James (Jim) Thompson. Photo courtesy of Rice University. http://news.rice.edu/files/2017/12/obit-b-2-1awalgt-310×208.jpg


James Robert Thompson, Noah Harding Emeritus Professor of Statistics at Rice University, died in December at age 79. When Jim Thompson joined the Rice faculty in 1970, after three years teaching statistics at Indiana University and three at Vanderbilt, it was as a member of the Mathematical Sciences Department in the School of Natural Sciences. When Statistics became a separate department in 1987, Jim was its founding chair.

Jim earned a B.S. in chemical engineering from Vanderbilt University in 1960, and his MA (1963) and PhD (1965) in mathematics from Princeton University. At Rice, his research focused on statistical model building, biomathematics, quality control and computational finance. He did pioneering work in HIV/AIDS and cancer modeling, and served as an adjunct professor at M.D. Anderson Cancer Center and the University of Texas School of Public Health. He worked with NASA to improve its program for using satellite data to predict Soviet agricultural production. Working with M.D. Anderson researchers, Thompson developed a protocol for using external-beam radiotherapy to emulate the effects of implant-radium therapy.

Thompson developed the SIMEST algorithm for creating multiple replicates of computer-generated pseudo-realities, used to estimate the parameters of the underlying model. He developed, with Marc Elliot, the MaxMean algorithm that permits the finding of the underlying structures of high-
dimensional data sets. In 2012, Thompson obtained a patent on a computationally intensive algorithm for portfolio optimization called the Simugram. In collaboration with Scott Baggett and John Dobelman, he developed the Max-Median Rule for Portfolio Selection, and continued to work on portfolio strategies with Philip Ernst [this year’s Tweedie Award winner]. “Dr. Thompson was an outstanding coauthor,” Ernst said, “an excellent mentor, and a very dear friend. I will cherish the time we spent together. He will be sorely missed.”

Jim was a Fellow of IMS, ASA and the International Statistical Institute. He was the recipient of the Army’s Wilks Medal and the ASA’s Don Owen Award for his work in quality control. He directed 17 doctoral students, and authored or co-authored 14 books.

Jim is survived by his wife, Ewa M. Thompson, professor emeritus of Slavic studies at Rice.

Condensed from an obituary by Patrick Kurp, Engineering Communications, Rice University: