Probability & Statistics Group Heidelberg-Mannheim

Heidelberg University, Institute of Applied Mathematics

Supervisor: Prof. Dr. Claudia Strauch and Prof. Dr. Leif Döring

c.aeckerle(at)uni-heidelberg.de

University of Mannheim, Institute of Mathematics

Sam was born in Cambridge, UK. He received his M.Math (2016) in Mathematics from the University of Bath. During his studies he specialized in probability theory. Since October 2016 Sam is a PhD Student at the University of Mannheim and works on

  • Lévy processes
  • self-similar Markov processes
  • statistical methods involving random time-changes

Supervisor: Prof. Dr. Leif Döring and Prof. Rainer Dahlhaus

Contact: sbaguley(at)mail.uni-mannheim.de

University of Mannheim, Institute of Mathematics

Jonas received both his B.Sc. (2014) and M.Sc. (2017) in Business Mathematics from the University of Mannheim. During his studies he specialized in statistics and mathematical finance. Jonas joined the group in June 2017.

Supervisor: Prof. Dr. Martin Schlather, Prof. Dr. Rainer Dahlhaus and Dr. Kirstin Strokorb

Contact: jbrehmer(at)mail.uni-mannheim.de

University of Mannheim, Institute of Mathematics

Stefan was born in Karlsruhe, Germany. He received both, his B.Sc (2013) in Mathematics and his M.Sc. (2016) in Economathematics at the Karlsruher Institut of Technology.
During his studies he specialized in statistics and mathematical finance.
Stefan joined the group in November 2016 and is working on rough volatility.

Supervisor: Prof. Dr. Andreas Neuenkirch and Prof. Dr. Enno Mammen

Contact: stefan.koch(at)uni-mannheim.de

Heidelberg University, Institute of Applied Mathematics

Anna was born in Moscow, Russia. She received her "specialist" degree (diploma) 06/2014 at Lomonosov Moscow State University. She joined the group in 2014 and works on

  • stochastic differential equations
  • stochastic analysis
  • Parametrix method

Supervisors: Prof. Dr. Enno Mammen, Prof. Dr. Andreas Neuenkirch, and Prof. Dr. Valentin Konakov

Contact: annaAkozhina(at)gmail.com

Heidelberg University, Institute of Applied Mathematics

Alexander was born in 1989 in Hamburg, Germany. He received his B.Sc in 2012 at the Univerity of Darmstadt, an M.Sc in 2014 at the University of Bristol and an M.Sc in 2015 at the University of Darmstadt. He joined the group in 2014 and works on

  • graphon estimation
  • network models

Supervisors: Prof. Dr. Enno Mammen and Dr. Carsten Jentsch

Contact: kreiss(at)uni-heidelberg.de

Heidelberg University, Institute of Applied Mathematics

Xavier was born in Nantes, France. He received his B.Sc in mathematis at the University of Rennes1 in 2013 and an M.Sc. in 2015 in statistics at the University of Rennes1. Xavier jointed the group in 2015 and is working on

  • inverse problems
  • minimax theory
  • Bayesian non parametric inference

Supervisor: Prof. Dr. Jan Johannes and Prof. Dr. Claudia Schillings

Contact: loizeau(at)math.uni-heidelberg.de

University of Mannheim, Institute of Mathematics

Mehmet was born in Turkey. He received his diploma degree in mathematics with a minor in economics from the University of Heidelberg. In his diploma thesis he worked on high frequency statistics with respect to noisy fractional integral processes. After a one year in Saarbrücken, working on free probability, he joined the group in 2015. His research interests are

  • statistics of stochastic processes
  • inference on (non)-semimartingales
  • applications of Malliavin calculus.

Supervisor: Prof. Dr. Markus Bibinger and Prof. Dr. Andreas Neuenkirch

Contact: mehmet.madensoy(at)uni-mannheim.de

Olga was a member of RTG 1953 from 01.12.2014 until 30.11.2017
Olga received her Master’s degree  in 2011 in applied mathematics and informatics from Moscow State University, where she specialized in probability theory and mathematical statistics. After graduation she gained professional experience working as an analyst for an asset management company for one year. In 2014 she completed a further Master's degree in finance from the University of Ulm. In this Master’s thesis she investigated non-parametric methods for the estimation of the Levy density of an infinitely divisible random measure of infinitely divisible random fields with spectral representation. Since Olga joined the research group in 2014 her research focuses were: geostatistics and statistics for random field.

She was supervised by Prof. Dr. Martin Schlather and Prof. Dr. Tilmann Gneiting

Christof was born in Gunzenhausen, Germany. In 2014, he received his B.Sc. in Computer Science and his B.Sc. in Mathematics, both at the University of Freiburg. Two years later, he received his M.Sc. in Computer Science, also in Freiburg.
Christof joined the group in December 2016 and is working on Statistics of Eye Tracking Data.

Supervisor: Prof. Dr. Enno Mammen and Prof. Dr. Martin Schlather

Contact: schoetz(at)math.uni-heidelberg.de

Sandra was born in Tübingen, Germany. She received both her B.Sc
(2013) and M.Sc. (2016) in Mathematics from the University of
Heidelberg. During her studies she specialized in probability theory and statistics.
Sandra joined the group in December 2016.

