Welcome to the Statistics and Probability Theory group at the University of Copenhagen!
The research in the group covers topics ranging from probability theory and mathematical statistics to applied statistics. Main themes include Markov processes, biostatistics, functional data analysis, inference for statistical models based on stochastic processes, general principles for statistical inference, asymptotic statistical theory, and applications of statistical methodology and stochastic processes in bioinformatics, neuroscience, physiology, and earth science. In particular, the group works with statistical inference from discrete time sampling of continuous time processes, such as models given by stochastic differential equations and jump processes, or from first-passage-time data from these models. Also statistical learning and inference for point processes are studied, as well as Monte Carlo simulation, hidden Markov models, excursion theory for stochastic processes and extreme value theory and large deviations. Especially gene expression data and stochastic neuronal models are studied.
The research group is part of Copenhagen Statistics Network.
Current and prospective students familar with the Danish language are encouraged to visit our Danish website om uddannelsen i statistik
Otherwise please visit our English website The study programme in Statistics
Seminar i anvendt matematik og statistik
When uniform weak convergence fails: empirical processes for dependent functions and residuals via epi- and hypographs
Tuesday April 22, 2014, 15:15-16:15. Place: Aud. 10