Department of Statistics

Research Groups

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

Contact

Department of Statistics
Mag. Beate Simma
Tel.: +43 463 2700 3104
E-Mail: beate [dot] simma [at] aau [dot] at
Office hours: Mo-Fr, 08.00-12.00

Currently, Univ.-Prof. Dr. Michaela Szölgyenyi is the head of the department, see at the team section for the other members of the department.

The Department of Statistics has been founded in 2007 out of the statistics research group of the Department of Mathematics. Both departments are tightly connected through research and the joint study programme of Mathematics.