Homepage of Frank van der Meulen

Professor in Mathematical Statistics

Vrije Universiteit Amsterdam
Department of Mathematics
De Boelelaan 1111, 1081 HV Amsterdam, Netherlands
Room: NU-9A-67
Email: f(dot)h(dot)van(dot)der(dot)meulen(at)vu(dot)nl

Frank van der Meulen

Research Summary

My research is directed to statistical inference for stochastic processes, with focus on uncertainty quantification and indirect observation schemes. I work on Bayesian computational aspects of inference for discretely observed stochastic processes on graphical models with particular emphasis on diffusion processes. I have developed general methods for simulating conditioned Markov processes using an algorithm called backward filtering forward guiding. Applications include stochatic shape deformation, inference methods for diffusions on manifolds, chemical reaction networks and filtering methods for partically observed processes defined in terms of a stochastic partial differential equation.

More generally, I am interested in Bayesian computational methods such as Markov Chain Monte Carlo (MCMC) and Sequential Monte Carlo (SMC). I have worked on piecewise deterministic processes such as the (sticky) ZigZag process. On a somewhat more theoretical level I am interested in proving posterior contraction rates for Bayesian procedures, for example in censoring or shape restricted nonparametric problems.

Finally an important aspect of my research consists of direct collaboration with researchers in fields outside mathematics. Examples include sports engineering, climate projections and maritime engineering (fatigue calculations of maritime structures).

Some research keywords: statistical inference for stochastic processes; Bayesian computation; filtering; graphical models; dynamical systems; shape analysis, stochastic differential equations.

If we share research interests, feel free to send me an email to discuss possibilities for collaboration.

Organisation - services to the community:

Oratie (inaugural speech): (January 24 2025): my inaugural address was published in Nieuw Archief voor de Wiskunde (inaugural). These are the presentation slides and this is one animation used. 

Consulting Requests

I offer consulting services in statistics, data analytics, machine learning, and related areas. More info here.

Preprints



Publications

Full list of publications (last updated 28-06-2025)

Recent publications

Some older publications
Some "outreach" publications
Unpublished


Short CV

2001--2005: PhD student, VU Amsterdam
2005--2007: Researcher at IBIS UvA
2007--2017: Assistant professor, TU Delft
2018--2022: Associate professor, TU Delft
2022--now:  Full professor, VU Amsterdam

Teaching

I have taught coursed in statistics, probability, analysis and linear algebra in the bachelor and master for over 10 years. For the courses financial time series (minor Finance at TU Delft) and statistical inference (master course at TU Delft) I have written lectures notes: statistical inference and time-series.

Software

I enjoy implementing new computational ideas, see my Github account. Some of the packages I have written include

Presentations

Math Books

Here are some books in math I like: