FIRST: Finnish center of excellence in randomness and structures

Chair: Pauliina Ilmonen, Department of Mathematics and Systems Analysis, Aalto University School of Science

Vice Chair: Lauri Viitasaari, Department of Information and Service Management, Aalto University School of Business

In our group we study multivariate and infinite dimensional extreme phenomena, invariant coordinate selection, functional data, and analysis of stationary processes. Particular examples of recent research topics include modeling using Gaussian subordinated processes and stochastic differential equations, approximation of errors in the context of extreme value theory for multivariate (independent component model and elliptical model) and infinite dimensional observations, and complicated dependency structures. Applications range from forestry and economics to medicine, text classification, traffic flows, and beyond.

Current members: 

• Dr Natalia Vesselinova (postdoctoral researcher)

• Ms Milla Laurikkala (doctoral student)

• Mr Juho Lähteenmaa (doctoral student)

• Ms Sofija Djukanovic (doctoral student)

• Ms Anna-Mariya Otsetova (doctoral student)

• Mr Mahdi Dehshiri (doctoral student)

• Mr Chenyang Bao (doctoral student)

• Mr Mika Viirret (doctoral student, 9/2026->)

• Ms Sanni Kilpeläinen (research assistant, 5/2026->)

Alumni:

• Dr Jaakko Pere

• Dr Aleksi Avela 

• Mr Tommi Huhtinen 

• Mr Filippo Zinetti 

• Professor Gerardo Barrera Vargas

• Dr Nourhan Shafik

• Dr Patrik Nummi

Collaborators:

• Professor Benny Avelin

• Professor Davy Paindaveine

• Professor Germain van Bever

• Professor George Luta

• Professor Anca Dragomir

• Professor Stanislav Nagy

• Professor Gerardo Barrera Vargas

• Professor Soledad Torres

• Professor Pekka Malo

• Professor Tommi Sottinen

• Dr Sami Helander

• Dr Jaakko Pere

• Dr Kerlyns Martinez

• Dr Valentin Garino

• Dr Kostiantyn Ralchenko

Recent and upcoming events:

Workshop: From ICS to FDA and EVT, 21.2.2025-22.2.2025. 

This statistics workshop gathered researchers to celebrate research, science and life. The talks covered various topics related (but not limited) to invariant coordinate selection, discrete and continuous stochastic processes, functional data-analysis, extreme value theory, cancer epidemiology, and cancer genetics. 

Short course: Functional Data Analysis, Fall 2026. Lecturer: Professor Germain van Bever.

Publications: 

2026

• Avela, A., Ilmonen P. Extrapolated Markov chain oversampling method for imbalanced text classification. Journal of Machine Learning Research 27, 1-28.

• Huhtinen T., Laurikkala, M., Heinävaara, S., Murtola, T., Ilmonen P. On cluster structures of Finnish cancer incidence data. Cancer Control 33, 1-21. 

2025

• Vesselinova, N., Harjula, M., Ilmonen P. Data matters: the case of predicting mobile cellular traffic. 2025 IEEE Vehicular Networking Conference VNC 2025.

  • Sottinen, T., Viitasaari, L. Transfer principle for fractional Ornstein-Uhlenbeck processes. Accepted for publication in Theory of Probability and Mathematical Statistics.

• Avelin, B., Nummi, P., Kuusi, T., Saksman, E., Tölle, J., Viitasaari, L. 1D stochastic pressure equation with log-correlated Gaussian coefficients. Accepted for publication in Stochastic Processes and Their Applications.

• Avelin, B., Nummi, P., Kuusi, T., Saksman, E., Tölle, J., Viitasaari, L. Renormalized stochastic pressure equation with log-correlated Gaussian coefficients. Accepted for publication in Journal of Differential Equations.

• Hinz, M., Tölle, J., Viitasaari, L. Variability and the existence of rough integrals with irregular coefficients. Electronic Communications in Probability 30, no. 7, 1--12.

2024

• Pere, J. On extreme quantile estimation with approximated L^p-norms. 23rd European Young Statisticians Meeting Proceedings.

• Avela, A. On F_\beta-score and cost-consistency in evaluation of imbalanced classification. 32nd European Symposium on Artificial Neural Networks, Computational Intelligence and Machine Learning (ESANN), 245-250.

