic equations with random coefficients", Canadian Mathematical Society winter meeting, Kingston, December 1998.

19. "Convolution in filtering", Technical University, Berlin, July 1998.

20. "Arbitrary order parabolic stochastic partial differential equations with general Hilbert-space-valued noise", Institute for mathematical statistics annual meeting, Park City, Utah, July 30, 1997.

21. "Stochastic processes defined by parabolic equations with a small parameter", The second world congress of non-linear analysts, Athens, Greece, July 16, 1996.

22. "Parabolic equations with random coefficients", New researchers in statistics and probability meeting of the institute of mathematical statistics, Kingston, Canada, July 7, 1995.

23. "Rates of convergence and design considerations for on-line parametric inference", Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, Canada, January 25, 1995.

24. "Law of the iterated logarithm results in sequential methods of statistical inference", Statistics Society of Canada, Ottawa, March 4, 1994.

25. "On inferring almost-sure invariance principles for linear stochastic adaptive algorithms" in Workshop uber mathematische statistik, Universitat Freiburg, Germany, July 3, 1993.
 

Additional invited lectures at

Probability Days at Carleton University (2003); IMS Annual Meeting, Banff (2002); Filtering 2002, Edmonton (2002); Mathematics Department, McGill University, Montreal (2001); MITACS Annual General Meeting, Toronto (2000); International Conference on Stochastic Models, Ottawa (1998); Mathematics Department, Wayne State University, Detroit (1997); International Conference on Asymptotic Methods in Probability and Statistics, Ottawa (1997); LORAL Defense Systems-Eagan (1996); Electrical and Electronic Eng., Imperial College, England (1995); Laboratory for Research in Statistics and Probability, Ottawa, Canada; Mathematics and Statistics (1995); The University of Kansas, Lawrence (1995); Applied Mathematics, University of Waterloo, Waterloo, Canada (1995); Mathematics and Statistics, Queen's University, Kingston, Canada (1994); Electrical and Computer Eng., University of Waterloo (1992).