Research

Research areas

Some of the research lines of the members of the group are listed below.

  • Big data

  • Biostatistics

  • Estimation of sets and statistics on manifolds

  • Functional data statistics

  • Genomic modeling

  • Kac-Rice formulas

  • Hermite - Wiener expansions

  • Level sets of random fields

  • Machine learning

  • Mathematical modeling in music

  • Modeling in telecommunications

  • Nonparametric statistics

  • Optimal stopping problems

  • Probability on networks and their applications

  • Particle systems

  • Random polynomials and random polynomial systems

  • Random waves

  • Robust estimation

  • Statistics of stochastic processes

  • Statistics applied to sports

  • Stochastic financial math

  • Supervised, unsupervised, and semi-supervised learning

Publications and pre-prints

2020

  • Surface and length estimation based on Crofton's formula. C. Aaron, A. Cholaquidis, R. Fraiman. Arxiv

  • On the finiteness of the moments of the measure of level sets of random fields. D. Armentano, J-M. Azaïs, F. Dalmao, J. R. Léon, E. Mordecki. Arxiv

  • Studying the winding number of a Gaussian process: the real method. J-M. Azaïs, F. Dalmao, J. R. León. Arxiv

  • Large Deviation Principle for the Greedy Exploration Algorithm over Erdos-Rényi Graphs. P. Bermolen, V. Goicoechea, M. Jonckheere, E. Mordecki. Arxiv

  • Sequential Algorithms and Independent Sets Discovering on Large Sparse Random Graphs. P. Bermolen, M. Jonckheere, F. Larroca, M. Saenz. Arxiv

  • Large-Scale 802.11 Wireless Networks Data Analysis based on Graph Clustering. G. Capdehourat, P. Bermolen, M. Fiori, N. Frevenza, F. Larroca, G. Morales, C. Rattaro, G. Zunino.

  • Level set and density estimation on manifolds. A. Cholaquidis, R. Fraiman, L. Moreno. Arxiv

  • Set Estimation Under Biconvexity Restrictions. A. Cholaquidis, A. Cuevas. Arxiv

  • On 3-dimensional Berry's model. F. Dalmao, A. Estrade, J. R. León. Arxiv

  • Convex envelopes on Trees. L. M. Del Pezzo, N. Frevenza, J. D. Rossi, to appear in Journal of Convex Analysis, link.

  • Dirichlet-to-Neumann maps on Trees L. M. Del Pezzo, N. Frevenza, J. D. Rossi, Potential Analysis 53, (2020), link.

  • Quasiconvex functions on regular trees. L. M. Del Pezzo, N. Frevenza, J. D. Rossi. Arxiv

  • Sensitivity analysis in general metric spaces. F. Gamboa, T. Klein, A. Lagnoux, L. Moreno. Arxiv

  • Retrieving the structure of probabilistic sequences of auditory stimuli from EEG data. N. Hernández, R. Machado de Azevedo Neto, A. Duarte, G. Ost, R. Fraiman, A. Galves, C. D. Vargas. Arxiv

  • Parameter Estimation for Discretely Observed Fractional Iterated Ornstein--Uhlenbeck Processes. J. Kalemkerian. Arxiv

  • Zero Black-Derman-Toy interest rate model. G. Krzyżanowski, E. Mordecki, A. Sosa. Arxiv

  • Performance analysis of Zero Black-Derman-Toy interest rate model in catastrophic events: COVID-19 case study. G. Krzyżanowski, A. Sosa. Arxiv

  • Two-sided optimal stopping for Lévy processes. E. Mordecki, F. Oliú Eguren. Arxiv

  • QoS Provision in a Dynamic Channel Allocation Based on Admission Control Decisions. C. Rattaro, L. Aspirot, E. Mordecki, P. Belzarena, ACM Trans. Model. Perform. Eval. Comput. Syst. 5, (2020), link.

The cover image belongs to the article Set estimation from reflected Brownian motion (Cholaquidis, Fraiman, Lugosi, Pateiro-López). These are data from the “Dunn Ranch Bison Tracking Project” that follow bison's trajectory in the Dunn Ranch Prairie, located in northwestern Missouri (USA).