George Casella

George Casella (January 22, 1951 – June 17, 2012) was a Distinguished Professor in the Department of Statistics at the University of Florida. He died from multiple myeloma. He was particularly active in Bayesian and empirical Bayes methods, with works connecting with the Stein phenomenon, on assessing and accelerating the convergence of Markov chain Monte Carlo methods, as in his Rao–Blackwellization technique, and recasting lasso as Bayesian posterior mode estimation with independent Laplace priors.

Awards Casella was named as a Fellow of the American Statistical Association and the Institute of Mathematical Statistics in 1988, and he was made an Elected Fellow of the International Statistical Institute in 1989. In 2009, he was made a Foreign Member of the Spanish Royal Academy of Sciences.

Selected bibliography