Paulo Serra

Bio

I’m an assistant professor at the Mathematics Department of the Faculty of Science of the Vrije Universiteit Amsterdam in the Netherlands. I’m also a board member of the MSc Internship board for the Business Analytics program and of the Examination Board Mathematics and Business Analytics at the VU Amsterdam, a board member of the Mathematical Statistics section of the VVSOR, and a co-organiser of the (International) Bayes Club.

In the past I’ve been an assistant professor at the Department of Mathematics and Computer Science of the Eindhoven University of Technology for a few years. I was also postdoc for a year at the Korteweg-de Vries Institute, of the University of Amsterdam, working as part of the NETWORKS project, funded under NWO‘s Zwaartekracht grant. Before that, I spent two years as a postdoc at the Institute for Mathematical Stochastics of the University of Goettingen, in Germany. A long time ago I was a junior researcher for a year at CA3 group at UNINOVA, in Portugal, working on project NOMDIS developed for ESA/ESOC.

Current announcements

BSc/MSc projects: If you are interested in writing your thesis with me, have a look at some possible projects: [One pagers] If you have another idea that aligns with my research, then get is touch.

Past announcements

PhD position: Starting date September 2020 I had a PhD position available at VU Amsterdam. [Short description]

I have a wide range of research interests within (non-parametric) Mathematical Statistics including spline estimators, Bayesian non-parametrics and its frequentist properties, empirical Bayes, adaptation, non-standard asymptotic setups such as the ones that arise when working with periodically varying parameters, statistical tracking of time varying parameters, non-parametric regression, quantile regression, and multi-stage estimation procedures. Most of what I do involves Markov processes and Markov chains, Markov chain Monte Carlo and Poisson processes. A lot of my work is theoretical but I am also very interested in implementation of algorithms and their practical applications, programming and on-line (recursive) algorithms.

2020-present

Assistant professor at the Department of Mathematics, Vrije Universiteit Amsterdam, the Netherlands.

2016-2020

Assistant professor at the Mathematics and Computer Science department, Eindhoven University of Technology, the Netherlands.

2015-2016

Postdoctoral researcher at Korteweg-de Vries Institute, University of Amsterdam, the Netherlands.

2013-2015

Postdoctoral researcher at the Institute for Mathematical Stochastics, University of Goettingen, Germany.

2009-2013

PhD in Mathematical Statistics at Eindhoven University of Technology, the Netherlands. [Thesis]

2006-2008

MSc in Mathematical Sciences at Utrecht University, the Netherlands.

2005-2006

Junior researcher at CA3 group at UNINOVA, Portugal.

2000-2005

Licenciatura in Applied Mathematics at New University of Lisbon, Portugal.

I only update these lists occasionally, so they are likely to be out of date.

Preprints

• R. Kamphuis, M. Mandjes, and P. Serra. Road traffic estimation and distribution-based route selection.
• R. Kamphuis, M. Mandjes, and P. Serra. Road traffic estimation and algorithmic routing in a spatially dependent network.

