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.

Ivan Damgaard

Monday 11 November 2024
14:15–15:00
iNANO Auditorium (1593-012)

Seminar
(Quantum Campus Aarhus)

Eszter Lakatos
(Chalmers University of Technology)

Thursday 21 November 2024
13:15–13:45
TBA

Stochastics Seminar
(Stochastics Group)

Jes Frellsen
(Technical University of Denmark)

Thursday 21 November 2024
13:45–14:15
TBA

Stochastics Seminar
(Stochastics Group)

Student Seminar
(WoMAn)

Christophe Biscio
(Aalborg University)

Stochastics Seminar
(Stochastics Group)

Pedersen, J., Labouriau, R. & Feilberg, A. (2024). Effect of slurry separation and air-plasma treatment on NH_{3} and VOC emissions from field applied biogas digestate and pig slurry to grassland. *Biosystems Engineering*, *247*, 257-266. https://doi.org/10.1016/j.biosystemseng.2024.09.014

Asmussen, S. (2024). Erlangization/Canadization of Phase-Type Jump Diffusions, with Applications to Barrier Options. *Journal of the Indian Society for Probability and Statistics*, *25*(2), 575-596. https://doi.org/10.1007/s41096-024-00209-5

Roohi, M., Mirzajani, S., Haghighi, A. R. & Basse-O’Connor, A. (2024). Robust Design of Two-Level Non-Integer SMC Based on Deep Soft Actor-Critic for Synchronization of Chaotic Fractional Order Memristive Neural Networks. *Fractal and Fractional*, *8*(9), Article 548. https://doi.org/10.3390/fractalfract8090548

Tiepner, A. & Trottner, L. (2024). *Multivariate change estimation for a stochastic heat equation from local measurements*.

Dörnemann, N. & Paul, D. (2024). *Detecting Spectral Breaks in Spiked Covariance Models*.

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 (on leave)

Nonparametric statistics, stochastic processes, statistical learning

Professor

Dirichlet forms, Differential geometry, Random matrices, Stochastic analysis

Associate professor (on leave)

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, head of the Applied Statistics Laboratory (aStatLab)

Applied statistics

Associate professor

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

Tenure Track

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