Mathematical Statistics

The group conducts research developing stochastic models and statistical methods. The topics of interest are
• Bayesian statistics.
• Spatial and spatio-temporal statistics, stochastic geometry and imaging, with applications towards demography, forestry, offshore operations and wave modelling.
• Theory for extremes in random processes and fields, and statistical analysis of extreme values.
• Reliability improvement: in particular development of load models and fatigue accumulation for trucks.
• Financial risk management: research on optimization of financial portfolios, measurement of catastrophic risks and handling of credit risks.
• Statistical estimation and algorithms for non-stationary and non-Gaussian processes.
• Computer intensive statistical methods and Big data statistics.
• Environmental statistics.
• Forensic statistics.