Statistics@UPF

This is the website of the statistics group in  the Department of Economics and Business at Universitat Pompeu Fabra . Our group is part of the BSE Data Science Center.  

We acknowledge support from the following institutions:

Highlights

Plenary talk and student award at ICSDS 2023

Gábor Lugosi will give a plenary talk at International Conference on Data Science (ICSDS) 2023 meeting.

PhD student Paul Rognon received a student award also at the ICSDS, which features a monetary prize given at an award ceremony 

Keynote talk at BAYSM 2023

David Rossell will give a keynote talk at the BAYSM meeting organized by the junior section of International Society for Bayesian Analysis 

Gábor elected to the Institute of Mathematical Statistics (IMS) council

Gábor Lugosi was elected to the new IMS council after the 2023 elections. He will be in the council up until 2026. 

Tenure-track faculty position in statistics

We invite applications for faculty appointments at the level of tenure-track Assistant Professor in the area of Statistics at the Department of Economics and Business to begin no later than September 2023.Applicants should hold a Ph.D. (or be near completion of their doctoral studies), and should have a demonstrated potential for research excellence in Statistics, Probability, Machine Learning or related fields. Applicants should provide a curriculum vitae, research statement, submit a copy 1-2 papers with their most significant work and 3 letters of recommendation.

The deadline for application is December 15, 2022. For more information, including how to apply, see here. For informal inquiries you may contact david.rossell@upf.edu

Editorial duties

David Rossell started serving as Associate Editor at the Journal of American Statistical Association (Theory & Methods) and at Computational Statistics and Data Analysis. He also serves as the chair for the Savage Award for the best PhD thesis dissertation offered by the International Society for Bayesian Analysis.

Postdoc in High-dimensional data methods & algorithms

We are looking for two postdoctoral researchers to work on various topics related to the analysis of complex high-dimensional data. Topics of interest include but are not limited to new directions in high-dimensional statistics, statistical learning for non i.i.d. data, change-point detection, deep learning, and stochastic gradient descent. The positions are for one year, with a gross yearly salary of 35,000 eur. For more information see here.

Postdoc in High-dimensional statistics for network & graphical models analysis

We have two post-doctoral positions to work on a range of topics related to network analysis, ultra high-dimensional graphical models, frameworks linking networks and graphical models, multivariate structural learning and time series analysis. The positions are for 1 year, with a potential for extension to 18 months, with a gross yearly salary of 40,000 eur. For more information see here.

ERC Starting Grant 2021 awarded to Geert Mesters

The European Research Council (ERC) has awarded a Starting Grant to our colleague Geert Mesters. In his ERC project, Geert will conduct research on Econometrics for Macroeconomic Policy Evaluation.

Juan de la Cierva and AGAUR fellowships

Jack Jewson obtained a Juan de la Cierva post-doctoral fellowship in Mathematics and Paul Rognon obtained an AGAUR FI grant to support his PhD studies. 

Mathematical Statistics and Learning 2021

From June 29 to July 2, 2021 we organized a conference on "Mathematical Statistics and Learning". The meeting brought together leading experts in mathematical statistics and machine learning to discuss high-dimensional and structured problems resulting from the modelling and statistical analysis of data from large complex systems. The organizing committee is: Gábor Lugosi (UPF & BGSE), Gergely Neu (UPF), Caroline Uhler (MIT), Frederic Udina (UPF & BGSE), and Piotr Zwiernik (UPF & BGSE). 

Tenure-track faculty position in statistics


We invite applications for faculty appointments at the level of tenure-track Assistant Professor in the area of Statistics at the Department of Economics and Business to begin no later than Sep 2021. Applicants should hold a Ph.D. (or be near completion of their doctoral studies), and should have a demonstrated potential for research excellence  in Statistics, Probability or related fields. Applicants should provide a curriculum vitae, submit a copy of their most recent work and provide three letters of recommendation.


Deadline for application is March 1, 2021. For more information see here

"Correspondence Analysis in Practice" now in Japanese

Michael Greenacre's 3rd edition of his book Correspondence Analysis in Practice, published by Chapman & Hall / CRC Press in 2017, has been published in Japanese in 2020, translated by Kazuo Fujimoto.

So far, the editions of Correspondence Analysis in Practice have picked up 3407 citations on Google Scholar.

Savage award for Alejandra Avalos-Pacheco

Alejandra Avalos-Pacheco, former PhD student of David Rossell, was awarded the Savage award (Applied Methodology) for the best PhD thesis by the International Society for Bayesian Analysis 

A new book by Omiros

The book An Introduction to Sequential Monte Carlo by Omiros Papaspiliopoulos and co-author Nicolas Chopin is now available from Springer. The book offers a general and gentle introduction to all aspects of particle filtering: the algorithms, their uses in different areas, and the supporting theory. It covers both the basics and more advanced, cutting-edge developments, such as PMCMC (particle Markov chain Monte Carlo) and SQMC (Sequential quasi-Monte Carlo).

PNAS publication: Benign overfitting in linear regression

The phenomenon of benign overfitting is one of the key mysteries uncovered by deep learning methodology: deep neural networks seem to predict well, even with a perfect fit to noisy training data. Motivated by this phenomenon, Gábor and his co-authors consider when a perfect fit to training data in linear regression is compatible with accurate prediction. Their analysis shows that overparameterization is essential for benign overfitting in this setting: the number of directions in parameter space that are unimportant for prediction must significantly exceed the sample size. (link to the article)

Google Focused Award Mini-workshop

In March 7-8, the Data Science Centre hosted a mini-workshop aimed at fostering joint machine learning research between the groups at Universitat Pompeu Fabra and Google Zurich. The workshop was part of the Google Faulty Award received by Gábor Lugosi (ICREA-UPF and Barcelona GSE). The list of participants includes: Nicolò Cesa-Bianchi, Andrea Paudice (Milan), Silvio Lattanzi, Nikita Zhivotovskiy (Google Zurich), Fabio Vitale (Lille), Ciara Pike-Burke, Gabor Lugosi, Gergely Neu, Julia Olkhovskaya, Vasiliki Velona (UPF).

ERC Starting Grant 2020 awarded to Gergely Neu

The European Research Council (ERC) has awarded a Starting Grant to our colleague Gergely Neu. In his ERC project, Gergely will study reinforcement learning in artificial intelligence.


Gábor invited to give the Blackwell Lecture

Gábor Lugosi was invited to give the Blackwell Lecture at the 10th World Congress on Probability and Statistics in 2020. The lecture has been introduced in honour of the extraordinary career in statistics and probability of Professor David Blackwell, who died in 2010 at the age of 91. The previous awardees were Gareth Roberts (Warwick) and Martin Wainwright (UC Berkeley).

Bad Axes play in Ovella Negra

Gábor, Christian, Gergely, Geert, and Dani strike back with an amazing concert in Ovella Negra. Their cover of "War Pigs" will give you a glimpse of how it was.