SSC Gold Medalist 2019

Bruno Rémillard
SSC Gold Medalist
2019

This year’s recipient of the Gold Medal of the Statistical Society of Canada is Bruno N. Rémillard. This prestigious award is bestowed upon a person who has made outstanding contributions to statistics, or to probability, either to mathematical developments or in applied work. It is intended to honour current leaders in their field. 
 

Bruno was born in 1961 in St-Raphaël, Québec where he grew up. He studied mathematics at Université Laval (BSc, 1983; MSc, 1985) and at Carleton (PhD, 1987). After being an NSERC postdoctoral fellow at Cornell University for a year, he joined the Université du Québec à Trois-Rivières in 1988. He was promoted to the rank of Associate in 1992 and became a full professor in 1996. He settled at HEC Montréal in 2001. 
 

Over the past 30 years Bruno has made outstanding contributions to probability, statistics and financial engineering. He is the author of a graduate monograph, co-authored three undergraduate textbooks and produced over 85 research articles published mostly in international journals of high caliber but also in books and conference proceedings. He is one of the rare scientists to have published in the four IMS Annals.
 

Bruno’s work has had broad impact on theory and practice. He also played a key role in training new generations of probabilists and statisticians, with four postdoctoral fellows, 12 PhD and over 50 MSc students supervised to completion. His work earned him various accolades, including the Pierre Robillard Award (1988), The Canadian Journal of Statistics Best Paper Award (2003), and the Econometrics Best Paper Award (2018). 
 

Bruno’s thesis, supervised by D.A. Dawson, concerned laws of the iterated logarithm and large deviations. It led to a solo paper in The Annals of Probability describing an analog of Chung’s law of the iterated logarithm for the Lévy area process. With T.-Y. Lee, he published in the same journal an oft-cited paper on large deviations for the three-dimensional super-Brownian motion. His interest in probability continues to this day and includes joint work with P. Del Moral and J. Vaillancourt, among others. 
 

Bruno shifted his attention to statistics around 1995. He co-authored with C. Genest nearly 20 papers in Bernoulli, Biometrika, JASA, The Annals of Statistics, Journal of Multivariate Analysis, etc. These works are widely cited. Bruno’s expertise in the theory of empirical processes was essential, among others, in establishing the validity of various rank-based inference procedure for copula models.
 

The theory that Bruno developed with K. Ghoudi for the large-sample behavior of empirical processes based on pseudo-observations led to the development of new tests of independence and goodness-of-fit techniques for copula models. His results were also used to validate resampling methods in the latter context. With B. Abdous and K. Ghoudi, Bruno further proposed and studied nonparametric tests of symmetry in the article that won the 2003 Canadian Journal of Statistics Best Paper Award.
 

Bruno also has a very deep knowledge of time series methods which he has exploited to devise tests of randomness, to develop copula models for time series data and to test for goodness-of-fit in copula models for multivariate time series. His recent solo paper on the latter theme earned him the 2018 Econometrics Best Paper Award. He has since extended these results to generalized error models with his wife B.R. Nasri. After he moved to Montréal in 2001 Bruno picked up financial engineering. With N. Papageorgiou and P. Laroche he proposed innovative replication methods based on stochastic models and was involved in designing new financial investment products for Desjardins Global Asset Management, National Bank of Canada and Innocap Investment Management. His 2013 book entitled Statistical Methods for Financial Engineering earned him additional praise.
 

Throughout his career, Bruno has given over 80 talks in 14 countries and has also been very generous with his time to NSERC, the SSC, the CMS and the ASSQ. He co-chaired the Scientific Committee of the joint SSC-SFdS Annual Meeting in 2008. Over the years he has done his fair share of editorial work, meticulously refereeing over 200 papers and serving on the editorial board of The Canadian Journal of Statistics and the Annales mathématiques du Québec.
 

Bruno’s parents, Cécile Duchesneau and Lauréat Rémillard, have always supported him and are responsible for his interest in science. He intends to impart the same values to the future generation of Nasri-Rémillard children. He considers himself fortunate to have met his wife Bouchra who has now become his most important and valued collaborator.
 

The citation for the award reads: 

“To Bruno Rémillard, for his broad and influential contributions to probability theory, statistics, and financial engineering, for his excellence in training and mentoring, for his academic leadership, and for his dedication to the profession.”
 

Christian Genest and Jean Vaillancourt were primarily responsible for this material.