Our research group develops modern and efficient multivariate statistical methods tailored for different types of multivariate data, such as time series, spatial data, spatio-temporal data, or ...

The goal of this talk is to familiarize those in attendance with some common multivariate methods, such as principal component analysis, factor analysis, Hotelling’s T 2, etc. We’ll try to motivate ...

This course is available on the MPhil/PhD in Statistics, MSc in Data Science, MSc in Health Data Science, MSc in Marketing, MSc in Statistics, MSc in Statistics (Financial Statistics), MSc in ...

MANOVA is a statistical test that extends the scope of the more commonly used ANOVA, that allows differences between three or more independent groups of explanatory (independent or predictor) ...

This course is a self-contained introduction to probabilistic and statistical methods used in risk management. A number of important questions and methods will be examined, including: How is the risk ...

Benchmarking is a specific type of reconciliation problem in macro-integration. It consists of reconciling systems of accounts based on different periods (e.g. quarterly versus annual accounts). This ...

What are your research topics? I develop statistical methods that help people make sense of complex and high-dimensional data — for example, information collected from many sensors, locations, or ...