Welcome to our webpage

Marc Hallin

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Marc holds a PhD in Sciences & Mathematics from the Université libre de Bruxelles (1976). He is co-Editor-in-Chief of Statistical Inference for Stochastic Processes and an Associate Editor for the Journal of the American Statistical Association, the Journal of Econometrics, the Annals of Computational and Financial Econometrics, the Journal of the Japan Statistical Society, and the Annales de l'Institut de Statistique de l'Université de Paris. A Fellow of the Institute of Mathematical Statistics, of the American Statistical Association, and of the International Statistical Institute, he is a member of the Classe des Sciences of the Royal Academy of Belgium.

Siegfried Hörmann

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Siegfried obtained his PhD in Mathematics from Graz University of Technology in 2006. Before becoming professor of statistics at ULB in 2009, he held an Assistant Professor position in the Department of Mathematics at the University of Utah. His research comprises different areas in Probability Theory and Statistics, ranging from asymptotic inference to applied statistics. In particular he is interested in modeling and handling dependence of stochastic processes. Recently his research focuses on time series which take values in function spaces, so-called functional time series. He is Associate Editor of 3 international journals, including the Annals of Statistics. For the moment he is also the president of the jury for the Master in Statistics at ULB and president of the École Doctorale Thématique (EDT) in Statistics and Actuarial Sciences of the French speaking community in Belgium.

Maarten Jansen

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Maarten obtained his PhD in Applied Mathematics and Computer Science in 2000 from the KU Leuven. He has been postdoc at the University of Bristol (UK) and at Rice University. Before joining the Université libre de Bruxelles in 2010, he has been at Eindhoven University of Technology and at KU Leuven. Being affiliated to both the maths and computer science departments, his main research themes are high-dimensional statistics, (sparse) variable selection, nonparametric smoothing with special attention to wavelet methods, computational statistics and statistical signal and image processing. He is currently associate editor for the Journal of Nonparametric Statistics and for Signal Processing. He is the author of two books.

Guy Mélard

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Guy holds a PhD in sciences and Mathematics from the Université libre de Bruxelles (1975). He has been head of the Department "Informatique et Sciences humaines". His main interests are in time series analysis and forecasting and in computational statistics. Some of his recent research themes are multivariate models, models with time-dependent coefficients, high-frequency time series in economics, and on-line treatment, from asymptotic theory to algorithms and applications. He is the authors of three books, the last one being Méthodes de prévision à court terme, 2nd edition, 2007, and of a large number of articles in international journals, and is the co-author of a software package for time series analysis called Time Series Expert. Guy is now a retired tenure professor at the Solvay Brussels School of Economics and Management but continues his research at ECARES.

Davy Paindaveine

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Davy obtained his PhD in Statistics in 2002 from the Université libre de Bruxelles and he is Professor of Statistics and Mathematics at ULB since then. He has been visiting professor at the Université Pierre-et-Marie Curie (Paris 6), KULeuven, and Toulouse School of Economics. His main research fields are asymptotic statistics, high-dimensional statistics, nonparametric inference and statistical depth. He is currently Associate Editor for several international journals, including the Annals of Statistics and the Journal of the American Statistical Association. He also acted as Editor-in-Chief of Statistics and Probability Letters. He obtained several awards, among which the Gottfried E. Noether Young Scholar Award from the American Statistical Association.

David Preinerstorfer

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David obtained his PhD in Statistics and Operations Research in 2015 from the University of Vienna. Before joining Université libre de Bruxelles in 2017 he was a postdoc at the University of Vienna and at Aarhus University. David's research areas are econometrics and statistics, where he has been working on problems in heteroskedasticity and autocorrelation robust inference, model selection, inference post-model-selection, and high-dimensional statistics. Furthermore he is the author of the R packages acrt and mRm.

Thomas Verdebout

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Thomas obtained his PhD in Statistics in 2008. From 2009 to 2014, he has been an Assistant Professor in Statistics at the University of Lille (France). Since 2014, he is a Professor of Mathematical Statistics at the Université libre de Bruxelles. His main research interests are simiparametric statistics, high-dimensional statistics, directional statistics and rank-based procedures. He won an annual price of the Belgian Academy of Sciences in 2011 and is an elected member of the International Statistical Institute. He currently acts as an Associate Editor for Statistics and Probability Letters and for the Journal of Multivariate Analysis.