lu.se

Matematikcentrum

Lunds universitet

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Forskning

The departments research in probability and statistics aims at general ideas and methods applicable in a wide range of areas in science, industry and society.

Seen from the methodological side, we have research groups in probability, stochastic processes and applied probability, and in statistical theory and algorithms; see theory keywords . We are also deeply engaged in inter-disciplinary and applied research in life sciences and earth sciences, physics, finance and insurance, and engineering; see inter-disciplinary keywords .

Theory keywords:

  • Interacting stochastic systems and dynamical random graphs
  • Monte Carlo-based statistical methods, approximative MLE
  • Non-parametric statistics and order-restricted inference
  • Partially observed dynamic systems, hidden and latent modelling
  • Spatial statistics and statistical imaging
  • Statistical extreme value theory
  • Statistical software
  • Stochastic differential equations, estimation and simulation
  • Time series analysis and statistical signal processing, time-frequency analysis

Inter-disciplinary keywords:

  • Biostatistics and bioinformatics, neuroscience, medical imaging
  • Environmetrics
  • Financial statistics, option pricing
  • Human behaviour - mechanisms and sociology
  • Metocean statistics and ocean engineering, software development
  • Risk analysis
  • Stochastic fatigue and load analysis

Forskningsgrupper

Ickeparametrisk inferens

Matematisk finans

Spatio-temporala stokastiska modeller

Statistisk signalbehandling

Stokastiska metoder i medicin