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.

Martin Bladt

Stochastics Seminar
(Stochastics Group)

Matthias Lienau
(The Hamburg University of Technology)

Stochastics Seminar
(Stochastics Group)

Hirsch, C. & Willhalm, D. (2024). Lower large deviations for geometric functionals in sparse, critical and dense regimes. *Alea (Rio de Janeiro)*, *21*(2), 923-962. https://doi.org/10.30757/ALEA.V21-38

Barnes, K., Juhász, P., Nagy, M. & Molontay, R. (2024). Topicality boosts popularity: a comparative analysis of NYT articles and Reddit memes. *Social Network Analysis and Mining*, *14*(1), Article 119. https://doi.org/10.1007/s13278-024-01272-3

Basse-O’connor, A. & Podolskij, M. (2024). Asymptotic theory for quadratic variation of harmonizable fractional stable processes. *Theory of Probability and Mathematical Statistics*, *110*, 3-12. https://doi.org/10.1090/tpms/1203

Ruiz, P. A. & Baudoin, F. (2022). Oscillations of BV measures on unbounded nested fractals. *Journal of Fractal Geometry*, *9*(3), 373-396. https://doi.org/10.4171/JFG/122

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

Professor

Machine learning, statistical learning, statistical methods in molecular biology, stochastic processes.

Associate professor

Topological data analysis, large deviations theory, spatial random networks, stochastic geometry, spatial statistics

Associate professor

Nonparametric statistics, stochastic processes, statistical learning

Professor

Dirichlet forms, Differential geometry, Random matrices, Stochastic analysis

Associate professor

Applied probability, stochastic processes, extremes, distributional robustness, simulation, high-frequency statistics

Associate professor

Statistics, Statistical Learning / Machine Learning, Deep learning for medical images, Monte Carlo Simulation, Bioinformatics

Associate professor

Stochastic geometry, convex geometry, geometric tomography, spatial statistics

Tenure Track Assistant Professor

high-dimensional statistics, random matrix theory

Associate professor

Free probability theory, random matrices, Lévy processes, operator algebras.

Associate professor

Statistics – stochastic geometry, stereology, computational and nonparametric statistics, multiple testing

Postdoc

Probability theory, Stochastic processes, Malliavin calculus, convex hulls, rate of convergence.

Postdoc

Guest PhD

PhD Student

Stochastic analysis on Riemannian manifolds, Convexity on Riemannian manifolds

PhD Student

Emerita professor

Statistics – stochastic geometry, stereology, spatial statistics

Emeritus associate professor

Operations research, inventory control, Markov decision processes, simulation, cost accounting