Krzysztof Podgórski

ProfessorKnown as name: Krzysztof Podgórski

Research areas and keywords

UKÄ subject classification

  • Probability Theory and Statistics

Keywords

  • stochastic modelling, statistical inference, theory of probability distributions

Research

Interests: Stochastic Processes, Random Spatio-temporal Fields, Non-Gaussian Stochastic Models, Applications to Engineering, Mathematical Finance, Environmental Sciences, Modelling of Sea Surfaces, Computationally Intensive Methods of Statistics

 

 

Research

My research belongs to the area of broadly understood applied probability.
While I consider myself well-trained both in the probability theory and the theory of statistics, I have also extensive experience in modern computationally intense methods of statistics.
Throughout my career I took on a very wide spectrum of problems with both theoretical and applied flavor.
My contributions are in ergodic theory of stochastic processes, bootstrap methods for regression analysis, theory of heavy tailed distributions, non-Gaussian random fields, extreme value theory but also on occasions I have contributed to fields that are more distant to my main interests such as non-commutative probability, information theory, and methodology of science.
I have also a considerable number of publications in areas other than statistics and probability such as ocean and mechanical engineering, environmental, actuarial and medical sciences, where I have presented the developed models in a concrete empirical context.
I enjoy collaborative and interdisciplinary efforts and have a wide spectrum of collaborators both in the theoretical and applied fields.
My current research interests can be grouped into the following three general categories
1. theory and applications of multivariate non-Gaussian stochastic models,
2. statistical analysis of spatial random fields evolving in time with non-trivial dynamics,
3. statistical distributions at random crossing events.

While the focus each of the three areas is clearly distinct, typically and naturally in many of my work there is a strong overlap between two or even all three of them.
I am greatly interested in applications of the developed methodologies and thus proposed them in multidisciplinary research in: mechanical engineering (modeling road profiles and responses to them), ocean engineering (wave models, ship routes, storms), spatial econometrics (multivariate models for linkages between markets), actuarial sciences (non-Gaussian claim models), mathematical finance (detecting common jumps in high-frequency multivariate financial data).

Recent research outputs

Baxevani, A. & Krzysztof Podgórski 2017 Sep 12 In : Communications in Statistics - Theory and Methods. 15 p.

Research output: Contribution to journalArticle

Kozubowski, T. J. & Krzysztof Podgórski 2017 Jun 22 In : Annals of the Institute of Statistical Mathematics. 33 p.

Research output: Contribution to journalArticle

Loperfido, N., Mazur, S. & Krzysztof Podgórski 2017 Mar 26 In : Scandinavian Actuarial Journal. 20 p.

Research output: Contribution to journalArticle

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