Probability & Statistics Group Heidelberg-Mannheim

Nicolas was a associated member of RTG from 01.05.2016 until 31.07.2017.
He was born in Mulhouse, France, in 1989. He received his B.Sc. (2010) at University of Upper Alsace (Computer Science and Mathematics) and M.Sc. (2012) at University of France-Comte (Statistics and Mathematical Statistics). From 2012 to 2017 Nicolas was a PhD Student and teaching assistant at Université catholique de Louvain, Belgium. His research focuses were adaptive non-parametric estimation, mini max theory and statistical ill-posed inverse problems. He defended his thesis "Adaptive estimation of inverse problem in presence of dependence" on September 12th, 2017.

He was supervised by Prof. Dr. Jan Johannes and Prof. Dr. Ingrid van Keilegom

Philipps University of Marburg, Stochastics Institute

Markus was an assistant professor in the Department of Economics at the University of Mannheim. His research work is focused on 

  • statistics of stochastic processes
  • high-frequency financial data 
  • non-parametric statistics

Martin received both his B.Sc. (2012) and M.Sc. (2014) in Business Mathematics from the University of Mannheim. Afterwards, he worked as an actuarial analyst for a life insurance company. On 25th October, 2017 Martin defended his PhD "Non-Stationary max-stable Processes" at the University of Mannheim.


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

Munir was a associated member of RTG 1953 from 01.10.2013 until 09.12.2016
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" on December 09th, 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

Heidelberg Institute for Theoretical Studies

  • statistics and probability 
  • forecasting; with applications in atmospheric 
  • environmental and earth sciences 
  • economics, among other disciplines

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.

University of Mannheim, Department of Economics

  • (Non-stationary and Multivariate) Time Series Analysis
  • Bootstrap Techniques for Dependent Data
  • Fourier and Wavelet Methods in Statistics
  • Statistical Analysis of Text Data
  • High-dimensional Time Series Modeling for Networks
  • Time Series Econometrics

 

 

Alexander was a associated member of RTG 1953 from 01.10.2013 until 23.11.2016
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" November 23th, 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 a associated member of RTG 1953 from 01.10.2013 until 30.04.2017
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 defended his thesis "Markovian integral equations and path-dependent partial differential equations" on Juni, 9th, 2017.

He was supervised by Prof. Alexander Schied.

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 has been worked on: stochastic differential equations, stochastic analysis and Parametrix method.
She defended her thesis "Parametrix method and its applications in probability theory", on July 16th, 2018. and will be working at SBERBANK, Moscow, as " Leading expert" at the department: "Risks. Model Validation, ALM.
Anna was supervised by Prof. Dr. Enno Mammen, Prof. Dr. Andreas Neuenkirch, and Prof. Dr. Valentin Konakov

Contact: annaAkozhina(at)gmail.com

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 has been working on: graphon estimation and network models under supervison of Prof. Dr. Enno Mammen and Dr. Carsten Jentsc.

University of Mannheim, Institute of Mathematics

Martin joined the research group in October 2014 and is working on

  • point processes and their statistical inference
  • statistical inverse problems

He defended his thesis "Concentration inequalities for Poisson point processes with applications to nonparametric statistics" in 2017 in Mannheim. Before starting his postdoc in Paris, he spends the summer of 2017 as a postdoc with startup funding within the RTG.

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

Braunschweig University of Technology

Anne was an assistant professor in the Department of Economics at the University of Mannheim. Her research work is focused on 

  • time-series analysis
  • U- and V-type statistics

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 joined the group in 2015 and has been working on: inverse problems, minimax theory and Bayesian non parametric inference under supervision of Prof. Dr. Jan Johannes and Prof. Dr. Claudia Schillings.

 

 

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

Artem was a member of RTG 1953 from 01.10.2014 until 30.09.2017.
He started his research within the group focusing on statistical inference for stochastic point processes with applications in mathematical finance. In 2012 he graduated from Bauman Moscow State Technical University with honorary diploma in Applied Mathematics (major specialization is “Stochastic Analysis and Database Processing Models”). In the diploma he studied asymptotic properties of Kiefer-Gikhman multisample non-parametric tests. After graduation he gained professional experience at the Scientific-Educational Center of Steklov Mathematical Institute of the RAS and, as an extern, at Lomonosov Moscow State University and at Higher School of Economics in Moscow. Since joining the research group he has working on: stochastic analysis, non-parametric statistics, functional limit theorems for stochastic processes and statistics for censored data.

He was supervised by Prof. Dr. Enno Mammen and Prof. Dr. Leif Döring

Carolin received her Bachelor’s degree (2011) and her Master’s degree (2014) in Mathematics from Heidelberg University. During her Master studies she focused on probability theory and statistics.
In 2013, she spent one semester at the German University of Technology (GUtech) in Muscat, Oman. There, she gained teaching experience while working as a student assistant at the Department of Mathematics. Carolin acquired practical experience through internships in different fields, for example an insurance broker company. From 2014 to 2017 Carolin was a PhD Student at Cass Business School, City University London, where she develops new statistical methods in stochastic claims reserving.

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

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

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. olga defended her thesis "Modeling vector-valued random elds" on June, 22nd, 2018.

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

Moritz was a member of RTG 1953 from 01.01.2014 until 30.09.2017
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. He defended his thesis "Bayesian Nonparametric Inference for Queueing Systems" on June 2th, 2017.

His was supervised by 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

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

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

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. Stefan was supervised by Prof. Dr. Martin Schlather and Prof. Dr. Tilman Gneiting


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

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

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). From 2017 Nicholas was a PhD Student at Chair for Stochastics, University of Mannheim. He defended his thesis "Optimale nutzung von Sequenzdaten zur Auklärung der genetischen Architektur komplexer Merkmale" on June 19th, 2018. His work and development will continue at the University of Mannheim. He was supervised by Prof. Dr. Martin Schlather and Prof. Dr. Enno Mammen

Contact: nschreck(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. He defended hid thesis "Random Fields on General Domains - Analytic Properties, Models, and Simulations" on June, 22 nd, 2018. His work and development will continue at the University of Mannheim. He was supervised by Prof. Dr. Martin Schlather and Prof. Dr. Jürgen Potthoff


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

Björn was a member of RTG on a postdoctoral position from August 2017 until March 2018.

He received his diploma in Applied Mathematics from the TU Bergakademie Freiberg in 2011 with minor field in physics. He completed his PhD in mathematics at the TU Chemnitz in June 2017 focusing on numerical methods for Bayesian inference in Hilbert spaces. He joined the research group in August 2017 and has working on; Markov chain Monte Carlo methods for Bayesian inverse problems, in particular, variance-robust and dimension-independent Metropolis-Hastings algorithms, Analysis of the ensemble Kalman filter for data assimilation and Sparse grid collocation methods for uncertainty quantification.

Cardiff University, School of Mathematics

  • dependence concepts in extreme value theory
  • max-stable processes
  • spatial statistics

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

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

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

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

Florian received his diploma in Mathematics at the University of Mannheim in 2010 with a focus on stochastic processes theory. He continued is PhD studies in Mannheim under the supervision of Prof. Dr. Jürgen Potthoff and received his doctorate in 2016. His research work centers around: constructions of Brownian motion on graph and general Markov process theory 

 

 

Technical University Darmstadt, Institute of Stochastics

  • applied probability and statistics 
  • applications to stochastic networks