Associate Professor
Department of Statistics
University of British Columbia

Earth Sciences Building
2207 Main Mall
Vancouver, BC Canada V6T 1Z4
604 822 0570


Daniel McDonald is Associate Professor of Statistics at the University of British Columbia in Vancouver. Before moving north, Daniel spent 8 years on the faculty at Indiana University, Bloomington. His research interests involve the estimation and quantification of prediction risk, especially developing methods for evaluating the predictive abilities of complex dependent data. This includes the application of statistical learning techniques to time series prediction problems in the context of economic forecasting, as well as investigations of cross-validation and the bootstrap for risk estimation.

Daniel did his undergraduate studies at Indiana University where he received two bachelors degrees: a Bachelor of Science in Music with a concentration in cello performance from the Jacobs School of Music and a Bachelor of Arts in economics and mathematics. Prior to graduate school, he worked as a Research Associate at the Federal Reserve Bank of St. Louis. He received his Ph.D. from Carnegie Mellon University in statistics where he was named graduate student of the year for 2012 and received the Umesh Gavasakar Memorial Thesis Award for his dissertation “Generalization Error Bounds for State Space Models.” In 2017, he was a recipient of the Indiana University Trustees Teaching Award. In 2018, he received an NSF CAREER award. His work has also been supported by grants from the Institute for New Economic Thinking.

Recent news

2020 July

After a lengthy process, I’ve left Indiana University to join Tamara Mitchell at UBC. I’m ecstatic to join a fantastic department with many wonderful new colleagues, but I’ll be sad to say good bye to many others. If you’re facing academic partner issues and are interested in my thoughts, drop me a line.

2020 February

Dr. Lei Ding defended her dissertation! She’s moved on to Amazon in Seattle.

2020 January

A few Canadian talks at UBC and SFU on Trend Filtering in Exponential Families.

2019 November

Talk on Chopin’s Mazurka Op. 68 No. 3 at Simon Fraser University. Slides are viewable here.

2019 August

I gave an interview to Prof. Bruce Solomon for the IU Mathematics Alumni Newsletter.

2019 August

At JSM 2019, I agreed to play basketball with Rob and Ryan Tibshirani and Dave Zhao. Dave tried valiantly to make up for my lack of skills, but our team was no match for the Tibshiranis. We did make the cover of the 2019 October issue of AMSTATNEWS.

Daniel J. McDonald © 2020. All rights reserved.

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