Holger Rootzen

Professor in mathematical statistics, Mathematical Sciences

My research is about random processes. High-dimensional statistics for extreme episodes and the "shape" of extreme episodes in non-differentiable Gaussian processes is what I think most about right now. I try to contribute to mitigation of the impact of extreme floods, windstorms, and heat waves caused by climate change, and to modelling microscopic structures of soft materials. Journal editing takes up a not so small part of my life: I’m associate editor for Annals of Statistics and for Extremes; earlier co-editor for the Scandinavian Journal of Statistics, editor for Bernoulli, and editor for Extremes. I lead a Wallenberg project Big Data and Big Systems.

Personal homepage: http://www.math.chalmers.se/~rootzen/
High-dimensional data

Published: Fri 03 Mar 2017.