Karl was a member of RTG 1953 on a Postdoctoral position from 01.09.2014 until 31.08.2016
He has worked on a method for making pointwise inference on a single function in an additive model in which the number of components exceeds the sample size. The approach is based on recently developed methods of inference in high-dimensional linear models which involve desparsification of the Lasso estimator. They have extended this methodology to nonparametric function estimation via the group Lasso and have obtained the asymptotic distribution for the estimator of a single function at a point, enabling the construction of pointwise confidence intervals. The procedure involves an initial under smoothed estimation of all components, which is followed by a final smoothing of the interest with the correct smoothness level.
Munir was born in Mannheim, Germany, in 1988. He received both his B.Sc. (2011) and M.Sc. (2012) in mathematics from Heidelberg University. During his studies he specialized in probability theory and statistics.
Since 2013 Munir is a PhD Student at Cass Business School, City University London. There, he is working on translating tacit knowledge from old actuarial procedures in the insurance office into a more modern statistical framework. His research focuses hereby on smoothing theory in non parametric survival analysis. He defended his thesis " In-sample Forecasting: Structured Models and Reserving" in September, 2016 and Since August 2016 he is a Research Fellow (Post-doc) at Cass Business School, City, University of London.
He was supervised by Prof. Dr. Enno Mammen and Prof. Dr. Jens Perch Nielsen
Alexander received his Diploma in Mathematics in 10/2012 from Heidelberg University. He began his work towards a PhD in 01/2013 and is a researcher in the computational statistics group at the Heidelberg Institute for Theoretical Studies. His research focuses on the theory and practice of forecast evaluation with emphasis on probabilistic forecasting and applications in economics.
He defended his thesis "Facets of Forecast Evaluation" in November, 2016 and since than is the research fellow in the research group "Computational Statistics" at Heidelberg Institute for Theoretical Studies (HITS)
He was supervised by Prof. Dr. Martin Schlather and Prof. Dr. Tilman Gneiting.
Alexander was born in Frunze, Kyrgyzstan. He received his B.Sc. in 2011 at the Univesity of Mannheim, and his M.Sc. in 2013 at the University of Mannheim. From 2013 to 2017 Alexander was a PhD Student at the University of Mannheim. His research interests are in path-dependent partial differential equations (PPDEs), stochastic analysis, and time-inhomogeneous Markov processes. After completing the PhD he continued as a postdoc at Imperial College.
He was supervised by Prof. Alexander Schied.
Sebastian was a associated member of RTG 1953 from 01.10.2013 until 31.12.2015
Title of his doctoral project is "Forecast verification"
Sebastian was supervised at the Heidelberg University by Prof. Tilman Gneiting and Dr. Thordis Thorarinsdottir
Marko was a member of RTG 1953 from 01.10.2013 until 31.03.2014
He defended his thesis "The Autoregressive Sieve Bootstrap for Fields and Multivariate Stochastic Processes" in December/2014.
After leaving the RTG 1953 he become a doctoral student at the TU Braunschweig, since Jan 2015 Postdoctoral Research Fellow TU Braunschweig, Institut für Mathematische Stochastik.
He was supervised at the University of Mannheim by Prof. Anne Leucht
Heidelberg University, Institute of Applied Mathematics
Moritz was born in Mainz. He received a Diploma in Mathematics from the University of Heidelberg in 2013. The Diploma thesis was about Bayesian analysis of discrete time queueing systems. From 2014 to 2017 he was a doctoral student in the research group working on
- subjectivistic probability theory and statistics
- Bayesian nonparametrics
- probability measures under certain judgements of invariances and symmetries
- De Finetti/Choquet-style theorems and parametrizations of mixing measures suitable for inference
Supervisors: Prof. Dr. Rainer Dahlhaus and Prof. Dr. Leif Döring
Roman was a associated member of RTG 1953 from 01.10.2013 until 28.02.2015
He defended his thesis "Physically coherent probabilistic weather forecasts using multivariate discrete copula-based ensemble postprocessing methods" in January/2015.
After leaving the RTG ´he become a Postdoc at the Heidelberg Institute for Theoretical Studies, from March 2015.
He was supervised at the Heidelberg University by Prof. Tilmann Gneiting and Dr. Thordis
Christian was a member of RTG 1953 from 01.10.2013 until 31.03.2014
He was supervised at the Heidelberg University by Prof. Mark Podolskij
Judith was a member of RTG 1953 from 01.10.2013 until 31.03.2014, she continued her promotion at the University of Paderborn.
She was supervised at the University of Mannheim by Prof. Enno Mammen
Sebastian was a member of RTG 1953 from 01.10.2013 until 30.09.2015
He defended his thesis "Statistical inference for Discrete-Valued Stochastic Processes" in June/2015.
He was supervised at the Heidelberg University by Prof. Rainer Dahlhaus and Dr. Cornelia Wichelhaus
Nopporn was a associated member of RTG 1953 from 01.10.2013 until 31.03.2016
He defended his thesis "Stable Convergence in Statistical inference and Numerical Approximation of Stochastic Processes" in June, 2016
He was supervised at the Heidelberg University by Prof. Mark Podolskij and Prof. Rainer Dahlhaus
Sophon was a member of RTG 1953 from 01.10.2013 until 30.06.2016
He defended his thesis "Nonparametric Estimation for spot Volatility of Processes with Poisson sampling under market micro structure Noise" in June, 2016
He was supervised at the Heidelberg University by Prof. Rainer Dahlhaus and Prof. Alexander Schied
Iryna was a member of RTG 1953 from 01.10.2013 until 30.09.2016
She defended her thesis "On pathwise functional Itô calculus and its applications to mathematical finance" in September, 2016
She was supervised at the University of Mannheim by Prof. Alexander Schied and Prof. Rainer Dahlhaus
Martin was a associated member of RTG 1953 from 01.10.2013 until 13.04.2015
He defended his thesis "On the mod-Gaussian convergence of a sum over primes and Estimation of components and variable selection in high-dimensional complex models" in April, 2015
After leaving the RTG he become a Research Assistant at Humboldt University Berlin.
He was supervised at the University of Mannheim by Prof. Enno Mammen
Claudia was born in Pritzwalk in Northern Germany. She received her diploma in mathematics with a minor in economics from the University of Ulm. Her major fields of study were financial mathematics and stochastics, and her diploma thesis dealt with "Importance Sampling for Credit Risk Measurement".
She started her PhD studies at the University of Hamburg in October 2009, focusing on different issues of statistics of multivariate ergodic diffusion processes. In June of 2013, she completed her PhD in mathematics. She has worked as a research assistant at the Ruhr-Universität Bochum and as a visiting assistant professor at the University of Hamburg. In April 2015 she joined the research group as a postdoctoral research fellow. Claudia's research interests are
- statistics of stochastic processes
- nonparametric statistics
- empirical processes