Forskning i matematisk statistik

Bland personalen på avdelningen för matematisk statistik finns flera aktiva forskare. Nedan ges en kort beskrivning av varje persons verksamhetsområde.

Torkel Erhardsson, Tekn. dr., docent, universitetslektor:
Construction of explicit error bounds in distributional approximations, in particular approximations with Poisson and compound Poisson distributions, using Stein's method and couplings. Applications of such bounds to the distribution of the number of entries of a stochastic process into a rare subset of the state space, in particular to stationary Markov, semi-Markov, or regenerative processes. Adaptation of Stein's method to new classes of distributions. The theory and applications of Bayesian inference, in particular nonparametric Bayesian inference for measures.

John Noble, Ph. D., universitetslektor:
Foundations of mathematical analysis, stochastic analysis and stochastic partial differential equations, with applications to statistical mechanics and population modelling. Classical Dynamics. Bayesian Networks. Queueing.

Martin Ohlsson, Tekn. lic., doktorand:
My research interest is multivariate statistics. Especially, multivariate normal distribution with a structured covariance matrix, for example matrix normal distribution with a banded or a Kronecker structured covariance matrix. The Kronecker structured model can be used in the purpose to model dependent observations. One aim of this research is to test the canonical correlation coefficients when the observations are dependent. Hence, test independence between two sets of random variables when the observations are dependent. The research is a cooperation with Medical Informatics at IMT, LiU. The purpose of the cooperation is to use this test for detecting activity in functional Magnetic Resonance Imaging (fMRI) data, which is dependent.