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ERA Chair in Mathematical Statistics and Data Science for the University of Luxembourg

Periodic Reporting for period 2 - SanDAL (ERA Chair in Mathematical Statistics and Data Science for the University of Luxembourg)

Reporting period: 2020-04-01 to 2021-12-31

SanDAL aims to create at the University of Luxembourg (UL) a high-level research group in Mathematical Statistics and Data Science (MS&DS). This will fill an identified gap between UL’s current research activity in mathematics (including probability theory but also geometry and mathematical physics), which developed well in recent years, and a number of applications of particular importance both for other academic research fields and for Luxembourg’s economic development.

The ERA Chair will be offered a permanent full professorship at UL to ensure a sustainable structural change and improvement of Luxembourg’s Research and Innovation landscape. The project will also fund two postdoctoral positions for its full duration, and three PhD positions will be UL-funded. The main scientific directions of the project (to be precisely defined by the ERA Chair Holder) will be High-Dimensional Data Analysis (including Probabilistic Aspects of High-Dimensional Data and Topological Data Analysis) and New Mathematical Tools for Contemporary Statistics (including Signal Reconstruction and the Mathematics of Sparsity, and Non-Parametric Bayesian Methods).

In addition to the development of a strong and sustainable new direction of research at UL, SanDAL will permit the development of new teaching programs at MSc and PhD levels in MS&DS. It will therefore ensure a steady flow of MS&DS graduates that will be of value not only for mathematics but also for academic and non-academic research in other fields and in other economic areas. SanDAL will build on the existing expertise in mathematics (in particular probability theory, but also discrete geometry and topology) at UL. The contribution of an external Scientific Steering Committee, made of top experts in MS&DS, will be essential to its scientific success, while a National Advisory Board, made of some of the main users of MS&DS at the Luxembourg level, will ensure that it is relevant to the economy and other academic fields.
Until the end of the second reporting period of the project, the SanDAL ERA Chair has achieved the following main results (in spite of the COVID-19 related complications and limitations during the full second reporting period):

1. The recruitment of their ERA Chair Holder, Prof. Yannick Baraud, in August 2019.
2. The initial and midterm versions of the ERA Chair Strategic Research Programme have been produced and more importantly, three Master programmes have been developed: i) the Master in Data Science was inaugurated in September 2021; ii) a Master in Actuarial Science has been fully developed and awaits the necessary recruitment of a relevant expert in order to be launched, and iii) the Master in Applied Data Science has been developed as a continuing education programme, highly demanded by local stakeholders and awaits final approval at the level of the Ministry. The development of a PhD programme in Data Science continues to be worked on in close collaboration with the stakeholders.
3. SanDAL has explored potential funding opportunities to expand its work in MS&DS research topics. The ERA Chair has organised and participated in several workshops with Luxembourgish stakeholders and H2020 funding schemes to become familiar with national socio-economic challenges and to build a collaborative network for future projects and to support their academic programmes. Several proposals have been submitted for funding: FNR RESCOM International Conference funding (awarded in 2020); internal submission of an FNR ATTRACT candidate (not retained); MSCA-PF-2021 application by a SanDAL Experienced Researcher (results expected in 2022); FNR PRIDE Doctoral Training Unit (results expected in 2022).
4. The ERA Chair Team has organised several events during its two first Periods, including regular probability and statistics seminars and the SanDAL Inaugural Lecture, which introduced the ERA Chair Holder, the aim of project and the scientific focus. The first winter school took place at the end of 2020 and a second school took place in July 2021. The organisation of an International Conference planned in Year 3 has been postponted to Year 4 in order to take advantage of more relaxed sanitary restrictions, which in Year 3 were still having a very negative impact.
5. Finally, SanDAL has also been active with dissemination and outreach activities. These include presentations at scientific events, participation at international conferences, press coverage, as well open days at the university and non-academic sessions for the general public.
The expected potential impacts targeted by the SanDAL project are the following:
Impact #1. Increased attractiveness of the institution, host region and country for internationally excellent and mobile researchers
Impact #2. Increased research excellence of the institution in the specific fields covered by the ERA Chair holders.
Impact #3. Improved capability to compete successfully for internationally competitive research funding.
Impact #4. Institutional changes within the ERA Chair host institution to implement the European Research Area priorities

The immediate impacts for the Mathematics Department from the first two periods are as follows:
• The project has been very beneficial towards establishing a Strategic Research Programme in MS&DS. This has led to the development of three Master’s programmes (one already inaugurated) and PhD training courses, with a full PhD programme to be developed in the coming year.
• Building close interactions with major data science players in Luxembourg have facilitated new contacts with industry partners, stakeholders, and other related academic domains. This has resulted in higher applicability of UL’s research and to tailor their topics in areas where they could be utilised, as well as introducing opportunities to collaborate with the Faculty (including in the developed Master programmes).
• Increasing the relevance of their scientific work in a multidisciplinary capacity and to raise their expertise in MS&DS nationally and beyond. The ERA Chair has been active in exploring funding opportunities in Luxembourg and in the EU which are aligned with their research interests, as well as planning potential partnerships.
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