Alan Smith

Anica Kostic

  • e:
  • Department of Statistics
    London School of Economics
    Houghton Street
    London WC2A 2AE


I was born in Belgrade, Serbia. I earned my bachelor's and master's degree at Faculty of Mathematics, University of Belgrade. My master's thesis project was on kernel density estimation (KDE) and its applications to tests of symmetry and exponentiality.
Currently, I am a third year PhD student in Statistics at the London School of Economics and Political Science. My PhD supervisor is Professor Piotr Fryzlewicz.
My PhD projects involve applying change-point ideas to multiple testing and vice versa, particularly for the purpose of inferencing on the set of coordinates affected by changes in a high-dimensional change-point model.

Research interests

  • Change-point detection
  • Multiple testing
  • Time Series Analysis
  • High-dimensional Statistics
  • Applications in genetics and medicine

Hobbies and interests

Besides mathematics and statistics, my other great interest is music. I play piano, and I have finished primary and secondary music school in Belgrade.