• Sottinen, T., Sönmez, E., Viitasaari, L. On the existence and regularity of local times. Electronic Journal of Probability 29, 1-27.

• Pere, J., Ilmonen, P., Viitasaari, L. On extreme quantile region estimation under heavy-tailed elliptical distributions. Journal of Multivariate Analysis 202:105314.

• Virta, J., Lietzen, N., Viitasaari, L., Ilmonen, P. Latent model extreme value index estimation. Journal of Multivariate Analysis 202:105300.

• Dufitinema, J., Shokrollahi, F., Sottinen, T., Viitasaari, L. Long-range dependent completely correlated mixed fractional Brownian motion. Stochastic Processes and their Applications 170:104289.

• Nummi, P., Viitasaari, L. Necessary and sufficient conditions for continuity of hypercontractive processes and fields. Statistics and Probability Letters 208:110049.

• Voutilainen, M., Ilmonen, P., Viitasaari, L. On Lamperti transform and AR(1) type characterisations of discrete random fields. Accepted for publication in Theory of Probability and Mathematical Statistics.

2023

• Avela, A., Lehmus, M. Negative economic sentiment index based on Finnish news titles. Journal of the Finnish Economic Association 4(1), 49-63.

• Runolinna, M., Turnquist, M., Teittinen, J., Ilmonen, P., Koskinen L. Extreme path delay estimation of critical paths in within-die process fluctuations using multi-parameter distributions. Journal of Low Power Electronics and Applications, 13(1), 1-14.

• Avelin, B., Julin, V., Viitasaari, L. Geometric characterisation of the Eyring-Kramers formula. Communications in mathematical physics 404:401-437.

• Shafik N., Ilmonen, P., Viitasaari, L., Sarkeala, T., Heinävaara, S. Flexible transition probability model for assessing cost-effectiveness of breast cancer screening extension to include women aged 45-49 and 70-74. PLos One, 18(6):e0287486. DOI: 10.1371/journal.pone.0287486.

• Azmoodeh, E., Ilmonen, P., Shafik, N., Sottinen, T., Viitasaari, L. On sharp rate of convergence for discretisation of integrals driven by fractional Brownian motions and related processes with discontinuous integrands. Journal of Theoretical Probability. DOI: https://doi.org./10.1007/s10959-023-01272-7

• Torres, S., Viitasaari, L. Stochastic differential equations with discontinuous diffusion coefficients. Accepted in Theory of Probability and Mathematical Statistics.

2022

• Tahvonen, O., Suominen, A., Malo, P., Viitasaari, L., Parkatti, V.-P. Optimizing high-dimensional stochastic forestry via reinforcement learning. Journal of Economic Dynamics and Control. DOI: https://doi.org/10.1016/j.jedc.2022.104553.

• Hinz, M., Tölle, J., Viitasaari, L. Variability of paths and differential equations with BV-coefficients. Accepted for publication in Ann. Inst. H. Poincare Probab. Statist.

• Voutilainen, M., Ilmonen, P., Viitasaari, L., Lietzen, N. Note on asymptotic behaviour of spatial sign autocovariance matrices. Statistics and Probability Letters, 192, 109679.

• Viitasaari, L., Zeng, C. Stationary Wong-Zakai Approximation of Fractional Brownian Motion and Stochastic Differential Equations with Noise Perturbations. Fractal and Fractional, 6(6): 303.

• Hinz, M., Tölle, J., Viitasaari, L. Sobolev regularity of occupation measures and paths, variability and compositions. Electronic Journal of Probability, 27(73): 1--29.

• Helander, S., Laketa, P., Ilmonen, P., Nagy, S., Van Bever, G., Viitasaari, L. Integrated shape-sensitive functional metrics. Journal of Multivariate Analysis 189, 104880.

• Assaad, O., Nualart, D., Tudor, C.A., Viitasaari, L. Quantitative normal approximations for the stochastic fractional heat equation. Stochastics and Partial Differential Equations: Analysis and Computations, 10: 223--264. DOI: https://doi.org/10.1007/s40072-021-00198-7.

Links: 

Finnish center of excellence in randomness and structures

Updated: 19.3.2026 (Lauri Viitasaari)