Department of Statistical Science

Statistical Science

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Dr Pierre-Andre Maugis

Position	Research Associate
Email(*)	p.maugis
Personal webpage	https://sites.google.com/site/pamaugis/
Themes	Computational Statistics, Multivariate and High Dimensional Data, Stochastic Modelling and Time Series

* @ucl.ac.uk

Biographical Details

Pierre-André is a Research Associate at University College London working with Professor Sofia Olhede and Professor Patrick Wolfe on the new topic of "Big Data". He is currently focussing on statistical estimation and inference on heterogenous Network type data. He previously worked on high dimensional dependence modelling.

Research Interests

"Big Data", Networks, High Dimensional Statistics, Regression Models

Selected publications

• "An Econometric Study of Vine Copulas", with D. Guégan. The International Journal of Economics and Finance.
• "New Prospects On Vines", with D. Guégan. Insurance Markets and Companies: Analyses and Actuarial Computations.