Operations Research, Probability and Statistics

The Department of Operations Research, Probability and Statistics is a division of the Institute of Mathematics and Informatics of the Bulgarian Academy of Sciences. It is created in March 2014 by merging the Department of Operations Research and the Department of Probability and Statistics.Members of the Department combine research on theoretical topics in Optimization, Variational Analysis, Probability, Statistics and Stochastic Processes with activities in Mathematical Modeling and Data Analysis, teaching, statistical and mathematical consulting.

Research

The activities in Optimization and its theoretical foundations include research in the fields of Convex and Variational analysis, Discrete and Continuous Optimization, Stochastic Optimization, Optimal Control, Numerical Methods for Optimization, Modeling of Processes from the Sciences, Economics, Finance and Industry.

The research in Probability and Statistics covers a wide range of topics with a special attention to Branching Processes, Renewal and Regenerative Processes, Extremal Processes, Random Graphs, Extreme Value Theory, Limit Theorems, Probability Measures and Metrics,Statistical Inference, Financial Mathematics, Robust Statistics, Nonparametric Statistics,Time Series Analysis, Stochastic Models in Biology etc.

Conferences

Starting from 1974 the Department has organized 15 International Summer Schools and Conferences on Probability and Statistics. Lectures and talks are published in special volumes and conference proceedings.Seminars on Statistical Data Analysis are usually organized as accompanying event.

The Department has organized series of international conferences Mathematical Methods in Operations Research in 1980, 1983, 1987 and 1997, as well as summer schools on the same topic in 1984, 1986 and 1989. The Department is one of the main co-organizers of a sequence of prestigious international workshops on Well-posedness in Optimization and Related Topics, almost half thereof in Bulgaria. The thirteenth workshop took place in 2011 in Borovets, Bulgaria. Prominent scientists such as L. S. Pontryagin, R. T. Rockafellar, J. M. Borwein and A. Ioffe have taken part in these events in Bulgaria.

Seminars

The Department maintains good communication with colleges in Bulgaria and we run an Operations Research seminar, as well as National Seminar on Probability and Statistics in conjunction with the Faculty of Mathematics and Informatics of the Sofia University.

Teaching

The IMI maintains a policy that its leading researchers are involved in teaching at all levels of the undergraduate and postgraduate programmes.

• The members of the Department carry out a PhD programme in Operations research and a PhD programme in Probability theory and mathematical statistics.
• The fellows of the Department have been delivering lectures and courses for undergraduate and graduate students in most of the universities in Bulgaria and in a number of universities in Austria, Canada, France, Germany, Israel, Italy, Spain, UK and the USA.
• The Department is responsible for the maintenance of the joint master program in Applied Statistics with New Bulgarian University: http://www.math.bas.bg/~statlab/cstat/master.html
• The Department plays active role in the development of problem sets for the national competitions in mathematics and informatics for high school students, as well as in selecting and training the national teams for the international competitions. We provide support for High school students Institute of Mathematics and Informatics: http://www.math.bas.bg/omi/hssimi/

We provide statistical and mathematical consultation and training to researchers from various academic institutions (engineering, physics, chemistry, biology, medicine, psychology, education, etc.): http://www.math.bas.bg/~statlab/cstat/

Applied projects

In the past the Department developed and implemented models connected with a number  of applied projects, including contracts with Energoproject, the Kremikovtsi metal plant, the refrigerator plant in Sofia, the chemical plant in Dimitrovgrad and the Ministry of Defence.

Current projects

• Probability Theory and Mathematical Statistics, Random Processes. Applications in Biology, Finance, IT and Industrial Technologies – Academy bilateral agreement, Russia
• Statistical modelling and statistical learning: theory and applications – Academy bilateral agreement, Macedonia
• Analysis, geometry, topology – Academy bilateral agreement, Macedonia
• Spectral Theory of Non-Selfadjoint Markov Processes with Applications in Self-Similarity, Branching Processes and Financial Mathematics, MSCA-IF-2014-EF – Marie Skłodowska-Curie Individual Fellowships, Mladen Savov, 01.07.2015 – 30.06.2017
• Novel mathematical and statistical methods for Machine Learning with applications in the Next Generation Sequencing technologies in Genetics, 01.01.2015 – 31.12.2016
• Variational analysis in normed spaces and applications, 01.01.2015 – 31.12.2016

Expert activities

The members of the Department take part in National and International Scientific Committees, Journal Editorial Boards, Expert Committees, etc.