Andrej Srakar

Probability theorist, econometrician, cultural economist
Jožef Stefan Institute, AI
YoungStatS and YSE

Image source: SPA 2025 conference Wrocław

Proceedings and Book of Abstracts monographs of the 23rd European Young Statisticians Meeting (EYSM 2023) have been published.

Organizers thank to all for your support in the organization of the event.

Dobrodošli na predstavitveni strani Andreja Srakarja.

Welcome to the webpage of Andrej Srakar.

I work as a mathematician and artificial intelligence researcher at the Jožef Stefan Institute and econometrician and Assistant Professor at the School of Economics and Business, University of Ljubljana. Working on and finalizing my 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.

I also coordinate present activities of the Young Statisticians Europe initiative itself.

My main research interest is in probability theory. Probability is still a developing area in theoretical mathematics with a lot of unexplored possibilities. In my research I try to explore combinations of probability with a diversity of other mathematical areas, ranging from pure number theory and algebra, to representation theory and dynamical systems. As example, free probability is on the bound of probability and operator theory. SLE combines probability with complex analysis and geometry. Other interesting combinations and many research questions abound. As I started and continue my research in a special economic field called cultural economics, I combine these two directions in my research.

I combine probability research also with research in mathematical statistics, machine learning and econometrics. More specifically, I research Bayesian asymptotics for different Bayesian approaches - aspects of Bayesian asymptotics are largely underresearched in many areas of Bayesian methods. I also research in symbolic data analysis, interesting area which studies methods for aggregated data referring to the statistical concept of symbol. As economist by my first PhD, I develop and research methods in econometrics. Namely, causality in economics is a foremost topic of study, but causal situations in economics are complex and not easy to adequately grasp. I study and develop approaches to treatment effects under network interference, an area still underresearched in causal inference, and able to provide methods to adequately address dependencies and interconnections of economic subjects. This leads also to my research in high-dimensional econometrics, in particular spatial, network and text econometrics. Also, I'm interested in how to account for nonnormal stochastic error in many empirical economic situations. To this end, I develop and study semi and nonparametric approaches based on data depth. Dynamic effects of economic interventions are another important area for econometricians - I develop and study spectral estimators for time series and panel data. Finally, question on efficient estimation in econometrics is now open with presence of Bayesian and machine learning possibilities, due to rise in computational capacities. I study and develop appropriate Bayesian and machine learning econometric approaches (as compared to the present frequentists ones) for various economic situations in micro and macroeconomics.

I was recipient of the prize for best presentation for my article "Level densities for general β-ensembles: An operator-valued free probability perspective" at the New Researchers Workshop of the 10th Bernoulli-IMS World Congress in Probability and Statistics in Seoul, Korea in 2021.

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.

Being an active fellow of the Royal Statistical Society for many years now, I am highly active within RSS as well, in particular as committee member of the RSS Emerging Applications section as well as one of the organizers of the legendary RSS Discussion Paper Meetings.

I try to be as active as possible in research that I perform. You will find me as an always active participant at the webinars of One World Probability, POPS, Percolation Today, Gary Chamberlain online seminar in econometrics, Online Causal Inference Seminar, Virtual Time Series Seminar, and different online seminars of the ISBA association. I have helped to initiate webinar series of One World YoungStatS, Cultural Economics Online Seminar Series and The SHARE International Seminar Series (SISS), naturally you will find me there, organizing and discussing as well.

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

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My current research interests lie in six broad directions:

Schramm-Loewner evolution outside of planar domain and connections of complex analysis and probability theory: extensions of SLE and related objects in d>=3; conformal topologies and scaling limits; mating of trees and related techniques in d>=3; scaling limits and SLE with several complex variables; probability on complex manifolds (e.g. Stein, Oka); interacting particle systems and complex analysis in d=2 and d>2;
free probability tools to study general beta random matrix ensembles: spectral and level densities for general beta ensembles; RMT and free probability; properties of Jacobi ensembles; point and set-valued processes for random matrix objects; probability measures for the study of random tensors; random matrix theory and percolation (FPP, LPP); epsilon-independence; Boolean freeness; cyclical and conditional cyclical freeness; free central limit theorems and asymptotics for non-commutative probability; concentration inequalities and free probability; traffic probability;
random algebraic geometry: zero sets of random polynomials;
probability for artificial intelligence and computer science: central limit theorems for neural networks and deep and generative learning; Bernstein-von Mises asymptotics for Bayesian machine learning problems; probability for model-free, error-driven and federated learning;
econometric theory and mathematical statistics: causality in econometrics; development and study of appropriate Bayesian approaches for econometric models; modelling of measurement error in econometrics; development and study of novel machine learning econometric models and approaches for cultural economics, economics of ageing and macroeconomics;
Bayesian causal inference, causal inference for non-Euclidean and high-dimensional data, and causal inference for 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 an active member of Text, functional and other high-dimensional data in econometrics: New models, methods, applications (HiTEc - CA21163) COST action. This Action integrates cutting-edge analytic developments involving innovative sources of information, such as text, functions, perceptions or imprecise data, in econometrics. Within this action I perform active research on the bound of probability theory and high-dimensional econometrics and mathematical statistics.

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.

