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Probability and Statistics

 
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Major Research Projects

Prof. Robert Adler:

  • Random fields.
    Study of the geometrical structure of random processes on manifolds and other general state spaces . These have applications to the analysis of fMRI and EEG brain images as well as a number of other areas.
  • Diffusion of shape
    Global spatial geometry of temporally developing random systems, including random flows and the solutions of stochastic partial differential equation.

    Prof. Ayala Cohen:

  • Statistical Methods for the Analysis of Hierarchical Data
    Applications of modern statistical methods and development of new methods, particularly multivariate analysis and graphical methods.
  • The Analysis of Longitudinal Count Data
  • Statistical applications in bio-medicine, survival analysis and behavioral sciences.

    Prof. Paul Feigin:

  • Methodology and Implementation of Data Mining Techniques
    Scope for both theoretical work on evaluating, criticizing and approving currently used or available methodologies, as well as applied work on a particular project, or possibly, designing new "front ends" or modules for available software.
  • Statistical Genetics
    Statistical inference from genomic studies such as association studies, including issues of sub-population structure and multiple comparisons. Statistics in pharmacogenomics.
  • Topics in Biostatistics (especially related to clinical trials)

    Prof. Dima Ioffe:

  • Random fields and interacting particle systems.
    Gibbs fields, large scale behaviour and scaling limits for the random fields with microscopic interactions and associated interacting particle systems in the context of limiting laws of the probability theory and stochastic processes.
  • Statistical mechanics and probabilistic problems of phase segregation.
    Phase transitions, emergence of deterministic patterns from large random systems, equilibrium crystal shapes and related phenomenon of metastability for stochastic dynamics
  • Percolation, random walks in random environments, homogenization theory.

  • Prof. Haya Kaspi:

  • Properties of local times of Martingales and Markov processes.
    Ray Knight theorems for symmetric Markov processes, necessary and sufficient conditions for the Markov property(in the state variable) of the local time process for Markov processes on the real line and on graphs, the p-variation of the local time of symmetric two dimensional stable processes on lines)
  • Variably skew Brownian motions and the noise associated with coalescing skew Brownian motions.
  • Multi armed bandits
    Multi armed bandits are mathematical animation of models that support dynamic allocation of scarce resources in the face of uncertainty and the goal is to find optimal allocation startrgies that maxumize the expected discounted reward over an infinite horizon.


    Prof. Avishai Mandelbaum:

  • Service engineering: Measurements, modeling, design, analysis,inference.
  • Fluid and diffusion approximations of stochastic networks
  • Dynamic allocation of resources in the face of uncertainty: Multi-armed bandits
  • Tele-Services. call/contact centers; interfaces among Operations Research, Marketing, Psychology, and Industrial Engineering
  • Data analysis of call centers: performance, customers' patience, queuing science(Laws of Congestion)

    Prof. Leonid Mytnik:

  • Stochastic partial differential equations;
  • Limiting behavior of branching particle systems.

    Prof. Ishay Weissman:

  • Topics in extreme value theory :
    • Probabilistic Modeling
    • Statistical Inference
    • Extremal Index of Stationary Sequences
    • Multivariate Extremes.
  •  

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