Probability & Statistics Group Heidelberg-Mannheim

University of Mannheim, Institute of Mathematics

Björn 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 is 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
  • Sparse grid collocation methods for uncertainty quantification

contact: bjoern.sprungk(at)uni-mannheim.de

Personal website

University of Mannheim, Institute of Mathematics

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 graphs
  • general Markov process theory 

contact: fwerner(@)math.uni-mannheim.de

Peter received his diploma in Mathematics from the University of Heidelberg (in topological dynamics supervised by Prof. Wolfgang Krieger). He completed his PhD in Mathematics at the Saarland University in 2013 (in stochastic analysis supervised by Prof. Christian Bender). He joined the research group in 2012 and is working on:

  • Stochastic analysis
  • Fractional Brownian motion
  • Malliavin calculus
  • (Numerical schemes for) SDEs

Personal website