Professor Nelson teaches courses on computer simulation and statistical learning at Northwestern University in the Department of Industrial Engineering and Management Sciences. He was named McCormick teacher of the year in 1998 and 2007, was elected to the 2002, 2003 and 2007 ASG Faculty Honor Rolls, received the 2003 Northwestern Alumni Association Excellence in Teaching Award, was given the 2004 IIE Operations Research Division Award for Excellence in the Teaching of Operations Research, and was a Charles Deering McCormick Professor of Teaching Excellence at Northwestern.
Professor Nelson studies the design and analysis of computer simulation experiments, particularly issues of statistical efficiency (such as variance-reduction techniques), multivariate output analysis (such as multiple-comparison procedures and optimization via simulation), model risk (such as uncertainty quantification due to using estimated input models), multivariate input modeling (such as modeling and generation of nonstationary arrival processes), metamodeling (such as stochastic kriging) and simulation analytics (such as virtual statistics). His application areas include financial engineering, computer performance modeling, quality control, and manufacturing and transportation systems. He is also a Fellow of INFORMS and IIE.