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Probability & Statistics

Following the work of Kolmogorov and Wiener, probability theory after WW II concentrated on its connections with PDEs and harmonic analysis with great success. It deserves credit for some of the most delicate results in modern harmonic analysis; it provides the foundation on which signal processing and filtering theory are built in engineering; and it played a critical role in the mathematical attempts to rationalize quantum field theory. Combinatorial branches of probability theory were overshadowed during that period but are now returning to the fore. Probability theory lies at the crossroads of many fields within pure and applied mathematics, as well as areas outside the boundaries of the mathematics department. Statistics is a mathematical field with many important scientific and engineering applications.

Faculty

Alexei Borodin Integrable Probability

Elchanan Mossel Probability, Algorithms and Inference

Philippe Rigollet Statistics, Machine Learning

Scott Sheffield Probability and Mathematical Physics

Nike Sun Probability, statistical physics

Instructors & Postdocs

Souvik Dhara Percolation, Random graphs, Phase transition, Large deviation, Graph limits

Promit Ghosal Probability, Mathematical Physics, Statistics

Jimmy He Probability, Algebraic Combinatorics

Peter Kempthorne Statistics, Financial Mathematics

Dan Mikulincer Probability, High-Dimensional Geometry, Functional Inequalities

Marianna Russkikh

Yair Shenfeld Probability, Convex Geometry

Yilin Wang Probability theory, complex analysis and mathematical physics

Ilias Zadik Mathematics Of Machine Learning, Information Theory, Statistics, Probability Theory

Graduate Students*

Jie Jun Ang

Sinho Chewi optimal transport, optimization, sampling, statistics

Patrik Gerber

Sergei Korotkikh algebraic combinatorics, integrable probability

George Stepaniants Statistical Learning of PDEs, Continuous Neural Networks

Roger Van Peski Integrable probability, algebraic combinatorics, random matrix theory

Pu Yu

*Only a partial list of graduate students