• Digital World and Robotics

Probability and Statistics (PS)

Research team - UMR 8524


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
  • Antoine Ayache
    Team manager


Bât M2 et M3, avenue Carl Gauss
Campus Cité Scientifique, Université de Lille



Effectif total : 62

Personnel de recherche : 42

Personnel d'appui à la recherche : 1



• Statistics
• Random matrices in probability
• Probabilistic modeling
• Statistical modeling
• Supervised learning
• Unsupervised classification

Example(s) of projects

• Classification of functional data - Application to malfunction detection 🡭
• ChickenPods 🡭
• Arcelor Mittal – Auchan 🡭

Example(s) of publications

• Optimal cross-validation in density estimation with the L2-loss (A. Celisse, Ann. Statist., 42(5), 2014).
• 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.

Collaborations/Partners/Scientific clients

Fields Institute (Canada), KU Leuven (Belgium), Catholic University of Louvain (Belgium)

Services offers

Applications sectors

  • Biotechnology
  • Health / wellness
  • Transportation / Logistics
  • Trade / Retail
  • Science / Research
  • Bank / Insurance / Finance

Services provided

• Development of statistical models for data analysis and forecasting
• 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

Consulting services

We provide consulting services related to all our areas of expertise.


We do not offer access to any equipment.


Affiliated institutions / organisations

Partner institution(s)

Unit(s) of attachment



Doctoral schools

Regional strategic areas of activity

  • Digital World and Robotics