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Sofia Charlotta Olhede

EPFL SB MATH SDS
MA B1 443 (Bâtiment MA)
Station 8
1015 Lausanne

Expertise

  • Statistics
  • Data Science
  • Signal Processing

Mission

The Statistical Data Science Chair has as its core mission to develop new methods to understand Big Data, taking inspiration both from theory and applied problems.
I am a professor of Statistics at EPFL. I did my PhD in Mathematics at Imperial College London, and graduated in 2003. I was an assistant professor (lecturer) at Imperial College London 2002-2006, and an associate professor (senior lecturer) 2006-2007. In 2007 I moved to University College London and became a full professor. I moved to EPFL in 2019, and in 2018 I became an Institute of Mathematical Statistics Fellow with citation “For seminal contributions to the theory and application of large and heterogeneous networks, random fields and point process, for advancing research in data science, and for service to the profession through editorial and committee work”. My research interests are focused on developing analysis methods for data satisfying distributional invariances.

Education

PhD

| Mathematics

2000 – 2003 Imperial College London

MSci

| Mathematics

1996 – 2000 Imperial College London

Awards

Fellow of the Institute of Mathematical Statistics

Institute of Mathematical Statistics

2018

Elected Member

International Statistical Institute

2015

PhD Students

Charles Dufour, Karl Sawaya

Past EPFL PhD Students

Anda Skeja, Arthur Verdeyme

Courses

Statistical analysis of network data

MATH-448

A first course in statistical network analysis and applications.

Time series

MATH-342

A first course in statistical time series analysis and applications.