Andrej Srakar

Dobrodošli na predstavitveni strani Andreja Srakarja.

Welcome to the webpage of Andrej Srakar.

In his Fields Medal video, Hugo Duminil-Copin described profession of a probabilist. This is who I am (or want to be).

I work as econometrician/Scientific Associate at Institute for Economic Research in Ljubljana and Assistant Professor at the School of Economics and Business, University of Ljubljana. Finishing second PhD in mathematical statistics at the Faculty of Mathematics and Physics, University of Ljubljana. Fulbright scholar in economics, Indiana University Bloomington, United States (2011/12).

I am Coordinator and Co-Editor of the YoungStatS project in the framework of Young Statisticians Europe (YSE) as part of the FENStatS association. Project is formally supported by the Bernoulli Society for Mathematical Statistics and Probability and the Institute of Mathematical Statistics (IMS). YoungStatS project is aimed to presenting and promoting recent leading literature in statistics and mathematics, organization of One World YoungStatS webinar series for younger scholars in these areas, and enhancing cooperations of younger scholars. Jointly with One World Probability seminar, One World YoungStatS it is the only online seminar series supported by both Bernoulli Society and the IMS.

Bulk of my research interests lies on the intersection of probability theory, random geometry and mathematical analysis. In my research work I try and aim to combine and explore combinations of probability theory and different other areas of mathematics. My present main research interest tends to exploring how complex analysis in one or several variables can enrich probability theory and statistics (including data science and econometrics).

In terms of applications, I try to use probability theory and complex analysis in economic and econometric developments.

I am also member and contributor to home and abroad citizen science initiatives.  I try to communicate my findings and contribute to the scientific community at large. I think opening science and information/data is beneficial for scientists and general public.

Listen also to advices to young mathematicians by the 2024 Abel prize laureate Michel Talagrand.

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UPCOMING YOUNGSTATS WEBINARS AND PUBLISHED BLOGPOSTS:

• Third joint webinar of the New Researchers Group of the Institute of Mathematical Statistics (IMS), Young Data Science Researcher Seminar Zürich and the YoungStatS project was on Extrapolation to unseen domains: from theory to applications. For more details check this website.

• Blogpost by Žikica Lukić and Bojana Milošević on "Characterization-based approach for construction of goodness-of-fit test for Lévy distribution"

• Blogpost by Isa Marques, Thomas Kneib and Nadja Klein on "Non-stationary wrapped Gaussian spatial response model"

• Blogpost by Anna Calissano, Aasa Feragen and Simone Vantini on "Populations of Unlabeled Networks: Graph Space Geometry and Generalized Geodesic Principal Components"

• Blogpost by Mauro Bernardi, Antonio Canale and Marco Stefanucci on "Locally Sparse Functional Regression"

• Current YoungStatS short written contributions-interview with Professor Susan Athey and contribution by Darryl Holm have been published in the January/February and March 2024 IMS Bulletin editions. Shorter YoungStatS written contributions are published in each second edition of the Bulletin.

CALL FOR PAPERS:

• Call for discussion papers 2024 of the Royal Statistical Society will take place on the topic of Open source intelligence from a statistical perspective. RSS Discussion Meetings Committee, along with the RSS Sections on Emerging Applications and Computational Statistics and Machine Learning, are jointly inviting submissions of discussion papers until Tuesday, July 16.

• I co-edit special issue "Application of Fractals in Complex Networks of Technique and Medicine" for the journal Fractal and Fractional. Please submit your articles until May 25, 2023.

UPDATES:

• I will be member of the program committee for the 2024 IMS International Conference on Statistics and Data Science (ICSDS) in Nice, December 16-19, 2024. In the framework of the conference I will organize an invited session on Recent advances in probability theory and data science. Follow the conference website to learn more.

• I will co-organize two organized invited sessions on Recent advances in symbolic data analysis (jointly with Seyed Yaser Samadi) and on Recent advances in structural equation models for the 18th International Joint Conference on Computational and Financial Econometrics (CFE) and Computational and Methodological Statistics (CMStatistics), CFE-CMStatistics 2024 at King's College in London.

• I was Chair of the Local Organizing Committee (LOC) for the 23rd European Young Statisticians Meeting (EYSM) 2023 under the auspices of the Bernoulli Society. Recordings from the event are published online. Book of Abstracts and Proceedings books will be published soon.

• I will be member of the International Organizing Commitee (IOC) for the 24th European Young Statisticians Meeting (EYSM) 2025 in Turin, Italy.

• I will be member of scientific committee for the SHARE-Gateway 2024 User Conference in November in Berlin. Submissions for the conference are due on July 15, 2024.

