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Frank van der Meulen new Professor of Mathematical Statistics

1 September 2022
As of 1 September, statistician Frank van der Meulen has been appointed Professor of Mathematical Statistics. His chair is embedded in the mathematics department of the Faculty of Science.

Van der Meulen, an expert in the field of Bayesian computational methods and stochastic processes, will join a group of strong statisticians at VU Amsterdam. Besides his more fundamental work in mathematics, he also has extensive experience in applying general statistical techniques in all kinds of applications.

Van der Meulen: “Stochastic processes are mathematical models for phenomena that vary over time. The word stochastic indicates that there is insufficient information to describe such phenomena deterministically. The models are used in all kinds of fields, including biology (to model EEG signals), physics (to model the positions of particles), financial mathematics (to model the price of a stock) and signal processing.”

“The unknowns in the models are called parameters, and these often have an application-specific interpretation. Although parameters are unknown, there’s often data available that contains information about their values. In my research, I try to develop computational methods to efficiently use data to estimate parameters, and also to quantify the degree of uncertainty in these estimates. I focus primarily on mathematically generic problems, but I also apply my methods in cooperation with researchers from other fields. In the future, I hope to develop methods that require minimal input from the people applying them – semi-automatic methods, in other words.”

Van der Meulen studied at Delft University of Technology and then obtained his doctorate from Vrije Universiteit Amsterdam in 2005, after which he worked at the University of Amsterdam’s Institute for Business and Industrial Statistics for two years. From 2007 to 2022, he lectured at Delft University of Technology, first as assistant professor, and from 2017 as associate professor.