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Time Series |
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applications to finance, applications to neuroscience, copulas, data science, Environmental Statistics, extreme-value theory, geostatistics, machine learning, spatio-temporal statistics, Statistics of extremes |
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bayesian inference, Computational finance, computational statistics, data assimilation, hierarchical and sparse approximation, numerical analysis, optimal control, optimal experimental design, stochastic differential equations, stochastic optimization, uncertainty quantification |
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bayesian inference, extreme-value theory, spatial statistics, spatio-temporal statistics |
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clustering algorithms, Spatial data fusion, spatio-temporal data analysis |
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Statistics of extremes |