News

September 2026

Smoothing the math of spatial networks

2 min read · Sun, Sep 13 2026

Spotlight News Research in Focus

Gaussian processes kriging Markov random field Maximum Likelihood quantum graph

A new statistical approach could make modelling spatial networks more accurate and efficient.

August 2026

Smoothing the math of spatial networks

1 min read · Sun, Aug 23 2026

News Clip News

spatial statistics stochastic processes

A new statistical approach could make modeling spatial networks more accurate and efficient.

January 2026

Building bridges between mathematical statistics and real-world impact

4 min read · Tue, Jan 6 2026

Spotlight News Research in Focus

mathematical statistics random fields stochastic partial differential equations computational statistics

A research journey that connects statistical theory with the complexity of real-world systems.

October 2025

September 2025

Understanding Extremal Dependence in Lévy Driven Processes

1 min read · Sun, Sep 14 2025

News

Exponential tail Extremal dependence Moving average process Non-Gaussian process

A new study by researchers Zhongwei Zhang, David Bolin, Sebastian Engelke, and Raphaël Huser tackles the open problem of characterizing extreme event dependence in certain non-Gaussian stochastic processes. The work focuses on continuous-time moving average processes driven by exponential-tailed Lévy noise, models that extend classical Gaussian processes to capture heavy deviations and jump discontinuities. Until now, it was unclear how extremes in these models behave jointly across different spatial locations or time points, depending on the domain in which the process is defined. The

August 2025

Understanding Extreme Market Behavior: The Efficient Tail Hypothesis

2 min read · Thu, Aug 28 2025

News

extreme events market microstructure extreme statistics

A new study by researchers Junshu Jiang, James Richards, Raphaël Huser, and David Bolin introduces the Efficient Tail Hypothesis (ETH), an analogue of the Efficient Market Hypothesis focused on extreme events in financial markets. Drawing on extreme value theory, the team developed a novel statistical measure to evaluate whether asset markets remain informationally efficient even during rare, extreme fluctuations. Their findings not only challenge conventional wisdom on market efficiency but also open the door to identifying potential opportunities (and risks) that emerge during market

July 2025

Mapping risk on networks: A scalable model for spatial point processes earns international recognition

2 min read · Mon, Jul 28 2025

Awards News

spatial statistics Gaussian processes R-INLA

KAUST Ph.D. student Damilya Saduakhas wins Best Paper Award for a new model mapping accident risk on complex road networks.

June 2025

Efficient and Accurate Inference for Matérn Gaussian Processes on Intervals

1 min read · Mon, Jun 16 2025

News

Gaussian processes statistical inference

A new study by researchers at KAUST introduces a breakthrough method for statistical modeling with Matérn Gaussian processes, a popular tool in spatial statistics, machine learning, and the natural sciences. While Gaussian processes with stationary Matérn covariance functions (Matérn processes) are valued for their flexibility, their use with large datasets has been severely limited by the high computational cost of standard methods. The team has developed the first generally applicable approach that enables fast, linear-cost inference and prediction for Matérn processes on bounded intervals

May 2025

Mastering Network Spatial Statistics with the MetricGraph R Package

1 min read · Sat, May 24 2025

News

spatial statistics applied statistics Bayesian Statistics Log-Gaussian Cox process Gaussian processes latent Gaussian models

A new open-access mini-course is expanding access to advanced network spatial statistics through practical training with the MetricGraph package R, a powerful tool developed by David Bolin (KAUST), Alexandre B. Simas (KAUST), and Jonas Wallin (Lund University) for modeling data on network structures such as road systems and river basins. Presented by Bolin and Simas at the University of Glasgow during the “ INLA: Past, Present, and Future” workshop, the mini-course provides step-by-step tutorials, real datasets, and comprehensive R code, all freely available online, opening new avenues for

September 2023

Penalizing complexity for better stats

2 min read · Mon, Sep 11 2023

News

Applying a penalty for increasing complexity provides better control over flexible statistical models.

July 2023

MetricGraph: New R package for statistical analysis of data on networks

1 min read · Wed, Jul 5 2023

News

The newly developed MetricGraph package is now available on CRAN. The package facilitates creation and manipulation of metric graphs, such as street or river networks. Further facilitates operations and visualizations of data on metric graphs, and the creation of a large class of random fields and stochastic partial differential equations on such spaces. These random fields can be used for simulation, prediction and inference. In particular, linear mixed effects models including random field components can be fitted to data based on computationally efficient sparse matrix representations

February 2023

New article in Statistical Science

1 min read · Tue, Feb 14 2023

News

The paper Local Scale Invariance and Robustness of Proper Scoring Rules have been published in Statistical Science.

June 2022

New paper in Bernoulli

1 min read · Mon, Jun 6 2022

News

The paper Equivalence of measures and asymptotically optimal linear prediction for Gaussian random fields with fractional-order covariance operators is now in press in the Bernoulli journal.

