Probability studies the mathematical laws of random phenomena. At the end of 19th century, Kolmogorov and others established an axiomatic system of probability theory, setting up the mathematical foundation for probability theory. In recent years, probability theory has been widely used in many aspects such as fundamental mathematics, natural science and business management. The main research areas include: stochastic analysis, stochastic differential equations, limit theory and statistical physics.
Statistics is the foundation and an essential component data science. It studies data collection, data analysis, explanation and inference, and has been widely used in science, engineering, medicine, finance, government and many other areas. It is a tool to extract information from all kinds of data, quantify uncertainties of quantities of interest, and make accurate predictions for the future. The main research areas include: causal inference, missing data, model selection and model averaging, multi-armed bandits, high-dimensional data and machine learning.
Professors: Per Johansson, Wu Hao, Yang Fan (F), Yang Yuhong
Associate Professors: Yang Fan (M)
Assistant Professors: Gu Chenlin, Jiang Jianping, Wu Yunan, Li Wenbo
Postdoctoral Researchers: Chen Yuanxing, Cui Bosen, Gao Ziwen, Hu Jie, Huang Xiangyu, Li Yun, Peng Jingfu, Zhan Yanhang
