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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.


  • 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, 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 Thilini Dulanjali Kularatne (MRes, 2016-2017), principal supervisor 
  • Dr Madawa W. J. R. Priyadarshana (received his PhD degree in 2015, currently holding an academic position at Swinburne University, Australia), principal supervisor 
  • Dr Sergey Ivanov (received his PhD degree in 2014, currently holding an academic position at Mari State University, Russia), adjunct supervisor 
  • Dr Tatiana Polushina (received her PhD degree in 2010, currently postdoc at the University of Bergen, Norway), 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.

Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

Entropy Engineering & Materials Science
Optimal Stopping Rule Mathematics
Cross-entropy Method Mathematics
Sequential Procedure Mathematics
DNA Engineering & Materials Science
Change-point Detection Mathematics
Genes Engineering & Materials Science
Independent Random Variables Mathematics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Projects 2010 2017

Research Outputs 2002 2019

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 proceedingChapterResearchpeer-review

Importance sampling

On asymptotics of optimal stopping times

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

Research output: Contribution to journalArticleResearchpeer-review

Optimal Stopping Time
Upper bound
Asymptotic Behavior
Optimal Stopping Problem

An optimal double stopping rule for a buying-selling problem

Sofronov, G. Y., 3 Nov 2018, In : Methodology and Computing in Applied Probability.

Research output: Contribution to journalArticleResearchpeer-review

Stopping Rule
Dependent Observations
Sequential Procedure
Random walk

An improved hybrid algorithm for multiple change-point detection in array CGH data

Sofronov, G. Y., Polushina, T. V. & Jayawardana, M. W., 2017, 22nd International Congress on Modelling and Simulation. Syme, G., Hatton MacDonald, D., Fulton, B. & Piantadosi, J. (eds.). mssanz.org.au: Modelling & Simulation Society Australia & New Zealand, p. 508-514 7 p.

Research output: Chapter in Book/Report/Conference proceedingConference proceeding contributionResearchpeer-review

Open Access
Gene expression
Statistical methods

Binary segmentation methods for identifying boundaries of spatial domains

Raveendran, N. & Sofronov, G., 2017, Communication Papers of the 2017 Federated Conference on Computer Science and Information Systems (FedCSIS). Ganzha, M. & Maciaszek, L. (eds.). Poland: Polskie Towarzystwo Informatyczne, Vol. 13. p. 95-102 8 p. (Annals of computer science and information systems; vol. 13). (Annals of computer science and information systems).

Research output: Chapter in Book/Report/Conference proceedingConference proceeding contributionResearchpeer-review

Population Genetics