Here you can find information about current group members including Faculty, current students, postdocs and visitors. Information about the Duke probability group can be found here.
Research Interests: Random matrices, interacting particles, random walks in random environments, coupling properties of elliptic and hypoeliptic diffusions.
Research Interests: Random networks, dynamics on random networks, probabilistic combinatorial optimization, reconstruction of real world networks, percolation, critical phenomenon and phase transitions.
Phase transitions in statistical physics and randomized algorithms.
Complex networks, Analysis of information ranking algorithms, stochastic recursions constructed on weighted branching processes, queuing networks, efficient simulation.
Research Interests: Random graphs and structures, Stochastic processes, Probabilistic combinatorics, Game theory, Discrete and computational geometry.
Research Interests: Generalized fiducial inference, methodology and theory for SiZer, analytical probability and applications to engineering, finance and biology.
Long-range dependence, self-similarity, fractional Brownian motion, Heavy tails, extreme-value theory, stable distributions, Models and inference for multifractals. Reduced-rank inference, Inverse problems, sampling algorithms, High-dimensional time series.
Research Interests: Stochastic Dynamical Systems. Stochastic Control and Stochastic Differential Games. Diffusion Approximations of Stochastic Networks. Large Deviations Theory. Nonlinear Filtering. Stochastic Analysis.
Research Interests: Statistical Genomics, Analysis of Networks, Machine Learning, Data Mining, Inference from Dynamical Systems
Research Interests: Large Deviations, Importance Sampling, Stochastic Networks
Research Interests: Harmonic Analysis, Probability.
Students in the probability group work in a wide array of fields and are often co-advised with faculty in other groups.
Research Interests: Random Retworks and High-Dimensional Classification
Advisors: Shankar Bhamidi, J.S. Marron
Current position: Postdoc at University of Michigan, Ann Arbor.
Research Interests: Stochastic Dynamical Systems, Weakly Interacting Particle Networks, Stochastic Control, Diffusion Approximations of Stochastic Networks, Communication Networks
Advisor: Postdoc at UChicago.
Research Interests: Extreme value theory, threshold models, stochastic dynamics.
Research Interests: Dynamics on random graphs, change point detection, social network analysis
Advisor: Bhamidi, Nobel
Current Position: Data Scientist at Stripe.
Research Interests: Community detection methodology, module detectability in graphs, quantitative trait loci detection
Advisors: Nobel, Bhamidi
Current Position: Data Scientist at Google.
Research Interests: Stochastic Numerics, Optimization
Advisors: Budhiraja, Lu