Department of Mathematics and Systems Analysis

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Stochastics and statistics

We develop and apply methods in probability theory, mathematical statistics, and algebra related to applications in information networks, data science, and natural sciences. The main research themes are random graph dynamics, asymptotic statistics, and mathematical physics.

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Events

• European Meeting of Statisticians 2017
• Aalto Stochastics and Statistics Seminar
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Professors

	Kalle Kytölä Mathematical physics, probability, algebra
	Lasse Leskelä Random graphs, stochastic processes, network statistics
	Pauliina Ilmonen Multivariate extreme values, invariant coordinate selection, cancer epidemiology

Postdoctoral researchers

	David Radnell
	Christian Webb

Doctoral students

	Armando Gutiérrez
	Matias Heikkilä
	Joona Karjalainen
	Alex Karrila
	Niko Lietzén
	Hoa Ngo
	Marko Voutilainen

Research assistants

Sami Helander

Affiliated docents: Kari Eloranta, Teemu Pennanen, Karl Sigman

Affiliated doctoral students: Mikko Kuronen, Matias Leppisaari, Mika Sirviö, Tarja Sirén

Projects and networks

• Random geometry in number theory, combinatorics, and random matrix theory, 2017–2020
• Algebraic structures and random geometry of stochastic lattice models, 2015–2019
• COSTNET — European Cooperation for Statistics of Network Data Science, 2016–2019
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Selected publications

• G Lambert, M Ledoux, C Webb. Quantitative normal approximation of linear statistics of beta-ensembles. To appear in Annals of Probability.
• K Kytölä, E Peltola: Pure partition functions of multiple SLEs Communications in Mathematical Physics 2016.
• P Aalto, L Leskelä. Information spreading in a large population of active transmitters and passive receivers. SIAM Journal on Applied Mathematics 2015.
• E Azmoodeh, L Viitasaari. Rate of convergence for discretization of integrals with respect to fractional Brownian motion. Journal of Theoretical Probability 2015.
• P Ilmonen, D Paindaveine. Semiparametrically efficient inference based on signed ranks in symmetric independent component models. Annals of Statistics 2011.

Teaching

We teach courses in probability and statistics at all levels. Many of the offered MSc courses are eligible as a basis for an SHV degree in insurance mathematics. PhD education in stochastics and statistics is coordinated by the Finnish Doctoral Education Network in Stochastics and Statistics (FDNSS).

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Alumni

• Esko Valkeila (Professor 2004–2012)
• Milla Kibble (Lecturer 2010–2014)
• Lauri Viitasaari (Postdoc 2015–2017, PhD 2014)
• Steven Flores (Postdoc 2016-2017)
• Giancarlo Pastor (Postdoc 2016-2017)
• Heikki Seppälä (Postdoc 2015-2016)
• Helena Aro (PhD 2013, Postdoc 2013–2014)
• Ehsan Azmoodeh (PhD 2010 & Postdoc 2010–2012)
• Amitava Mukherjee (Postdoc 2010–2011)
• Zhe Chen (PhD 2016)
• Ari-Pekka Perkkiö (PhD 2013)
• Heikki Tikanmäki (PhD 2012)
• Ilkka Mellin (University teacher emeritus)
• Matti Kiiski (Research assistant)