AAU1/Department of Statistics
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
Phone (1): +43 463 2700 3104
Phone (2):+43 463 2700 3155
E-Mail: office [dot] stat [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.
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Address
Alpen-Adria-Universität Klagenfurt
Universitätsstraße 65-67
9020 Klagenfurt am Wörthersee
Austria
+43 463 2700
uni [at] aau [dot] at
www.aau.at
Campus Plan
Universitätsstraße 65-67
9020 Klagenfurt am Wörthersee
Austria
+43 463 2700
uni [at] aau [dot] at
www.aau.at
Campus Plan