Data science, probability, statistics

The pole Probability and Statistic has have been built over the period 2008-2015.

Its current members are P.-H. Cournède, D. Challet, G. Faÿ (on leave), E. Herbin, S. Lemler, V. Letort, I. Muni Toke.
Its main research themes are stochastic processes, point processes, limit theorems and statistics (non-parametric, of processes, in large dimensions), probabilistic modeling.

Among the pole members, P.-H. Cournède and V. Letort belong to the Digiplante team, D. Challet and I. Muni Toke, to the FiQuant team.


The research pole on the analysis of PDE counts F. Abergel, P. Lafitte, F. Magoulès and A. Rozanova-Pierrat as members. The research projects of the team span a large spectrum : modelling by PDEs, theoretical analysis of PDEs, design and analysis of original numerical schemes, high performance computing.

Below are its main themes :

  • Modeling in life sciences, in particular the treatment of tumor using UHF waves (A. Grisey, P. Lafitte, V.Letort), micro-wave imaging (A. Rozanova-Pierrat), pattern formation in fish schools, extinction probability of competing species (P. Lafitte).
  • Quantitative finance, in particular derivative hedging, model calibration (F. Abergel).
  • Theoretical analysis of PDE for viscous fluids (F. Abergel), asymptotics of diffusion equation (A. Rozanova-Pierrat).
  • Design and analysis of numerical schemes, in particular asymptotic preserving schemes for kinetic equations, for Sobolev-type equations (P. Lafitte).

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