The research topics of the Probability and Statistics team cover a broad spectrum of mathematics of randomness, from particle systems to applied statistics. There are two main areas and several specialties:
- Probabilities (stochastic analysis, random geometry, particle systems, random matrices, stochastic processes, limit theorems, stochastic PDE and statistical physics)
- Statistics (model selection, time series, spatial statistics, process statistics, statistical learning for complex data, supervised learning, unsupervised classification)
- Nicolas Wicker
Bât M2 et M3, avenue Carl Gauss
Campus Cité Scientifique, Université de Lille
59655 VILLENEUVE D’ASCQ
Effectif total : 62
Personnel de recherche : 42
Personnel d'appui à la recherche : 1
• Random matrices in probability
• Probabilistic modeling
• Statistical modeling
• Supervised learning
• Unsupervised classification
Example(s) of projects
• ChickenPods 🡭
• Arcelor Mittal – Auchan 🡭
Example(s) of publications
• Consistency of likelihood estimation for Gibbs point processes (D. Dereudre et F. Lavancier, Ann. Statist., 45(2), 2017).
• Free transport-entropy inequalities for non-convex potentials and application to concentration for random matrices. (M. Maïda et É. Maurel-Segala, Probab. Theory Related Fields, 159(1-2), 2014).
• The determinant of the iterated Malliavin matrix and the density of a pair of multiple integrals (D. Nualart et C. A. Tudor, Ann. Probab., 45(1), 2017).
• Persistence of integrated stable processes (C. Profeta et T. Simon, Probab. Theory Related Fields, 162(3-4), 2015).
See the full list of publications here.
- Trade / Retail
- Health / wellness
- Transportation / Logistics
- Science / Research
- Bank / Insurance / Finance
• Predictive models for large and biased data
• Supervised and unsupervised classification in the presence of descriptors evolving over time
• Treatment of missing data
• Spatial statistics
• Artificial intelligence for video games
Affiliated institutions / organisations
Unit(s) of attachment
Regional strategic areas of activity
- Digital World and Robotics