22 October 2018

Inaugural lectures by Mogens Bladt and Mathias Drton

Lectures

Mogens Bladt, professor of applied probability and insurance mathematics, and Mathias Drton, professor of statistics, will give their inaugural lectures Friday 2 November 2018 at 14:00 followed by a reception.

The lectures take place in HC Ørsted Instituttet’s Auditorium 1, and the reception (at 15:30) takes place in front of Auditorium 1.

  • At 14:00 Mogens Bladt will talk about “Multivariate phase-type distributions”.
  • At 14:45 Mathias Drton talks about “Maximum likelihood thresholds of multivariate statistical models”. 

Mogens Bladt

Mogens Bladt

Mogens Bladt graduated as a statistician from the University of Aarhus in 1991 and received his PhD from Alborg University in 1993. He then moved to the Institute for Applied Mathematics at the Universidad Nacional Autonoma de Mexico (UNAM) where he has done research in and taught applied probability with a view to insurance mathematics and mathematical finance.

Mogens has published articles in finance and statistical inference for stochastic processes, but his main area is within applied probability calculations, especially for phase-type distributions and matrix exponential allocations and their applications in operations analysis, insurance mathematics and finance.

Mathias Drton

Mathias Drton

Mathias Drton is an internationally highly respected researcher who has made important contributions to theoretical statistics, in particular to graphical models (Bayesian networks), causal inference and algebraic statistics.

In the last mentioned area, where Drton is among the founders, methods of algebraic geometry are used to understand the structure of complex statistical models, including graphic models. Drton has also solved important problems in computational statistics and machine learning.