Krzysztof Nowicki

My research in statistical modelling of networks focuses on developing statistical and probabilistic techniques for understanding aspects of networks even when we are only able to observe part of one, when data are missing about relations between certain pairs or when the measurement of the network variables studied was faulty. These models are able to   represent the heterogeneity of a network’s structures by including unique characteristics of its actors.  They also allow us to explain the structure of a network using so-called block models and mixture graph models.  

My research is also in the approximation of tail probabilities of sums of arbitrary random variables, which in many applications are required to measure the magnitude of the sum of random phenomena. In particular, the focus is on approximations of the order of magnitude of the quantiles of the sums.

Survey sampling, financial statistics, intermediate course in probability & statistics, graduate course in probability.