• 182 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, 2 Semester, STAT2371 Statistics
  • 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
  • Mr Eric Lie (MRes student since 2020), principal supervisor
  • Mr Hugh Entwistle (MRes student since 2020), 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

An optimal decision rule for a multiple selling problem with a variable rate of offers

Sofronov, G., May 2020, In : Mathematics. 8, 5, p. 1-11 11 p., 690.

Research output: Contribution to journalArticle

Open Access
File
  • 1 Downloads (Pure)

    An optimal double stopping rule for a buying-selling problem

    Sofronov, G. Y., Mar 2020, In : Methodology and Computing in Applied Probability. 22, 1, p. 1-12 12 p.

    Research output: Contribution to journalArticle

  • 1 Citation (Scopus)

    Change-point detection in autoregressive processes via the Cross-Entropy method

    Ma, L. & Sofronov, G., May 2020, In : Algorithms. 13, 5, p. 1-16 16 p., 128.

    Research output: Contribution to journalArticle

    Open Access
    File
  • 2 Downloads (Pure)

    Editorial for the special issue: change point detection

    Sofronov, G., Wendler, M. & Liebscher, V., Aug 2020, In : Statistical Papers. 61, 4, p. 1347-1349 3 p.

    Research output: Contribution to journalEditorial

    Multiple change point detection and validation in autoregressive time series data

    Ma, L., Grant, A. J. & Sofronov, G., Aug 2020, In : Statistical Papers. 61, 4, p. 1507-1528 22 p.

    Research output: Contribution to journalConference paper

    Open Access
    File
  • 1 Citation (Scopus)
    2 Downloads (Pure)

    Activities

    • 2 Organising a conference, workshop, ...

    Workshop Change Point Detection: Limit Theorems, Algorithms, and Applications in Life Sciences

    Georgy Sofronov (Organiser)
    8 Jul 201910 Jul 2019

    Activity: Participating in or organising an eventOrganising a conference, workshop, ...

    Inference for Change-Point and Related Processes

    Georgy Sofronov (Organiser)
    14 Jan 20147 Feb 2014

    Activity: Participating in or organising an eventOrganising a conference, workshop, ...

    Press / Media

    Early career researchers. Science without an accent.

    Georgy Sofronov

    20/02/12

    1 Media contribution

    Press/Media: Expert Comment