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Statistics, Applied Probability and Operational Research

The group is involved in a wide variety of theoretical and applied topics on probability, statistics and optimization. Among these we mention:

• Non and semi-parametric curve estimation and inference
• Survival/reliability analysis and copula-based models
• Estimation and inference in multi-state models
• Special truncation patterns: double truncation, length-biased data, missing data
• Longitudinal data analysis
• Spatial and temporal data analysis
• Extreme value theory
• Branching processes
• Multivariate analysis
• Methods for mathematical programs with complementarity constraints
• Derivate-free methods for constrained mixed-integer optimization
• Simulation and Optimization

Besides mathematical sciences, the research areas of the group referred above play important roles in other sciences, such as medicine, biology, physics, engineering, etc. Therefore members of the group are engaged in multidisciplinary research activities, being part of their research work strongly motivated by applications. The group has a total of eleven doctoral students. Besides the internal collaborations associated to the co-supervision of PhD students, some group members collaborate on common projects and two members are Principal Investigators of projects funded by FCT. The group maintains a high level of internationalisation, maintaining close collaborations with a vast set of external researchers.

Of the twelve PhD members of the current group, eleven constituted the SAAP project and one integrated the COMAPP project.

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