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Department of Stochastic Informatics

Head
Dr. Jan M. Swart
Deputy head
RNDr. Jan Seidler, CSc.
Secretary
Jarmila Maňhalová
Mail
Phone
266052466
Publications ÚTIA
list

Research in the department is concentrated on following fields of mathematics:

  • Stochastic analysis, with emphasis on infinite-dimensional problems and interacting particle systems
  • Strictly stationary processes and ergodic theory
  • Analysis of statistical data, with focus on multidimensional nonparametric statistics and survival analysis
  • Statistical signal processing, in particular blind signal separation problems

Colloquium of the Department of Stochastic Informatics

Submitted by admin on
Mgr. Pavel Boček
Mgr. Lucie Fajfrová Ph.D.
Prof. RNDr. Jana Jurečková DrSc.
Prof. RNDr. Roman Kotecký DrSc.
Ing. Martin Kovanda
Mgr. Michal Kupsa Ph.D.
Jarmila Maňhalová
RNDr. Jiří Michálek CSc.
Mgr. Martin Ondreját Ph.D.
RNDr. Jan Seidler CSc.
RNDr. Miroslav Šiman Ph.D.
Mgr. Jakub Slavík Ph.D.
Dr. Jan M. Swart
Ing. Petr Tichavský DSc.
Doc. Petr Volf CSc.
Ing. Karel Vrbenský

Research Professor title

Ing. Petr Tichavský received the scientific title "Research Professor in Physico-Mathematical Sciences" from the President of the Czech Academy of Sciences on May 24, 2017.

Martina Hofmanová was awarded a L'Oréal-Unesco fellowship "Pour les Femmes et la Science"

Martina Hofmanová was awarded a L'Oréal-Unesco fellowship "Pour les Femmes et la Science" of EUR 15.000 on October 8th, 2012 in Paris, aimed to support excellent and talented women active in scientific research.

Martina Hofmanová is a PhD student at UTIA AV ČR, v.v.i. and at ENS Cachan antenne de Bretagne, Rennes, working in the field of stochastic partial differential equations in hydrology and petrol chemistry.

Cena AV pro mladé vědecké pracovníky udělena M. Ondrejátovi

Cena Akademie věd ČR pro mladé vědecké pracovníky za rok 2008 byla udělena Martinu Ondrejátovi z oddělení SI za soubor prací "Stochastické nelineární vlnové rovnice" při slavnostním setkání v pražské vile Lanna za účasti ředitelů akademických pracovišť a dalších hostů.

Dynamical phase transitions and metastability

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Dr. Jan M. Swart
In the project we propose thirteen interrelated problems concerned with the behaviour of large systems of dependent random variables. We focus on interacting systems with Markovian dynamics. We are…

Solving High-Dimensional Dynamic Programming Problems in Economics

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Ing. Petr Tichavský, DSc.
A wide range of essential economic questions require solving high-dimensional dynamic programming problems. These problems suffer from the “curse of dimensionality”, which means that the…

New nonparametric tools for econometric data analysis

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RNDr. Miroslav Šiman, Ph.D.
We want to conduct some meaningful and fruitful research into nonparametric econometrics. In particular, we intend
(a) to propose how to test less-explored multivariate symmetries,
(b)…

Aggregation of Methodologies Based on Economic Data

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Prof. RNDr. Jana Jurečková, DrSc.
We shall study and develop aggregations of two or more research methodologies, optimal with respect to the observed data, in order to reach the most accurate conclusion. The task is also to aggregate…

Stochastic systems in infinite dimensions

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Mgr. Martin Ondreját, Ph.D.
The project is aimed at research in the field of stochastic systems in infinite dimensions, especially stochastic partial differential equations with non-Markovian and non-Gaussian noise terms. The…

Tensor Decomposition in Active Fault Diagnosis for Stochastic Large Scale Systems

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Ing. Petr Tichavský, DSc.
The project deals with the development of active fault diagnosis (AFD) algorithms for stochastic discrete-time large-scale systems. To achieve the feasibility of the algorithms, tensor decompositions…

Modern nonparametric methods in econometrics

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RNDr. Miroslav Šiman, Ph.D.
We want to conduct some meaningful and fruitful research into multivariate nonparametric econometrics. In particular, we intend (a) to come up with an exchangeability test based on integrated rank…

