2014: Ph.D. in Statistics, The Wharton School of the University of Pennsylvania
2010: M.A. in Statistics, The Wharton School of the University of Pennsylvania
2007: B.A. cum laude in Statistics, Harvard University
Applied probability, exact distribution theory, mathematical finance, optimal stopping, statistical inference for stochastic processes, and stochastic control.
Philip Ernst is an Associate Professor with tenure at Rice University. He was previously the Dobelman Family Junior Chair as an Assistant Professor of Statistics. Ernst earned his Ph.D. in statistics from the Wharton School of the University of Pennsylvania in 2014, and joined the Rice faculty that same year. He is an associate editor for Stochastics, an associate editor for Statistics and Probability Letters, and an editor for Journal of Stochastic Analysis.
In 2019, Ernst was honored with the Rice Engineering Research and Teaching Excellence Award from the George R. Brown School of Engineering. This award is given annually to only two faculty who demonstrate excellence in both teaching and research.
In 2018, Ernst was honored with the 2018 Tweedie New Researcher Award from the Institute of Mathematical Statistics. The award is widely considered the highest honor for excellence in research for an early-career statistician or applied probabilist. In that same year, Ernst also received the prestigious Army Research (ARO) Young Investigator Award.
In 2017, Ernst was the recipient of the Nicolas Salgo Distinguished Teacher Award, the oldest award given to faculty members at Rice University. In 2016, Ernst was the recipient of the Sophia Meyer Farb Prize for Teaching, given annually to one Rice assistant professor for excellence in teaching. In 2015, he received the Graduate Student Association Teaching/Mentoring Award, given annually to two faculty members.