Mathematical statistics is the theory of probability and statistics. It is the theoretical foundation of many probabilistic models, computational techniques and algorithms and their application to empirical statistical problems, data analysis, as well as to a broad range of topics in applied science and society.
Our research areas
- Dependence Modeling
- (Mathematical) Epidemic Models
- Extreme Value Theory and Large Deviations
- Financial Mathematics
- Insurance Mathematics and Risk Management
- Medical Statistics
- Poisson Approximation
- Statistical learning theory and bioinformatics
- Stochastic Processes and Point Processes
- Stochastic Optimal Control and Optimal Stopping
The research in mathematical statistics is on probability theory, statistical models and computational tools for analysing and understanding data to discover useful information, suggest conclusions, and support various forms of decision-making. Examples of applied domains are finance, insurance, medicine, biology, computer science, and engineering.