In probability theory, we work in several different areas, like random walks, queueing systems, networks, and stochastic processes. Another main focus is forensic probability and statistics. The evaluation of the evidential value of, say, (partial) DNA matches is not straightforward, with many practical, philosophical, and theoretical questions. Our activities range from (very) theoretical to genuinely applied, where we cooperate with many other disciplines, including physics, biology, law, and philosophy, including the philosophy of probability and statistics themselves.
In mathematical statistics the focus is on deriving theoretical guarantees for statistical procedures and developing efficient computational methods. Specific topics studied within the group include statistical inference for stochastic processes, nonparametric Bayesian inference, high-dimensional inference, quantile regression, hypothesis testing and Bayesian computation. In applied statistics the focus is on development, assessment and application of statistical models and methods for complex data structure. The main, sometimes overlapping, themes are modelling and inference for biological networks, high-dimensional molecular data, and neuroscience. Important aspects of this research are dependency, heterogeneity, integration of different data types and big data.