• 157 Citations
  • 8 h-Index
20022020

Research output per year

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Personal profile

Research interests

  • Markov chain Monte Carlo methods, Cross-Entropy method
  • Statistical modelling and applications in biology, bioinformatics, finance and insurance
  • Theory and applications of random processes, optimal stopping rules
  • Sequential analysis, asymptotic theory, change-point problem

Statistical Software

R-package "breakpoint"

Priyadarshana, W. J. R. M., Sofronov, G. (2015). Multiple Break-Points Detection in array CGH Data via the Cross-Entropy Method. IEEE/ACM Transactions on Computational Biology and Bioinformatics, vol. 12, N 2, 487-498, DOI: 10.1109/TCBB.2014.2361639, ISSN 1545-5963.

Teaching

  • 2020, 1 Semester, STAT8310 Statistical Theory
  • 2020, 1 Semester, STAT2372 Probability
  • 2019, 1 Semester, STAT806 Statistical Inference
  • 2014, 2015, 2 Semester, STAT821 Multivariate Statistical Analysis
  • 2011 - 2019, 1 Semester, STAT272 Probability
  • 2014, 1 Semester, STAT830 Prelude to Bioinformatics
  • 2011 - 2013, 1 Semester, ACST601 Stochastic Methods in Finance and Insurance
  • 2010 - 2012, 2018, 2 Semester, STAT328/STAT826 Market Research and Forecasting
  • 2010, 2011, 2015, 2016, 2018, 2019, 2 Semester, STAT273/STAT683 Introduction to Probability
  • 2016 - 2018, 1 Semester, STAT273/STAT683 Introduction to Probability
  • 2010, 1 Semester, STAT375 Linear Models
  • 2010, 1 Semester, STAT170 Introductory Statistics

Research student supervision

  • Ms Lijing Ma (PhD student since 2018; MRes,2017), principal supervisor
  • Ms Nishanthi Raveendran (PhD student since 2017; MRes, 2016-2017), principal supervisor
  • Ms Sophia Shen (MRes student since 2019), principal supervisor
  • Ms Thilini Dulanjali Kularatne (MRes, 2016-2017), principal supervisor 
  • Dr Madawa W. J. R. Priyadarshana (received his PhD degree in 2015), principal supervisor 
  • Dr Sergey Ivanov (received his PhD degree in 2014), adjunct supervisor 
  • Dr Tatiana Polushina (received her PhD degree in 2010), principal supervsior
  • More than 20 Master projects

PhD scholarships

If you are interested in doing a PhD or MRes at Macquarie under my supervision, and are eligible to apply for any of the scholarships listed here, then please contact me in advance of the closing dates.

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Projects

Research Outputs

Network structure change point detection by posterior predictive discrepancy

Bian, L., Cui, T., Sofronov, G. & Keith, J., 2020, Monte Carlo and Quasi-Monte Carlo Methods: MCQMC 2018, Rennes, France, July 1–6. Tuffin, B. & L'Ecuyer, P. (eds.). Cham: Springer, Springer Nature, p. 107-123 17 p. (Springer Proceedings in Mathematics and Statistics; vol. 324).

Research output: Chapter in Book/Report/Conference proceedingConference proceeding contribution

Identifying clusters in spatial data via sequential importance sampling

Raveendran, N. & Sofronov, G., 1 Jan 2019, Recent advances in computational optimization: results of the Workshop on Computational Optimization WCO 2017. Fidanova, S. (ed.). Switzerland: Springer-VDI-Verlag GmbH & Co. KG, p. 175-189 15 p. (Studies in Computational Intelligence; vol. 795).

Research output: Chapter in Book/Report/Conference proceedingChapter

  • On asymptotics of optimal stopping times

    Lustri, C. & Sofronov, G., 5 Apr 2019, (Submitted) In : arXiv e-prints. 14 p.

    Research output: Contribution to journalArticle

  • Which pathways lead to success? Transformation models and change-point detection for the early identification of students at risk

    Manuguerra, M. & Sofronov, G., 2019, Proceedings of the 34th International Workshop on Statistical Modelling: Volume II. Meira-Machado, L. & Soutinho, G. (eds.). Guimaraes, Portugal: IWSM, Vol. 2. p. 212-215 4 p.

    Research output: Chapter in Book/Report/Conference proceedingConference proceeding contribution

  • Анализ выживаемости слоевищ Evernia prunastri (L.) Ach.

    Translated title of the contribution: Survival analysis of the thalli of Evernia prunastri (L.) Ach.Suetina, Y. G., Dmitrieva, S. V., Trubyanov, A. B., Sofronov, G., Ivanov, S. M. & Glotov, N. V., 2019, Современные проблемы медицины и естественных наук: Сборник статей Международной научной конференции. Yoshkar-Ola, Russia: Mari State University, p. 163-164 2 p.

    Research output: Chapter in Book/Report/Conference proceedingConference proceeding contribution