• Recent contribution by YoungStatS project that I coordinate in the framework of Young Statisticians Europe (YSE), FENStatS, has been featured in the January/February 2024 edition of the Institute of Mathematical Statistics (IMS) Bulletin.

• I am Member of the committee and Meetings Secretary of the Emerging Applications Section of the Royal Statistical Society. Since 2023, I represent the section in the Discussion paper meetings committee of the RSS.

CONTRIBUTIONS:

• I will present my article "Approximate Bayesian algorithm for tensor robust PCA using relative entropy" as part of invited session for the 2024 IMS International Conference on Statistics and Data Science (ICSDS) in Nice, December 16-19, 2024. Follow the conference website to learn more.

• My contribution "Linear regression with Bouchaud's stochastic aging" will be presented at the 18th International CFE-CMStatistics Conference in London, and at the SHARE-Gateway 2024 User Conference in November in Berlin.

• My article "Contribution to the Discussion of ‘Root and community inference on the latent growth process of a network’ by Crane and Xu" has been published in the Journal of the Royal Statistical Society, Series B Statistical Methodology.

• My article discussion contribution to Defining a Credible Interval Is Not Always Possible with “Point-Null” Priors: A Lesser-Known Correlate of the Jeffreys-Lindley Paradox (with Discussion) has been published in the Bayesian Analysis journal.

• My article "Contribution to the Discussion of ‘Safe Testing’ by Grünwald, de Heide and Koolen" has been accepted for publication in the Journal of the Royal Statistical Society, Series B Statistical Methodology.

• My article "Spectral central limit theorem for large language models" will be presented in Bernoulli Society sessions of the 65th ISI World Statistics Congress 2025 in The Hague.

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More specifically, my current research interests lie in the following directions:

• Schramm-Loewner evolution

• free probability and random matrix theory

• interacting particle systems

• mathematical data science

• econometrics and statistics: high-dimensional econometrics and causal inference; Bayesian statistics and Bayesian probability; symbolic data analysis; functional data analysis

• applications to cultural economics; SHARE database; macroeconomics; and citizen science data.

My activities take part being among other member of European Mathematical Society, Institute of Mathematical Statistics, Bernoulli Society for Mathematical Statistics and Probability, Royal Statistical Society (I'm member of committee of the RSS Emerging Applications Section and the RSS Discussion Paper Meetings Committee), Econometric Society, European Economic Association, American Economic Association, International Association for Applied Econometrics, International Society for Bayesian Analysis, Society for Causal Inference, American Statistical Association, International Health Economics Association and Association for Cultural Economics International.

I'm currently coordinating two larger projects of online seminars and blogs:

YoungStatS - The blog and One World YoungStatS webinar of Young Statisticians Europe (YSE)

Cultural Economics Online Seminar (special sessions), Association for Cultural Economics International (as part of my tasks of the Communications Board of ACEI; in 2021 CEOS seminar was founded based on my initiative and proposal by the editors of EconomistsTalkArt.org blog)

Do get involved if interested and please write me an email on first.last(at)ier.si and/or first.last(at)ef.uni-lj.si.

Editor-in-chief of Review of Economics and Economic Methodology (REEM), indexed by EconLit. I am Editor of the Cultural Economics & the Creative Economy Book Series, published by Palgrave Macmillan. Book Series is at present the only book series in cultural economics on international level.

I am joint Coordinator of the Young Section of the Slovenian Statistical Society and active member of Young Statisticians Europe coordination.

I'm member of ERCIM Working Groups on Computational and Methodological Statistics (specialized team in Functional Data Analysis, http://www.cmstatistics.org/FDA.php) and Computational and Financial Econometrics.

As of May 2018, I have been continually listed among the top Slovenian economists by number of points, total research output and exceptional achievements in the main Slovenian research base SICRIS.

My contact details:

Andrej Srakar, PhD, PhDc
Scientific Associate, Institute for Economic Research, Ljubljana
Assistant Professor, School of Economics and Business, University of Ljubljana
Coordinator and Co-Editor, YoungStatS, Young Statisticians Europe (YSE), FENStatS
Committee Member, Emerging Applications Section and Discussion Paper Meetings, Royal Statistical Society
Expert Member, ERCIM WG, CMStatistics and CFENetwork
Chair, Local Organization Committee, 23rd European Young Statisticians Meeting (EYSM) under the auspices of the Bernoulli Society
Kardeljeva pl. 17, 1000 Ljubljana, Slovenia
T: +386 (0)1 5303 860
GSM: +386 (0)40 298 504
F: +386 (0)1 5303 874
Mailto: andrej.srakar(at)ier(.)si, andrej.srakar(at)ef(.)uni-lj(.)si
URL: http://www(.)ier(.)si, http://www(.)ef(.)uni-lj(.)si/en