Research Areas

The major research areas of our department can be divided into theoretical statistics and statistical methodology, applied statistics, and probability. Our faculty members are actively engaged in interdisciplinary research in such areas as mathematics, computer science, biostatistics, environmental sciences, and financial mathematics and statistics. These dynamic interactions with researchers in other disciplines are both personal, through joint projects supported by the NSF, NIH, and other government agencies, and through the activities of the Statistical Consulting Laboratory situated in the Department.

The new Center for Financial Mathematics and Statistics (CRFMS) was created to provide national and international leadership in quantitative finance from different perspectives through interdisciplinary and intercampus collaborations and by engaging the broad financial community. Its research activities are directed toward study of financial markets, asset prices, risk management, investment strategies, derivatives pricing and hedging, and portfolio optimization among other topics."

Research Areas of Special Emphasis

• Bayesian inference • Bayesian computational methods • Bayesian networks • Resampling techniques • Directional data analysis • Functional data analysis • Data mining • Computational statistics • Nonparametric inference • Asymptotic statistical methods • Linear models and generalized linear models • Smoothing spline methods • Microarray data analysis • Time series and spatial/temporal data models • Stochastic processes • Stochastic partial differential equations • Waves in random media • Financial mathematics • Statistical education

Our faculty's applied statistics research spans a wide range of fields including geophysics, environmental sciences, different biological and biomedical fields, population genetics, internet traffic models, and finance.

Recent Technical Reports

Our Faculty's Research Interests