Papers, patents, and code

1. T. Bakkes, E. Mestrom, N. Ourahou, M. Mischi, E. Korsten, P. Serra, A. Bouwman, and S. Turco. Predictive modeling of perioperative patient deterioration: combining unanticipated ICU admissions and mortality for improved risk prediction. Perioperative Medicine (to appear.) 2024
2. E. Mestrom, T. Bakkes, N. Ourahou, E. Korsten, P. Serra, L.J. Montenij, M. Mischi, S. Turco, and A. Bouwman. Prediction of postoperative patient deterioration and unanticipated intensive care unit admission using perioperative factors: Clinical decision support for postoperative patient allocation. PLOS One (to appear.) 2023
3. E. Belitser, P. Serra, and A. Vegelien. Robust oracle estimation and uncertainty quantification for possibly sparse quantiles. Journal of Nonparametric Statistics (to appear.) 2023
4. M.Regis, L.M. Eerikaïnen, R.Haakma, E.R. van den Heuvel, and P.Serra. Robust probabilistic modelling of PPG signals. JRSSc (to appear.) 2023
5. T. Krivobokova, P. Serra, F. Rosales, and K. Klockmann. Joint non-parametric estimation of mean and auto-covariances for Gaussian processes. Computational Statistics and Data Analysis, 2022.
6. M. Regis, P. Serra, and E.R. van den Heuvel. Random autoregressive models: A structured overview. Econometric Reviews, 2021.
7. P.Serra, M. Regis, and L. Eerikainen. International Application No. PCT/EP2020/054610, 2020.
8. P. Serra, and M. Mandjes. Estimation of Local Degree Distributions in Inhomogeneous Graphs. Computational Statistics and Data Analysis, 2019.
9. E. Belitser, N. Nurushev, and P. Serra. Robust estimation of sparse signal with unknown sparsity cluster value. 4th ISNPS, Salerno, Italy, June 2018, Springer, 2019.
10. P. Serra, and M. Regis. Automatic segmentation and probabilistic modelling of PPG signals. International Application No. PCT/EP2018/081322, 2018.
11. P. Serra, and M. Mandjes. Dimension Estimation Using Random Connection Models. Journal of Machine Learning research, 18, 2018.
12. F. Rosales, P. Serra, and T. Krivobokova. ebssc (Version 0.9). Göttingen, Germany, 2018.
13. P.J. Serra, and A. Di Bucchianico. Discussion on “Semiparametric Bayesian Optimal Replacement Policies: Application to Railroad Tracks” by Merrick and Soyer. Applied Stochastic Models in Business and Industry, 33, 2017.
14. P. Serra, and T. Krivobokova. Adaptive empirical smoothing splines. Bayesian Analysis 12:219-238, 2016.
15. E. Belitser, and P. Serra. Recursive Tracking Algorithm for a Predictable Time-Varying Parameter of a Time Series. Mathematical Methods of Statistics 24:243-265, 2014.
16. E. Belitser, P. Serra, and H. van Zanten. Rate optimal Bayesian intensity smoothing for inhomogeneous Poisson processes. Journal of Statistical Planning and Inference, 166:24–35, 2015.
17. E. Belitser, and P. Serra. Recursive estimation of conditional spatial medians and conditional quantiles. Sequential Analysis, 33:519–538, 2014.
18. E. Belitser, and P. Serra. Adaptive priors based on splines with random knots. Bayesian Analysis, 9:859–882, 2014.
19. E. Belitser, P. Serra, and H. van Zanten. Estimating the period of a cyclic non-homogeneous Poisson process. Scand. J. Stat., 40:204–218, 2013.
20. E. Belitser, and P. Serra. On properties of the algorithm for pursuing a drifting quantile. Automation and Remote Control, 74:613–627, 2013.
21. P.J. de Andrade Serra, T. Fatima, A. Fernandez, T. Kahniyev, P.J.P. van Veurs, J.J. Oosterwijk, S.Postma, V.Rottschäfer, L.Sewalt, and F.Veerman. Up and beyond building a mountain in the Netherlands. In M. Boon, A. Di Bucchianico, J. Draisma, R. van der Hofstad, A. Muntean, M. Peletier, and J.J.Oosterwijk, editors. Proceedings of the 84th European Study Group Mathematics with Industry, Eindhoven, 2012, pages 104–125, 2012.
22. S.H. Alavi, J. Jassbi, P. Serra, and R.A. Ribeiro. Defining fuzzy measures: a comparative study with genetic and gradient descent algorithms. In B.Pátkai, J.A. Tenreiro Machado, and I.J. Rudas, editors, Intelligent Engineering Systems and Computational Cybernetics, pages 427–437. Springer, 2009.
23. C. Coelho, and P. Serra. Fuzzy thermal alarm system (Version 1.0) Setúbal, Portugal, 2008.
24. C. Coelho, P. Serra, R.A. Ribeiro, R.A.M. Pereira, A. Dietz, and A. Donati. Fuzzy alarm system for laser gyroscopes’ degradation. Intelligent Automation and Soft Computing, 14:351–365, 2008.
25. R.A.M. Pereira, R.A. Ribeiro, and P. Serra. Rule correlation and Choquet integration in fuzzy inference systems. International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 16:601–626, 2008.
26. P. Serra, R.A. Ribeiro, R.A.M. Pereira, R. Steel, M. Niezette, and A. Donati. Fuzzy thermal alarm system for Venus express. In Frederic Adam and Patrick Humphreys, editors, Encyclopedia of Decision Making and Decision Support Technologies, pages 391–401. IGI Global, 2008.
27. J. Jassbi, S.H. Alavi, P. Serra, and R.A. Ribeiro. Transformation of a Mamdani FIS to first order Sugeno FIS. In Fuzzy Systems Conference, 2007. FUZZ-IEEE 2007. IEEE International, pages 1–6. IEEE, 2007.
28. R.A.M. Pereira, P. Serra, and R.A. Ribeiro. Choquet integration and correlation matrices in fuzzy inference systems. In Computational Intelligence, Theory and Applications: International Conference 9th Fuzzy Days in Dortmund, Germany, Sept. 18-20, 2006, volume 38, pages 15–18. Springer, 2006.
29. J. Jassbi, P.J.A. Serra, R.A. Ribeiro, and A. Donati. A comparison of Mandani and Sugeno inference systems for a space fault detection application. In World Automation Congress, 2006. WAC ’06, pages 1–8, 2006.

I’m teaching the courses Master Seminar in Stochastics, Statistics for Business Analytics, and Stochastic Processes for Finance at the VU Amsterdam. I also teach the Mastermath course Bayesian Statistics.

You can find my Python with Jupyter Notebook introduction tutorial to Probability and Statistics here. I use this in my courses.

Right now I’m co-supervising three PhD students, one MSc students, and two BSc student, and one MSc internship.