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SanDAL SIGNED

ERA Chair in Mathematical Statistics and Data Science for the University of Luxembourg

Total Cost €

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EC-Contrib. €

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Partnership

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Project "SanDAL" data sheet

The following table provides information about the project.

Coordinator
UNIVERSITE DU LUXEMBOURG 

Organization address
address: 2 AVENUE DE L'UNIVERSITE
city: ESCH-SUR-ALZETTE
postcode: 4365
website: http://wwwen.uni.lu

contact info
title: n.a.
name: n.a.
surname: n.a.
function: n.a.
email: n.a.
telephone: n.a.
fax: n.a.

 Coordinator Country Luxembourg [LU]
 Total cost 2˙498˙500 €
 EC max contribution 2˙498˙500 € (100%)
 Programme 1. H2020-EU.4.c. (Establishing ‚ERA Chairs')
 Code Call H2020-WIDESPREAD-03-2017-ERAChairs
 Funding Scheme CSA
 Starting year 2019
 Duration (year-month-day) from 2019-01-01   to  2023-12-31

 Partnership

Take a look of project's partnership.

# participants  country  role  EC contrib. [€] 
1    UNIVERSITE DU LUXEMBOURG LU (ESCH-SUR-ALZETTE) coordinator 2˙498˙500.00

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 Project objective

SanDAL aims to create at the University of Luxembourg (UL) a high-level research group in Mathematical Statistics and Data Science (MS&DS). This will fill an identified gap between UL’s current research activity in mathematics (including probability theory but also geometry and mathematical physics), which developed well in recent years, and a number of applications of particular importance both for other academic research fields and for Luxembourg’s economic development. The ERA Chair will be offered a permanent full professorship at UL to ensure a sustainable structural change and improvement of Luxembourg’s Research and Innovation landscape. The project will also fund two postdoctoral positions for its full duration, and three PhD positions will be UL-funded. The main scientific directions of the project (to be precisely defined by the future ERA Chair Holder) will be High-Dimensional Data Analysis (including Probabilistic Aspects of High-Dimensional Data and Topological Data Analysis) and New Mathematical Tools for Contemporary Statistics (including Signal Reconstruction and the Mathematics of Sparsity, and Non-Parametric Bayesian Methods). In addition to the development of a strong and sustainable new direction of research at UL, SanDAL will permit the development of new teaching programs at MSc and PhD levels in MS&DS. It will therefore ensure a steady flow of MS&DS graduates that will be of value not only for mathematics but also for academic and non-academic research in other fields and in other economic areas. SanDAL will build on the existing expertise in mathematics (in particular probability theory, but also discrete geometry and topology) at UL. The contribution of an external Scientific Steering Committee, made of top experts in MS&DS, will be essential to its scientific success, while a National Advisory Board, made of some of the main users of MS&DS at the Luxembourg level, will ensure that it is relevant to the economy and other academic fields.

 Publications

year authors and title journal last update
List of publications.
2017 Tao Chen, Gautam Tripathi
A simple consistent test of conditional symmetry in symmetrically trimmed tobit models
published pages: 29-40, ISSN: 0304-4076, DOI: 10.1016/j.jeconom.2016.12.003
Journal of Econometrics 198/1 2019-02-28
2017 Francesco Andreoli
Robust Inference for Inverse Stochastic Dominance
published pages: 146-159, ISSN: 0735-0015, DOI: 10.1080/07350015.2015.1137758
Journal of Business & Economic Statistics 36/1 2019-02-28
2018 Martin Schumann, Gautam Tripathi
Convexity of probit weights
published pages: 81-85, ISSN: 0167-7152, DOI: 10.1016/j.spl.2018.07.022
Statistics & Probability Letters 143 2019-02-28
2017 Jean-Luc Marichal, Pierre Mathonet, Jorge Navarro, Christian Paroissin
Joint signature of two or more systems with applications to multistate systems made up of two-state components
published pages: 559-570, ISSN: 0377-2217, DOI: 10.1016/j.ejor.2017.06.022
European Journal of Operational Research 263/2 2019-02-28
2017 Christian Döbler, Giovanni Peccati
Quantitative de Jong theorems in any dimension
published pages: , ISSN: 1083-6489, DOI: 10.1214/16-ejp19
Electronic Journal of Probability 22/0 2019-02-28
2016 Ivan Nourdin, David Nualart, Rola Zintout
Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation
published pages: 219-234, ISSN: 1387-0874, DOI: 10.1007/s11203-015-9125-x
Statistical Inference for Stochastic Processes 19/2 2019-02-28
2017 Larry Goldstein, Ivan Nourdin, Giovanni Peccati
Gaussian phase transitions and conic intrinsic volumes: Steining the Steiner formula
published pages: 1-47, ISSN: 1050-5164, DOI: 10.1214/16-aap1195
The Annals of Applied Probability 27/1 2019-02-28
2017 Christian Döbler
Distributional Transformations Without Orthogonality Relations
published pages: 85-116, ISSN: 0894-9840, DOI: 10.1007/s10959-015-0646-4
Journal of Theoretical Probability 30/1 2019-02-28
2018 Xisong Jin, Thorsten Lehnert
Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas
published pages: 19-46, ISSN: 2300-2298, DOI: 10.1515/demo-2018-0002
Dependence Modeling 6/1 2019-02-28
2016 Solesne Bourguin, Claudio Durastanti, Domenico Marinucci, Giovanni Peccati
Gaussian approximation of nonlinear statistics on the sphere
published pages: 1121-1148, ISSN: 0022-247X, DOI: 10.1016/j.jmaa.2015.12.036
Journal of Mathematical Analysis and Applications 436/2 2019-02-28
2017 Luc Bauwens, Jean-François Carpantier, Arnaud Dufays
Autoregressive Moving Average Infinite Hidden Markov-Switching Models
published pages: 162-182, ISSN: 0735-0015, DOI: 10.1080/07350015.2015.1123636
Journal of Business & Economic Statistics 35/2 2019-02-28
2018 Christian Döbler, Giovanni Peccati
The Gamma Stein equation and noncentral de Jong theorems
published pages: 3384-3421, ISSN: 1350-7265, DOI: 10.3150/17-bej963
Bernoulli 24/4B 2019-02-28

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