Large scale limits of interacting stochastic models

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Dr. Jan M. Swart
In interacting stochastic models, simple rules on the local level can give rise to complex behaviour on large scales. A natural way to study this phenomenon is through scaling limits and examination…

Stochastic evolution equations and space-time systems

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Mgr. Martin Ondreját, Ph.D.
The project is aimed at research in the field of stochastic partial differential equations (SPDEs),
in particular, at the qualitative behaviour of solutions and optimal control thereof. Also,…

Nonparametric (statistical) methods in modern econometrics

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RNDr. Miroslav Šiman, Ph.D.
We want to conduct some meaningful and fruitful econometric research into multiple-output regression quantiles and related concepts of nonparametric statistics. In particular, we intend
(a) to…

Advanced methods of blind subspace separation

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Ing. Petr Tichavský, DSc.

The collective behaviour of large stochastic systems

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Dr. Jan M. Swart

Analyzátor kontinuální akustické emise pro diagnostiku erozně korozního a creepového poškození potrubních systémů

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Ing. Petr Tichavský, DSc.

Stochastic processes in infinite dimensional spaces

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Mgr. Martin Ondreját, Ph.D.

Tensor Decomposition Methods and Their Applications

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Ing. Petr Tichavský, DSc.
The word “TENSOR” in this project is understood as a multidimensional linear array of a rectangular shape, whose entries are either real or complex numbers. Such data structures are encountered, e.g…

Multivariate regression quantiles in econometrics

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RNDr. Miroslav Šiman, Ph.D.
We want to conduct some meaningful and fruitful econometric research into multivariate regression quantiles. In particular, we intend (a) to define and investigate new multivariate (regression)…

Threshold phenomena in stochastic systems

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Dr. Jan M. Swart
The project is devoted to the study of threshold phenomena: the abrupt and
dramatic change in the properties of a stochastic system once a characteristic
parameter passes a threshold…

Stochastic space-time systems

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Mgr. Martin Ondreját, Ph.D.

Advanced methods of blind source separation and blind deconvolution

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Ing. Petr Tichavský, DSc.
The proposed project aims at development of existing methods of blind source separation and blind separation of convolutive mixtures that are important in biomedicine, acoustics and speech processing…

Typical return times in dynamical systems

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Mgr. Michal Kupsa, Ph.D.
Recurrence is one of the key concepts in topological dynamics, ergodic and information theories. Especially, limit distributions of return times in dynamical systems and stationary processes have…
Ing. Martin Kovanda

Differential Equations - Stochastic & Deterministic

Ivo Vrkoč will celebrate his eightieth birthday on June 10, 2011. On this occasion, Ivo’s former students and recent coauthors decided to organise a small colloquium devoted to some of the topics Ivo has contributed to significantly, namely the qualitative theory of ordinary differential equations and stochastic analysis.

more info

Prague hosts IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2011. Prague Congress Centre, May 22-27, 2011.

ICASSP is the number one international conference for signal processing bringing together over 2000 participants and experts from industry and universities.

Colloquium in memory of Igor Vajda

We would like to inform you that Colloquium in memory of Igor Vajda will take place November 12-13, 2010, in Prague, organized by the Institute of Information Theory and Automation (ÚTIA) of the Academy of Sciences of the Czech Republic. The scientific programme is focused on the topics to which Igor Vajda have substantially contributed: the information theory and its applications to mathematical statistics. For further details and updated information please visit the conference website

http://simu0292.utia.cas.cz/workshop10

Prague Stochastics 2010

more info: http://simu0292.utia.cas.cz/pragstoch2010/

Continuing the series of international conferences on stochastics organized in Prague since 1956 the Department of Probability and Mathematical Statistics, Faculty of Mathematics and Physics, Charles University and the Department of Stochastic Informatics, Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic organize the Prague Stochastics 2010 which will be held from August 30 to September 3, 2010.

Workshop on Limit Theorems

The workshop will be held in UTIA from August 3 to August 6, 2009. The topics concern mainly the central limit theorem and invariance principles for sequences and arrays of dependent random variables. Many specialists of the field already confirmed their participation.

For more information see webpage: http://simu0292.utia.cas.cz/workshop09

We welcome you to attend the workshop.

Lucie Fajfrova (UTIA) and Dalibor Volny (Universite de Rouen, France), on behalf of the organisers.