Fundamental Sciences Departments Department of Mathematical Statistics About department

Department of Mathematical Statistics

The Faculty of Fundamental Sciences was established at Vilnius Technical University in 1993. Former Department of Mathematics was reorganized into the Departments of Mathematical Statistics and Mathematical Modeling in 1995 November 15. Since 1996 May 28 until 2012 June 30 The head of the Department of Mathematical Statistics was professor Leonas Saulis. Currently, the head of the department is assoc. professor Kazimieras Padvelskis. The pedagogical staff of the department consists mostly of specialists in probability theory and mathematical statistics. The department has 1 professor, 10 associate professors, 4 lecturers and 1 assistant. The teachers of the department teach special mathematics disciplines at the Faculty of Fundamental Sciences and general mathematics courses at the faculties of Environmental Engineering, Construction, Transport Engineering, Electronics, Creative Industries and Business Management, as well as at the Antanas Gustaitis Aviation Institute.

History

Fundamental Sciences was founded in Vilnius Technical University in 1993. On 15th of November in 1995 the former Department of Mathematics has been reorganized to Mathematical Statistics and Mathematical Modelling. The majority of teaching staff in Department of Mathematical Statistics consisted of probability theory and mathematical statisticians: doc. D.Bagdonienė, doc. B.Kryžienė, doc. V.Podvezko, prof. L. Saulis, doc. Vakrinienė, doc. A.Žemaitis. Department staff well complemented scientists from the Institute of Mathematics and Informatics: Acad. V.Statulevičius, prof. K.Kubilius, prof. R.Rudzkis, prof. H.Pragarauskas, prof. M. Sapagovas, prof. J.Sunklodas, doc. N.Kligienė, dr. S.Čepulėnas, doc. M.Radavičius, dr. B.Kaminskienė, doc. R.Banys, doc. D.Krapavickaitė. Head of the Department of Mathematical Statistics was elected professor Prof. Leonas Saulis on 28 May in 1996. On 14 June in 2000 Professor L. Saulis was re-elected department head for a second term and, since the 1 of September in 2004 - a third term. Since 1 of September in 2012 head of the Department of Mathematical Statistics was elected doc. Kazimieras Padvelskis. M.Kubilienė works as administratrix of department since 1997. The teaching staff of Department of Mathematical Statistics teaches special subjects in the Faculty of Fundamental Sciences, and general math courses in Environmental Engineering, Transport Engineering, Creative Industries and Business Management faculties.

There was established Applied Statistics program "Statistical Methods in Finance and Economics" for Master degree specialization in Department of Mathematical Statistics in 1996, in which 15-20 undergraduate bachelor graduates from various Lithuanian universities are admitted every year.

In 2003 obtained the right to establish the united Vilnius Gediminas Technical University and the Institute of Mathematics and Informatics PhD in physical sciences (P000), mathematics (01P). Recently, the Department has seven first-second-third-fourth-year doctoral students. Mathematics PhD theses defended a PhD student V.Avdejenkova and D.Deltuvienė in 2004, PhD students E.Mačiulaitytė and T.Rekašius in 2007, PhD students V.Chadyšas and J.Židanavičiūtė in 2009, PhD student D.Melichov in 2011, PhD students V. Nekrašaitė-Liegė and P. Samusenko in 2013. Doc. Dr. V.Podvezko carried out habilitation procedure in 2006.

Department staff publishes scientific articles in prestigious journals: “Acta Applicandae Mathematicae”, “Теория вероятностей и её применения”, “Lietuvos matematikos rinkinys”, “Lietuvos matematikų draugijos mokslo darbai”, "Journal of civil engineering and management", "Verslas: teorija ir praktika".
Since 1996, the Department of Mathematical Statistics is running "Applied mathematics” seminar, which takes place every Thursday at 15:00. Supervisor - doc. K. Padvelskis. Mathematical-statistical methods in engineering, medicine, finance and economy are analyzed during this seminar.

Vilnius Gediminas Technical University obtained the right to provide educational docent and professors of mathematics (01P) names on 14 of July in 1998.

Studies

Bachelor Degree Studies
Data Analysis Technologies

This study programme is aimed for young individuals who wish to acquire a high-quality university education and prepare for work in data analysis and statistics. Students of this program typically intend to become Lithuanian economic analysis or planning and forecasting specialists who understand fundamental big data sets analysis methodologies, who are able to apply statistical analysis techniques in order to solve complex company business problems, who are able to use statistical data analysis programmes and who have real practical problem solving skills.

What will you learn?

You will be able to independently determine informative economic and financial indicators, conduct real statistical data analysis and forecast by selecting the appropriate mathematical statistical model to investigated phenomenon; you will be able to use specialized computer programme packages SAS (Statistical Analysis System), R and others, for analysis and forecast of economic, social and technological processes; you will be able to assess, interpret, and summarize the results of statistical surveys and present conclusions and recommendations.

What are career opportunities after graduation?

Graduates of this study programme are in demand from the Lithuanian Department of Statistics, Finance, Transport, Economics, Environment and other ministries’ departments, commercial banks, insurance companies, and other companies and corporations.

Master Degree Studies
Data Science and Statistics

Official statistical offices, various public services, medical institutions, mobile operators, banks, transport and other business enterprises, social networks, gaming portals and a huge variety of other online services collect huge amounts of data.

In addition, more and more emerging smart equipment generate massive amounts of data of different nature. The analysis of enormous volumes of information becomes a burning issue. Thus, in order to obtain meaningful and useful data on the necessary figures from the available data requires a new generation of analysts capable of applying modern analysis and forecasting methods, technologies and analysis software.