May 2022

Professor Bolin earns American Statistical Association Section on Statistics and the Environment Early Investigator Award

2 min read · Thu, May 26 2022

News

award statistics environment

Prof. David Bolin has been selected for the American Statistical Association Section on Statistics and the Environment Early Investigator (ENVR) Award for his outstanding contributions to environmental statistics.

January 2022

December 2021

New version of the rSPDE package

1 min read · Mon, Dec 13 2021

News

Version 1.0.0 of the rSPDE package has been released on CRAN. It includes an interface to R-INLA and new improved rational approximations of SPDE models. See https://davidbolin.github.io/rSPDE/ for examples and tutorials.

November 2021

September 2021

Article accepted in the Annals of Statistics

1 min read · Tue, Sep 28 2021

News

The article Necessary and sufficient conditions for asymptotically optimal linear prediction of random fields on compact metric spaces by K. Kirchner and D. Bolin has been accepted for publication in the Annals of Statistics. For statistical applications it is crucial to understand the effect that misspecifying the mean or the covariance function of a random field has on linear prediction. In the article, we address this by providing three necessary and sufficient conditions for uniformly asymptotically optimal linear prediction of random fields on compact metric spaces.

August 2021

New article published in Journal of Climate

1 min read · Mon, Aug 30 2021

News

The paper Extreme rainfall events in the Northeastern USA become more frequent with rising temperatures, but their intensity distribution remains stable by Helga Olafsdottir, Holger Rootzén, and David Bolin has been published in Journal of Climate.

March 2021

Getting the inside track on street design

1 min read · Tue, Mar 30 2021

News

big data statistics

Large-scale analysis of pedestrian data from three European cities examines how building density and street design influence pedestrian behavior.

January 2021

New paper published in JRSS Series A

1 min read · Sun, Jan 10 2021

News

statistics machine learning

The paper Functional ANOVA modelling of pedestrian counts on streets in three European cities by David Bolin, Vilhelm Verendel, Meta Berghauser Pont, Ioanna Stavroulaki, Oscar Ivarsson, and Erik Håkansson has been published in the Journal of the Royal Statistical Society Series A.

December 2020

Prof. Bolin elected member of ISI

1 min read · Sat, Dec 26 2020

News

As of December 2020, David Bolin is an elected member of the International Statistical Institute. ISI Elected membership is open to individuals who are established in their careers and have made significant contributions to the statistical profession.

November 2020

Sci-Café on Statistics

1 min read · Mon, Nov 23 2020

News

statistics

Watch Sci-Café featuring panelists David Bolin, Hernando Ombao and Paula Moraga, with moderator Naadiya Carrim, by tuning in to the live Zoom feed, where you’ll be able to ask questions during the event, or by tuning in to the KAUST Official Facebook page or YouTube channel.

October 2020

Today we celebrate World Statistics Day!

1 min read · Tue, Oct 20 2020

News

statistics healthcare

Let’s discover the world of the statisticians at KAUST and be ready to be amazed by their cutting-edge research!

September 2020

Meet KAUST prospective student: Xiaotian Jin

1 min read · Thu, Sep 3 2020

News

Statistical Modeling spatio-temporal statistics

Xiaotian Jin is a graduate of Wenzhou-Kean University in China (a campus of Kean University in the USA). Xiaotian will join KAUST this fall as a M.S./Ph.D. candidate in the KAUST Stochastic Processes and Applied Statistics research group under the supervision of Professor David Bolin.

July 2020

April 2020

New Royal Statistical Society discussion paper

1 min read · Sat, Apr 4 2020

News

statistics

The manuscript Linear mixed effects models for non-Gaussian continuous repeated measurement data by Ozgur Asar, David Bolin, Peter J Diggle, and Jonas Wallin has been accepted as a Royal Statistical Society discussion paper. The paper will be presented at the discussion meeting on May 13, 2020. These meetings are usually held at the Society's premises in Errol Street, London. However, due to the current situation it will instead be a virtual meeting. See the related URLs for further details about the event and paper, and how to submit a contribution to the discussion.

December 2019

New paper published in JRSS Series B

1 min read · Tue, Dec 31 2019

News

The paper Multivariate type G Matérn stochastic partial differential equation random fields by David Bolin and Jonas Wallin has been published in the Journal of the Royal Statistical Society Series B.

November 2019

CEMSE New Faculty: David Bolin, Associate Professor of Mathematical Statistics

3 min read · Tue, Nov 19 2019

News

spatial statistics spatio-temporal modeling

David Bolin is an associate professor of mathematical statistics who joined the KAUST Computer, Electrical and Mathematical Science and Engineering (CEMSE) Division earlier this month from the Department of Mathematical Sciences at the University of Gothenburg. Before joining KAUST, Bolin received both his Ph.D. degree in mathematical statistics and M.S.c in engineering mathematics from Lund University, Sweden, in 2012 and 2007, respectively. Upon completing his Ph.D., he spent one year at Umeå University, Sweden, working as a postdoctoral fellow before moving to the Chalmers University of Technology. In 2016, Bolin became an associate professor of mathematics at the University of Gothenburg, where a year later he received the title of Docent in mathematical statistics.