Frank van der Meulen

Frank van der Meulen is a Professor of Mathematical Statistics at the Vrije Universiteit Amsterdam (VU), where he leads the Department of Mathematics. He holds leadership roles including Director of the VU Bachelor Programme in Business Analytics, Chair of the Mathematical Statistics section at the Netherlands Society for Statistics and Operations Research (VVSOR), and Organizer of the nationwide Van Dantzig seminar. His research focuses on statistical inference for stochastic processes, Bayesian computation, and applications in fields like sports engineering, climate science, and maritime engineering. He has developed influential methods such as 'backward filtering forward guiding' for simulating conditioned Markov processes.

Frank obtained his PhD in 2005 from VU Amsterdam and has held academic positions at TU Delft (2007–2022) before returning to VU as a Full Professor in 2022. He teaches courses in statistics, probability, and data science, and has authored packages like BridgeLandmarks and BayesianDecreasingDensity. His work bridges theoretical advancements with practical applications, emphasizing collaboration across disciplines.

Research interests include Bayesian computational methods (MCMC, SMC), stochastic differential equations, and inference for diffusions on manifolds. Recent work explores stochastic phylogenetic models and fatigue calculations for maritime structures. He consults on statistical and machine learning projects, offering expertise through his GitHub repositories and published software tools.