Paulo Serra

I'm an assistant professor at the Stochastics group of the Department of Mathematics and Computer Science of the Eindhoven University of Technology in the Netherlands. I'm also involved with the SMM reasearch program of the Data Science Center Eindhoven.

I was a postdoc for a year at the Korteweg-de Vries Institute, of the University of Amsterdam, working as part of the NETWORKS project, funded under NWO's Zwaartekracht grant. Before that, I spent two years as a postdoc at the Institute for Mathematical Stochastics of the University of Goettingen, in Germany. A long time ago I was a junior researcher for a year at CA3 group at UNINOVA, in Portugal, working on project NOMDIS developed for ESA/ESOC.

Here you can find some information about my research, teaching, and publications.

Contacts and address


Address: Paulo Serra (MF 4.088), Eindhoven University of Technology, Department of Mathematics and Computer Science, P.O. Box 513, 5600 MB Eindhoven, the Netherlands.

Research Interests

I have a wide range of research interests within (non-parametric) Mathematical Statistics including spline estimators, Bayesian non-parametrics and its frequentist properties, empirical Bayes, adaptation, non-standard asymptotic setups such as the ones that arise when working with periodically varying parameters, statistical tracking of time varying parameters, non-parametric regression, quantile regression and multi-stage estimation procedures. Most of what I do involves Markov processes and Markov chains, Markov chain Monte Carlo and Poisson processes. A lot of my work is theoretical but I am also very interested in implementation of algorithms and their practical applications, programming and on-line (recursive) algorithms.

Short curriculum


- Assistant professor at Mathematics and Computer Science department, Eindhoven University of Technology, the Netherlands;


- Postoctoral researcher at Korteweg-de Vries Institute, University of Amsterdam, the Netherlands;


- Postdoctoral researcher at the Institute for Mathematical Stochastics, University of Goettingen, Germany;


- PhD. in Mathematical Statistics at Eindhoven University of Technology, the Netherlands; Thesis


- MSc. in Mathematical Sciences at Utrecht University, the Netherlands;


- Junior researcher at CA3 group at UNINOVA, Portugal;


- Licenciatura in Applied Mathematics at New University of Lisbon, Portugal.


   2WH06 - Modelling Week
   2WH30 - Mathematical Modelling
   2WS40 - Linear statistical models
   2WH20 - Programming and Modelling
   2DD40 - Mathematics I

I am currently supervising two BSc. students.


Journal Articles


P. Serra, and M. Mandjes. Dimension Estimation Using Random Connection Models.


P. Serra, and T. Krivobokova. Adaptive empirical smoothing splines. Bayesian Analysis


E. Belitser, and P. Serra. Online tracking of a drifting parameter of a time series. Mathematical Methods of Statistics

E. Belitser, P. Serra, and H. van Zanten. Rate optimal Bayesian intensity smoothing for inhomogeneous Poisson processes. Journal of Statistical Planning and Inference, 166:24–35.


E. Belitser and P. Serra. Recursive Estimation of Conditional Spatial Median and Conditional Quantiles. Sequential Analysis

E. Belitser and P. Serra. Adaptive priors based on splines with random knots. Bayesian Analysis


E. Belitser and P. Serra. On properties of the algorithm for pursuing a drifting quantile. Automation and Remote Control, 74(4):613-627, 2013.


E. Belitser, P. Serra, and H. van Zanten. Estimating the period of a cyclic non-homogeneous Poisson process. Scand. J. Stat., 2012.


C. Coelho, P. Serra, R. A. Ribeiro, R. A. M. Pereira, A. Dietz, and A. Donati. Fuzzy alarm system for laser gyroscopes degradation. Intelligent Automation and Soft Computing, 14(3):351-365, 2008.

R.A.M. Pereira, R.A. Ribeiro, and P. Serra. Rule correlation and Choquet integration in fuzzy inference systems. International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 16(05):601-626, 2008.


P. Serra. Bayesian frequency estimation for cyclostationary processes.

T. Krivobokova, F. Rosales, and P. Serra. Penalised splines in regression with correlated noise.

F. Enikeeva, T. Krivobokova, and P. Serra. Exact, adaptive tests for polynomial regression against a general alternative.

M. Mandjes and P. Serra. Estimation of local degree distributions in Inhomogeneous graphs.

Book chapters


S. H. Alavi, J. Jassbi, P. Serra, and R. A. Ribeiro. Defining fuzzy measures: A comparative study with genetic and gradient descent algorithms. In B. Patkai, J. A. Tenreiro Machado, and I. J. Rudas, editors, Intelligent Engineering Systems and Computational Cybernetics, pages 427-437. Springer, 2009.


P. Serra, R.A. Ribeiro, R. A. Marques Pereira, R. Steel, M. Niezette, and A. Donati. Fuzzy thermal alarm system for Venus express. In Frederic Adam and Patrick Humphreys, editors, Encyclopedia of Decision Making and Decision Support Technologies, pages 391-401. IGI Global, 2008.

Conference proceedings


J. Jassbi, S. H. Alavi, P. Serra, and R. A. Ribeiro. Transformation of a Mamdani FIS to first order Sugeno FIS. In Fuzzy Systems Conference, 2007. FUZZ-IEEE 2007. IEEE International, pages 1-6. IEEE, 2007.


R. A. M. Pereira, P. Serra, and R. A. Ribeiro. Choquet integration and correlation matrices in fuzzy inference systems. In Computational Intelligence, Theory and Applications: International Conference 9th Fuzzy Days in Dortmund, Germany, Sept. 18-20, 2006 Proceedings, volume 38, pages 15-18. Springer, 2006.

J. Jassbi, P.J.A. Serra, R.A. Ribeiro, and A. Donati. A comparison of mandani and sugeno inference systems for a space fault detection application. In Automation Congress, 2006. WAC '06. World, pages 1-8, july 2006.