Statistical research at ORFE is focused on the design of new statistical methods and their mathematical analysis. Specific areas of research include high-dimensional statistics, nonparametric statistics, nonlinear time series, sequential learning, combinatorial statistics, longitudinal and functional data analysis, and robust statistics. Areas of application span a variety of scientific domains including risk management, econometrics, machine learning, computational biology and biostatistics.

## Research Area Faculty

**Research Interests:** Stochastic analysis (SPDEs, BSDEs, FBSDEs, stochastic control and large stochastic differential games such as mean field games), high frequency markets, energy and commodity markets, environmental finance and financial mathematics models.

**Research Interests:** Econometrics, statistics, machine learning, data science, causal inference, program evaluation, quantitative methods in the social, behavioral and biomedical sciences.

**Research Interests:** High-dimensional statistics, Machine Learning, financial econometrics, computational biology, biostatistics, graphical and network modeling, portfolio theory, high-frequency finance, time series.

**Research Interests:** Data science, statistical learning, deep learning, decision tree learning; high-dimensional statistics, information theory, statistical physics, network modeling

**Research Interests:** Statistics and Machine Learning

**Research Interests:** High-dimensional probability, randomized algorithms, numerical linear algebra, matrix and tensor methods, mathematics of data, robust and interpretable learning, non-asymptotic random matrix theory