Johannes Heiny
Associate Professor with specialization in Mathematical Statistics
Department of Mathematics | KTH Royal Institute of Technology
My KTH profile | Email: heiny@kth.se
Associate Professor with specialization in Mathematical Statistics
Department of Mathematics | KTH Royal Institute of Technology
My KTH profile | Email: heiny@kth.se
Research Interests
My research interests lie at the intersection of random matrix theory, high-dimensional statistics and machine learning. Utilizing various probabilistic and statistical tools, for example from extreme value theory, my mission is to develop robust and universal mathematical methods to advance the foundations of AI and the explainability of modern machine learning algorithms. Currently, my group focuses on studying phase transitions and universality phenomena of large random matrices.
10/2025 – now: Associate Professor with specialization in Mathematical Statistics, Department of Mathematics, KTH Royal Institute of Technology, Stockholm, Sweden. Promotion to Docent (habilitation) in 11/2025.
03/2023 – 09/2025: Associate Professor in Mathematical Statistics, Department of Mathematics, Stockholm University, Stockholm, Sweden
11/2018 – 02/2023: Postdoctoral Researcher, Department of Mathematics, Ruhr University Bochum, Bochum, Germany
03/2017 – 10/2018: Postdoctoral Researcher, Department of Mathematics, Aarhus University, Aarhus, Denmark
03/2014 – 02/2017: PhD student, Department of Mathematics, University of Copenhagen, Denmark
Associate Editor for Statistical Inference for Stochastic Processes, 2023 - present
Board Member of Stockholm Mathematics Center (2023 - 2025)
Committee for Research at Ruhr University Bochum (2019 - 2023)
Reviewer for Journals: Annals of Statistics, Biometrika, Journal of the American Statistical Association, Bernoulli, Stochastic Processes and their Applications, Extremes, European Actuarial Journal, Information and Inference: a Journal of the IMA, Journal of Applied Probability/Advances in Applied Probability, Probability and Mathematical Statistics, Science China Mathematics, Scandinavian Journal of Statistics, Brazilian Journal of Probability and Statistics, Statistics and Probability Letters, Methodology and Computing in Applied Probability, Journal of Multivariate Analysis, Stochastics, Mathematics, Statistical Papers, Advances in Statistical Analysis, Random Matrices: Theory and Applications, Memoirs of the American Mathematical Society
Reviewer for Organizations: Agence Nationale de la Recherche (ANR), Deutsche Forschungsgemeinschaft (DFG)
External Expert on tenure committee
(sole) PI of the project VR-2023-03577 ''High-dimensional extremes and random matrix structures'', funded by the Swedish Research Council
(sole) PI of the project ''Linear spectral statistics of sample correlation matrices: phase transitions and universality'', funded by Verg-Foundation