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.
Raffaele Grande Ph.D.
Prof. RNDr. Jana Jurečková DrSc.
Ing. Tomáš Kouřim
Ing. Martin Kovanda
Mgr. Michal Kupsa Ph.D.
Jan Niklas Latz DSc.
Jarmila Maňhalová
RNDr. Jiří Michálek CSc.
Mgr. Martin Ondreját Ph.D.
Mgr. Iván Leonardo Pérez Cabrera
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

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,…

Advanced methods of blind subspace separation

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Ing. Petr Tichavský, DSc.

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…

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.
Ing. Tomáš Kouřim
Ing. Martin Kovanda
Jan Niklas Latz DSc.
Mgr. Iván Leonardo Pérez Cabrera
Annual workshop on Stochastics Informatics and Decision Making (Alšovice 2023)

Workshop on Stochastics Informatics and Decision Making  - known as Alšovice according to the traditional venue of many of the first meetings - is an annual workshop organized by members of the Department of Stochastic Informatics of the Institute of Information Theory and Automation of the Czech Academy of Sciences.

Annual workshop on Stochastics Informatics and Decision Making (Alšovice 2022)

Workshop on Stochastics Informatics and Decision Making  - well known as Alšovice according to the traditional venue of many of the first meetings - is an annual workshop organized by members of the department of Stochastic Informatics of the Institute of Information Theory and Automation of the Czech Academy of Sciences.

Annual workshop on Stochastics Informatics and Decision Making (Alšovice 2021)

Workshop on Stochastics Informatics and Decision Making  - well known as Alšovice according to the traditional venue of many of the first meetings - is an annual workshop organized by members of the department of Stochastic Informatics of the Institute of Information Theory and Automation o

Annual workshop on Stochastics Informatics and Decision Making (Alšovice 2020)
Prague Stochastics 2019

The conference Prague Stochastics 2019 continues a traditional series of international conferences on stochastics organized by the Institute of Information Theory and Automation in Prague since 1956.

conference website
Annual workshop on Stochastics Informatics and Decision Making (Alšovice 2019)

Workshop on Stochastics Informatics and Decision Making  - well known as Alšovice according to the traditional venue of many of the first meetings - is an annual workshop organized by members of the department of Stochastic Informatics of the Institute of Information Theory and Automation of the Czech Academy of Sciences. It is an informal meeting of people interested in various topics of information and decision making theories.

Annual workshop on Stochastics Informatics and Decision Making (Alšovice 2018)

Workshop on Stochastics Informatics and Decision Making  - well known as Alšovice according to the traditional venue of many of the first meetings - is an annual workshop organized by members of the department of Stochastic Informatics of the Institute of Information Theory and Automation of the Czech Academy of Sciences. It is an informal meeting of people interested in various topics of information and decision making theories.

Prague Stochastics 2014

Joint Workshop on

LIMIT THEOREMS and ALGEBRAIC STATISTICS

August 25-29, 2014
Prague, Czech Republic

Pravděpodobnostní a jiné metody rozhodování

Ve dnech 5.-7.června 2012 v Selském dvoře v Biskoupkách u Zbiroha proběhl letošní ročník tradičního výjezdního semináře "Pravděpodobnostní a jiné metody rozhodování".

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
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.