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Wydział Matematyki, Informatyki i Mechaniki Uniwersytetu Warszawskiego

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Statistics and Applied Probability

Description

Probabilistic and statistical models in applied sciences. Scientific computing. Financial mathematics and engineering. Theory and applications of stochastic differential equations.

Seminars

Employees

  • Statistical methods and applications in biology and medicine, multiple hypothesis testing procedures, data engineering
  • Copula theory and its applications to mathematical finance and reliability
  • Markov Chains; Monte Carlo methods and algorithms in scientific computing, estimates of their precision, sequential methods, schemes of computation; applications to Bayesian statistics; probabilistic and statistical models in insurance