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Mathematical Statistics (Department of Mathematics)
Head of unit:
Dr Mikael Andersson
Phone:
+468162000
Fax:
+4686126717
Website:
http://www.math.su.se/matstat
Address:
Roslagsvägen 101, Kräftriket, hus 6
Sweden
Projects (1)
Contracts (12)
Researchers (22)
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Bayesian analysis of dynamic factor models
Period:
1/1/10
-
12/31/12
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Bayesian analysis of dynamic factor models
Period:
1/1/10
When forecasting macroeconomic variables, such as GDP-growth and inflation, a huge number of potentially informative time-series of varying quality are often available. Ignoring part of this information will necessarily lead to sub-optimal forecasts. On the other hand, utilizing all series in a ...
Efficient calculation of Greeks in stochastic volatility models
Period:
1/1/12
-
12/31/15
Göran Gustafsson Prize in Mathematics 2009
Period:
1/1/10
-
12/31/12
Random networks with applications
Period:
1/1/10
-
12/31/12
The present research proposal concerns random network models, both static and time dynamic, in communities (of nodes/individuals) having certain predefined local structures (e.g. degree distribution, clustering or degree correlation) but potentially also known heterogeneities such as different ...
Random networks, epidemics and phylogenetics
Period:
1/1/07
-
12/31/09
The project covers to areas of applied probability and associated statistical inference: 1. Mathematical modelling of infectious disease spread. One aim is to derive asymptotic results concerning the risk for eventual outbreaks and its size, for more realistically structured communities using ...
Spatial random graphs
Period:
1/1/11
-
12/31/13
The purpose of the project is to develop and analyze models for random networks with spatial structure. Empirical studies on real networks such as social relations, communication nets and the World Wide Web have revealed that many of them share similar properties. This has incited a large amount of ...
Statistical modelling and probability theory with genetic applications
Period:
1/1/06
-
12/31/08
The purpose of the project is to develop new statistical and probabilistic methods, with applications to genetics. This includes 1. Methods for localizing susceptibility genes of inheritable diseases. 2. Inference and probability theory for population genetics. 3. Sampling theory. Part of the ...
Stochastic models for social networks
Period:
1/1/09
-
12/31/12
A human population communicates through social networks, and such networks appear in a number of different applications of interest: sexual contact networks, criminal networks, web-networks, and more.Recently the interest in social networks has increased, mainly for two reasons: data from empirical ...
Stochastic models for the spread of epidemics on spatial and dynamic networks
Period:
1/1/11
-
12/31/14
Stochastic spatial structures and random graphs
Period:
1/1/06
-
12/31/09
The project has two main themes: (i) Stochastic models for dynamics in spatial patterns. (ii) Random graphs with applications in complex network modelling. As for the first theme, examples of structures that will be studied are the abelian sandpile model for self-organized criticality and certain ...
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Andersson, Tom, PhD student
Andersson, Patrik, PhD student
Björkström, Anders
Brattström, Gudrun, Dr
Britton, Tom, Prof
Deijfen, Maria, Dr
Höhna, Sebastian, PhD student
Hössjer, Ola, Prof
Klintberg, Louise af, Ms
Lindenstrand, David, PhD student
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