Supervisor: Prof. Dr. Jan Johannes and Prof. Dr. Claudia Schillings

Contact: schluttenhofer(at)math.uni-heidelberg.de

Stefan was born in Marburg, Germany. He received a diploma in Taxation and Finance at the VFHS Rotenburg a.d.F. and subsequently worked for the government.  During this time he got in contact with topics in the area of business mathematics. This motivated him to study business mathematics at the Philipps-University Marburg where he completed his Bachelors Degree in 2012 and his Masters Degree in 2015. Since January 2015 he works as a PhD student and research assistant at the institute of mathematics at the University of Mannheim in the team of Prof. Dr. Martin Schlather. Stefan’s research field is the extreme value theory concerning weather extremes and econophysics.

Supervisors: Prof. Dr. Martin Schlather and Prof. Dr. Tilman Gneiting

Contact: stschnab(at)mail.uni-mannheim.de

University of Mannheim, Institute of Mathematics

Simon was born in Eberbach, Germany. He received his B.Sc (2015) in Business Mathematics and his M.Sc. (2017) in Business Mathematics at the University of Mannheim. During his studies he specialized in probability theory. Since August 2017 Simon is a PhD Student at the University of Mannheim and works on inverse problems.

Supervisor: Prof. Dr. Claudia Schillings and Prof. Dr. Jan Johannes

Contact: sweissma(at)mail.uni-mannheim.de

Dimitri was born in Kazakhstan in 1987. He received both his B.Sc. (2011) and M.Sc. (2013) in Business Mathematics from the University of Mannheim. During his studies he specialized in probability theory, in particular in Markov processes. Since 2013 Dimitri is a PhD Student at the University of Mannheim where he is working on random fields. His research focuses on the regularity of paths, spectral representations and the simulation of random fields on the sphere.

Supervisors: Prof. Dr. Martin Schlather and Prof. Dr. Jürgen Potthoff

Contact: dschwab(at)mail.uni-mannheim.de

Philip received both B.Sc. (2013) and M.Sc. (2016) in Business Mathematics from the University Mannheim. During his studies he specialized in probability theory ans statistics. Since 2016 Philip is a PhD Student at the University of Mannheim where he is working on stochastic processes. His research focuses on Lévy processes and self-similar Markov processes, especially their relation through the Lamperti transformation. 

Supervisors: Prof. Dr. Leif Döring and Prof. Dr. Enno Mammen 

Contact: hweissma(at)mail.uni-mannheim.de

Nicholas was born in Aschaffenburg, Germany, in 1991. He received his B.Sc. (2014) at University of Mannheim (business mathematics) and M.Sc. (2016) at University of Mannheim (business mathematics). Since 2017 Nicholas is a PhD Student at Chair for Stochastics, University of Mannheim.

Supervisor: Prof. Dr. Martin Schlather and Prof. Dr. Enno Mammen

Contact: nschreck(at)mail.uni-mannheim.de

There is always a group of PhD students from other research groups that are associated to the research group. 

Stephan received both his B.Sc. (2015) and M.Sc. (2016) in Mathematics from Heidelberg University. His master thesis was about Bayesian non parametric inverse problems. Since 2016 Stephan is a PhD Student at Cass Business School, City, University of London where he is working on reserving in Actuarial Science.
His research focuses hereby on survival analysis/counting processes and non parametric in-sample forecasting.

Supervisors: Prof. Dr. Jens Perch Nielsen and Prof. Dr. Enno Mammen

Contact: Stephan.Bischofberger(at)cass.city.ac.uk

Kira received her Diploma in Mathematics from Heidelberg University. During her studies she specialized in statistics. Currently, Kira is a PhD Student at the Heidelberg Institute for Theoretical Studie where she is working on statistical post-processing of weather forecasts. Her research focuses hereby on combining post-processing methods with spatial statistics.

Supervisor: Prof. Dr. Martin Schlather and Prof. Dr. Tilmann Gneiting

Contact: kira.feldmann(at)h-its.org

Yiqi Li was born in Guangxi, China. She received her bachelor´s degree in Psychology from Heidelberg University and has been studying at the University of Mannheim since 2012. Beside her academic study, she also worked as a user researcher at SAP from 2012 until 2015. She is particularly interested in developing, testing and applying mathematical models to describe and explain human behavior and mental processes. In her research, she pursues a theoretical, mathematical and methodological rigor on the one hand and a clear significance for the practical application on the other hand. Research Interests: Mathematical Psychology, Cognitive Modelling and Cognitive Psychology, Human-Computer Interaction.


Supervisors: Prof. Dr. Leif Döring and Prof. Dr. Edgar Erdfelder

Contact: yili(at)mail.uni-mannheim.de

Lena received both her B.Sc. (2012) and M.Sc. (2015) in financial mathematics from the University of Bayreuth. Since 04/2016 Lena is a PhD Student at the University of Mannheim and an associated member of the research training group. Her research focuses on categorical time series, random graphs and networks, high-dimensional statistics and penalization and statistics of functional data.

Supervisor: Dr. Carsten Jentsch and Prof. Dr. Enno Mammen

Contact: reichmann(at)uni-mannheim.de

Britta received her B.Sc. (2013) and M.Sc. (2015) in Mathematics at Heidelberg University. Since 2015 Britta is a PhD Student at EMBL International PhD programme, EMBL Heidelberg.

Supervisors: Dr. Wolfgang Huber, Prof. Dr. Enno Mammen

Contact: britta.velten(at)embl.de