Work involves a specialist in applied statistics turning to be an increasingly requested and needed job in a modern world.

The students having a Bachelor's degree in Statistics, Mathematics or Informatics can apply for the Master's degree programme in Data Science and Statistics.

Upon graduation, a Master's degree in mathematics is awarded.

The Master's degree programme in Data Science and Statistics is focused on training specialists in data analysis.

The analysis of the extremely large amounts of data encounters specific problems hardly posed in traditional statistics. Various problems arise from the physical volume of data. For the same reason, data processing time increases significantly.

Data are frequently unstructured, which is another relevant problem. Therefore, traditional methods for statistical analysis are hardly directly applied. Furthermore, challenges that require new methods for data analysis are posed.

All above introduced reasons has led to the development of Data Science representing a new interdisciplinary field of science.

Qualified large-scale data analysis necessitates specialists giving information on how to program and gain knowledge of databases and other information technologies related to data processing. Moreover, they should know and be able to apply statistical analysis, statistical modelling and forecasting methods. Hence, the need for such specialists is only increasing.

The study programme corresponds to the trend of applied econometrics and is relevant due to a great shortage of specialists in this field in Lithuania. Although the importance of statistical analysis is constantly growing in modern businesses, Lithuania counts a very low number of professionals having the required qualification.

The study programme is aimed at training highly qualified specialists capable of applying mathematical-statistical methods for performing the analysis of economic and technical data important and relevant to Lithuania, examining and forecasting price dynamics of goods and services, determining optimal insurance contribution rates using recent statistical methods, etc.

Learning outcomes

The Master's degree programme in Data Science and Statistics is designed:

to develop mathematical models for analysing large data sets and creating algorithms and computer programs for implementing the constructed models;
to solve the practical tasks of company activity or macroeconomics, interpret and summarize research results;
to perform stochastic risk analysis, select risk insurance models and solve other tasks of insurance companies;
to apply optimization techniques for analysing, planning or predicting various phenomena, manage to create and solve optimization problems using SAS software.

Career opportunities may include:

Work as the analysts of extensive data or business systems and as specialists in risk assessment.
Work as project managers in business and state enterprises and companies in Lithuania and abroad.
Studying a Doctoral degree programme in physical sciences and mathematics in Lithuania and abroad.

Research inovation

Activities
Analysis of asymptotic distributions of various statistics and applications of statistical analysis methods in finance, economics, engineering, medicine and biology.
Research fiels
Methods of statistical analysis and their applications
Activities in international organizations

1. Ž. Kalinauskas. European Central Bank, ECB expert‘s assistant in working group of Monetary financial institutions and markets since 2005; European Central Bank, ECB and Committee of European Banking Supervisors, CEBS Joint Expert Group on the Reconciliation of Credit Institutions‘ Statistical and Supervisory Reporting Requirements, JEGR member since 2009.

2. D. Krapavickaitė. International Association of Survey Statisticians, IASS member and ir representative ofLithuaniasince 1996.
Dissertations defended

Vitalija Avdejenkova. Modelling of gross domestic product. The dissertation was defended in VGTU 2004-01-30. Supervisor - Leonas Saulis.

Dovilė Deltuvienė. Asymptotic expansion in the large deviation zones. The dissertation was defended in VGTU 2004-12-03. Supervisor - Leonas Saulis.

Tomas Rekašius. Evolutionary model for noninformative genetic sequences. The dissertation was defended in VGTU 2007-03-02. Supervisor – Marijus Radavičius.

Elena Mačiulaitytė. Econimetric modelling of fiscal sector finances. The dissertation was defended in VGTU 2007-03-02. Supervisor – Rimantas Rudzkis.

Viktoras Chadyšas. Statistical estimators of the finite population parameters in the case of sample rotation. The dissertation was defended in VGTU 2010-01-28. Supervisor – Leonas Saulis.

Jurgita Židanavičiūtė. Dependence structure analysis of categorical variables with applications in genetics. The dissertation was defended in VGTU 2010-02-12. Supervisor – Marijus Radavičius.

Dmitrij Melichov. On estimation of the Hurst index of solutions of stochastic differential equations. The dissertation was defended in VGTU 2011-12-16. Supervisor - Kęstutis Kubilius.

Vilma Nekrašaitė-Liegė. Small area estimation. The dissertation was defended in VGTU 2013-01-23. Supervisor - Marijus Radavičius.

Pavel Samusenko. Nonparametric criteria for sparse contingency tables. The dissertation was defended in VGTU 2013-01-23. Supervisor - Marijus Radavičius.

Held habilitation procedure

Valentinas Podvezko. Complex evaluation of social and economic processes. Habilitation procedure took place in VGTU on 14^th of September in 2006.

Contacts

Department of Mathematical Statistics

Address Saulėtekio al. 11, 425 kab.

Phone +370 5 274 4849

Internal phone 9849

E-mail crypt:PGEgaHJlZj0ibWFpbHRvOm1zdGtAdmd0dS5sdCI+Zm1zYUB2aWxuaXVzdGVjaC5sdDwvYT4=:xx

Working time

I	8:00 - 16:45
II	8:00 - 16:45
III	8:00 - 16:45
IV	8:00 - 16:45
V	8:00 - 15:30

Lunch Break: 11.30 – 12.00

Staff contacts

- Page administrators:
- Emilija Blaškevič
- Ernestas Čepulionis
- Karolina Kardokaitė
- Ugnė Daraškevičiūtė