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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:

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:

My contribution "The cdf of BCF: Posterior contraction rate and Bernstein-von Mises theorem for Bayesian causal forests" has been accepted as contributed talk for next year's World Meeting of the International Society for Bayesian Analysis (ISBA), in Nagoya, Japan. Only 40 (~6%) from over 650 submissions have been accepted.
I am recipient of a small European Research Council (ERC Perspectives) grant on the topic "Advancing economic impact in times of the artificial intelligence". The grant period is 2025-2027. Topic of the grant explores high-dimensional (d>2) limiting probabilistic processes and objects in a spatiotemporal stochastic context which arises when studying causal economic impact of any tourism event, and allows for my resubmission to ERC Consolidators Grant in 2026/2027.
I am member of the program committee for the 2025 IMS International Conference on Statistics and Data Science (ICSDS 2025) in Sevilla. In the framework of the conference, I will organize an invited session on Dimensionality topics in machine learning and probability with four presentations by Hwanwoo Kim, myself, Marcelo Fiori and Syoiti Ninomiya.
Journal of the Royal Statistical Society, Series A (Statistics in Society) has published a Special issue on the Analysis of Citizen Science Data, containing contributions as outcomes of the 2023 RSS Call for Discussion Papers. I initiated and helped to coordinate the call. Special issue includes also my invited discussion contribution, read at the multi-paper discussion meeting at the 2024 RSS Conference in Brighton.
Call for Discussion Papers 2025 of the Royal Statistical Society is on the topic Innovative usages of natural experiments and causal inference in statistics and data science. Articles, selected at the call will be published in a special issue of the Journal of the Royal Statistical Society, Series A, and considered for the multi-paper discussion meeting next year at the 2026 RSS Conference in Bournemouth, United Kingdom.
For this year's 19th International Joint Conference on Computational and Financial Econometrics (CFE) and Computational and Methodological Statistics (CMStatistics), CFE-CMStatistics 2025, hosted by Birkbeck, University of London, 13-15 December 2025, I will organize an organized invited session Advances in matrix time series in econometrics, and present my own contribution.
My article "Instrumental variable estimation in compositional regression" will be presented in session on mathematical statistics at the 21st International Conference Applied Statistics 2025 in Koper, Capodistria, 21-23 September 2025.
My article "Approximate Bayesian algorithm for tensor-robust PCA using relative entropy" will be presented in the AI & Physics track of the International Conference AI for SCIENCE 2025 in Ljubljana, Slovenia.
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 are published online.
Recent contribution by YoungStatS project that I coordinate in the framework of Young Statisticians Europe (YSE), FENStatS, has been featured in the January/February 2025 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:

My article "Short survey of results and open problems for parking problems on random trees" has been published on arXiv, section Probability.
Journal of the Royal Statistical Society, Series A (Statistics in Society) has published a Special issue on the Analysis of Citizen Science Data, containing contributions as outcomes of the 2023 RSS Call for Discussion Papers. I initiated and helped to coordinate the call. Special issue includes also my invited discussion contribution, read at the multi-paper discussion meeting at the 2024 RSS Conference in Brighton.
My article "Contribution to the Discussion of ‘Andrej Srakar’s contribution to the Discussion of 'Some statistical aspects of the Covid-19 response' by Wood et al" has been published in the Journal of the Royal Statistical Society, Series A Statistics in Society.
My article "Andrej Srakar’s contribution to the Discussion of 'Methods for Estimating the Exposure-Response Curve to Inform the New Safety Standards for Fine Particulate Matter' by Cork et al" has been published in the Journal of the Royal Statistical Society, Series A Statistics in Society.
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 published by the Journal of the Royal Statistical Society, Series B Statistical Methodology.

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My contact details:

Andrej Srakar, PhD, PhDc, Asst. Prof.
Research Fellow, Research Department E3 Artificial Intelligence, Jožef Stefan Institute
Assistant Professor, School of Economics and Business, University of Ljubljana
Joint Coordinator, Young Section (MSS), Statistical Society of Slovenia
Coordination Committee Member, Young Statisticians Europe (YSE), FENStatS
Committee Member/Officer, Emerging Applications Section and Discussion Paper Meetings, Royal Statistical Society (RSS)
International Organizational Committee Member, 24th European Young Statisticians Meeting (EYSM) Turin 2025, Bernoulli Society
Program Committee Member, 2025 IMS International Conference on Statistics and Data Science (ICSDS), Sevilla, Spain
Member, Communications Board, Association for Cultural Economics International (ACEI)
Co-Editor, Cultural Economics & the Creative Economy Book Series, Palgrave Macmillan
Correspondent for Slovenia, Compendium of Cultural Policies & Trends, Bonn, Germany
Chair, TIAMSA Central and Eastern Europe Group, The International Art Market Studies Association
Editor, Review of Economics and Economic Methodology (REEM)
Jožef Stefan Institute / Inštitut "Jožef Stefan", Jamova cesta 39, 1000 Ljubljana, Slovenia
GSM: +386 (0)40 298 504
F: +386 (0)1 5303 874
Mailto: andrej.srakar@ef.uni-lj.si , andrej.srakar@ijs.si
URL: https://ijs.si/ijsw/V001/JSI, http://www.ef.uni-lj.si/en

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