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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
Associate 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
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
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

PhD Student
Statistics for Stochastic Processes, SPDEs, Nonparametric Statistics
PhD Student
Stochastic Geometry
PhD student
Probability theory
Jeanett Snitgaard Pelck
PhD student
Applied statistics
PhD Student
Machine Learning, Knowledge Distillation
Postdoc
PhD Student
Statistics for stochastic processes
PhD Student
Machine Learning in Cancergenomics
Postdoc
Nonparametric Statistics, Statistical Learning, Differential Privacy
Tobias Toft Overgaard
PhD Student
Probability theory, graph theory, combinatorics
Postdoc
Interacting particle systems, stochastic flows, random point processes, Lévy processes

Emeritus and Alumni

Eva B. Vedel Jensen
Emerita professor
Statistics – stochastic geometry, stereology, spatial statistics
Mark Podolskij
Honorary professor
Probability theory, statistics
Ole E. Barndorff-Nielsen
Emeritus professor
Probability theory, theoretical 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