Department of Statistics

Bayesian statistics and econometrics

• applications in economics, finance, agriculture, and epidemiology
• artificial intelligence
• Bayesian nonparametrics (BNP)
• computational statistics
• design and implementation of efficient Markov chain Monte Carlo (MCMC) algorithms
• (factor) stochastic volatility models
• high-dimensional inference
• industrial statistics
• univariate and multivariate time series modeling
• shrinkage priors and regularization methods
• spatio-temporal modeling
• statistical learning
• statistical decision theory
• stochastic (partial) differential equations

Environmental statistics and risk evaluation

• environmental health risk analysis
• environmental monitoring networks
• pollutant dispersion modeling
• spatio-temporal sampling design
• stochastic Navier-Stokes equation

Statistical Software

• akima
• ash
• interp
• factorstochvol
• GPUoct (CUDA library for Octave)
• OPDOE
• sgeostat
• Spatial Sampling Design Toolbox
• stochvol
• tripack

Stochastic Processes

• actuarial mathematics
• machine learning for SDEs
• numerical methods for stochastic differential equations (SDEs)
• (quasi) Monte Carlo methods
• stochastic analysis
• stochastic optimization and stochastic optimal control
• quantitative financial mathematics