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The Stochastics Group

The stochastics group at the department comprises researchers active in the fields of

  • probability, statistics, data science, optimization, and operations research.

The group is responsible for the study programs in

  • statistics, data science and mathematics-economics

and was recently extended with the Applied Statistics Laboratory, which provides statistical support and consultancy to other departments at Aarhus University.

There is a strong tradition in the group for interdisciplinary research as well as for national and international collaborations. To see the breadth of research interests consult the business cards below.

Faculty

The links take you to the personal homepage in AU's system (pure), where you find publications and contact information.

Permanent Faculty

Andreas Basse-O'Connor
Professor
Probability theory and stochastic processes
Associate professor
Operations research, optimization, logistics
Asger Hobolth
Professor
Machine learning, statistical learning, statistical methods in molecular biology, stochastic processes.
Christian Pascal Hirsch
Associate professor
Topological data analysis, large deviations theory, spatial random networks, stochastic geometry, spatial statistics
Associate professor
Nonparametric statistics, stochastic processes, statistical learning
Fabrice Baudoin
Professor
Dirichlet forms, Differential geometry, Random matrices, Stochastic analysis
Associate professor
Probability theory, stochastic processes, asymptotic theory
Jens Ledet Jensen
Professor
Statistics, asymptotic theory, inference for high dimensional data
Jevgenijs Ivanovs
Associate professor
Applied probability, stochastic processes, extremes, distributional robustness, simulation, high-frequency statistics
Julie Thøgersen
Tenure Track Assistant Professor
Insurance mathematics, applied probability
Associate professor
Mathematical optimization
Lars Nørvang Andersen
Associate professor
Statistics, Statistical Learning / Machine Learning, Deep learning for medical images, Monte Carlo Simulation, Bioinformatics
Markus Kiderlen
Associate professor
Stochastic geometry, convex geometry, geometric tomography, spatial statistics
Rodrigo Labouriau
Senior researcher
Applied statistics
Steen Thorbjørnsen
Associate professor
Free probability theory, random matrices, Lévy processes, operator algebras.
Ute Hahn
Associate professor
Statistics – stochastic geometry, stereology, computational and nonparametric statistics, multiple testing

Temporary Faculty and PhD Students

Anton Tiepner
PhD Student
Statistics for Stochastic Processes, SPDEs, Nonparametric Statistics
PhD Student
Probability theory, stochastic processes
David Kramer-Bang
Postdoc
Probability theory, Stochastic processes, Malliavin calculus, convex hulls, rate of convergence.
PhD Student
Statistical methods in population genetics
PhD Student
Stochastic Geometry
PhD student
Probability theory
PhD Student
Machine Learning, Knowledge Distillation
Lasse Thorup Hansen
PhD Student
Statistical learning
Li Chen
Associate Professor
Harmonic analysis, PDEs, Stochastic analysis
PhD Student
Probability Theory
Postdoc
Statistics for stochastic processes, Lévy and Markov additive processes
Guest PhD
Marta Pelizzola
Postdoc
statistical methods in population genetics and cancer genomics
PhD Student, Student Teacher
Probability theory
Moritz Otto
Postdoc
Topological data analysis, stochastic geometry, extreme value theory
Postdoc
Statistics for stochastic processes
Nikolaj Nyvold Lundbye
PhD Student
Topological Data Analysis, Probability Theory
Péter Juhász
PhD Student
topological data analysis, higher-order networks
PhD Student
Machine Learning in Cancergenomics
PhD Student
Stochastic analysis on Riemannian manifolds, Convexity on Riemannian manifolds
Tobias Lindhardt Overgaard
PhD Student
Probability theory, random graphs

Emeriti and Honorary Staff

Eva B. Vedel Jensen
Emerita professor
Statistics – stochastic geometry, stereology, spatial statistics
Mark Podolskij
Honorary professor
Probability theory, statistics
Preben Blæsild
Emeritus associate professor
Statistics
Søren Asmussen
Emeritus professor
Probability theory, theoretical statistics
Søren Glud Johansen
Emeritus associate professor
Operations research, inventory control, Markov decision processes, simulation, cost accounting