The Duke probability group is a collection of faculty spanning the different divisions of the university who are interested in probability theory and the application of stochastic modeling.
The group runs a weekly seminar which loosely alternates between the theory and applications of probability and stochastic modeling. If you are interested in getting email about stochastic happenings at Duke, please subscribe to our mailing list.
Members: List alphabetically by specialties photos
- Rick Durrett, James B. Duke Professor of Mathematics
- Otis B. Jennings, (primary appt: Fuqua School of Business)
- Shakeeb Khan, Professor (primary appt: Economics)
- Mauro Maggioni, Professor of Mathematics
Harmonic analysis, spectral graph theory, multiscale analysis, stochastic dynamical systems, signal processing, applications to machine learning, Markov decision processes, imaging.
- Jonathan C. Mattingly, Professor of Mathematics
- Sayan Mukherjee, Associate Professor of Statistical Science and Computer Science
- James Nolen, Assistant Professor of Mathematics
- Dalia Patino Echeverri, Gendell Assistant Professor of Energy Systems and Public Policy
Dr. Patino-Echeverri’s research focuses on public policy design for energy systems, with a particular emphasis on managing the risks arising from the uncertainties influencing the outcomes of government actions. Much of her current work focuses on the policies that affect capital investment decisions within the electricity industry, and the corresponding costs to society of electricity and air-emissions levels. Her models explore the effects of different government policies by representing the industry’s decisions under uncertainty on future technological advancements, fuel prices, and emissions regulations. This research incorporates various methodologies, including options valuation theory, stochastic dynamic optimization, simulation, statistical methods, and game theory. Recent projects include: 1) a study of how to provide mechanisms for investment in carbon capture and sequestration technologies; 2) research on public perceptions of different energy-environment tensions and costumer willingness to pay for solutions; 3) an investigation into the relative merits of biofuels relative to oil dependence; 4) the use of imprecise probabilities in decision making under uncertainty; and 5) the application of robust decision making for the design of energy policies under uncertainty.
- Amilcare M. Porporato, Professor of Civil and Environmental Engineering
Amilcare Porporato earned a Master's Degree in Civil Engineering (summa cum laude) in 1992. He obtained his Ph.D. in Hydraulic Engineering from Polytechnic of Turin, in 1996. Porporato was appointed Assistant Professor in the Department of Hydraulics of the Polytechnic of Turin in May 1995 and received tenure in January 1998. From November 2001 to August 2003 he was Associate Professor at the same Polytechnic. Since September 2003, he is an Associate Professor at the Department of Civil and Environmental Engineering of Duke University.
In June 1996, Porporato received the Arturo Parisatti International Price, awarded by the Istituto Veneto di Scienze, Lettere e Arti. He was Research Associate at the Texas A&M University (USA) in 1998 and Research Associate at Princeton University (USA), Department of Civil and Environmental Engineering, from 1999 to 2001.
His main research interests regard near-wall turbulence dynamics, nonlinear analysis of hydrologic time series, stochastic soil moisture dynamics and water balance, soil-atmosphere interaction, and ecohydrology.
Since 2004, Porporato is Editor of Water Resources Research (AGU) and has also been referee and reviewer for various international journals and agencies. He has been chairman and convener of the Ecohydrology sessions of the AGU Spring Meeting in 2001 and 2002 and of the EGU in 2004-2006. Porporato has been part of the Italian research groups of Turbulence and Vorticity and of Climate, Soil and Vegetation Interaction, an advisor for the real-time forecasting in the Piedmont Region.
Porporato's didactic experience comprises courses in Fluid Mechanics, Hydraulics, Hydraulic Constructions, Statistical and Physical Hydrology, Environmental Fluid Mechanics, Ecohydrology, Engineering Data Analysis, Nonlinear Dynamics and Stochastic Processes. He has also been the didactic coordinator for the International School "Hydroaid: Water for Development", co-organized by the Polytechnic of Turin and the Italian Ministry of Foreign Affairs.
Porporato is author of more than 80 peer-reviewed papers, several publications presented at national and international conferences and invited talks. He is also co-author of the book "Ecohydrology of water controlled ecosystems" (Cambridge Univ. Press, 2004) and edited the book "Dryland Ecohydrology" (Springer, 2005).
- Scott C Schmidler, Associate Professor of Statistical Science
- George Tauchen, William Henry Glasson Professor of Economics
- Surya T Tokdar, Assistant Professor of Statistical Science
- Mike West, Arts & Sciences Professor of Statistical Science
- Robert L Wolpert, Professor of Statistical Science and the Environment