Former PhD students

  • Dr. Raoul Müller
    Barycenters and ANOVA for Point Pattern Data
    (joint supervision with Prof. A. Schöbel)
  • Dr. Johannes Wieditz
    Characteristic and Necessary Minutiae in Fingerprints (2021)
    joint supervision with Prof. Stephan Huckemann)
  • Dr. Henning Höllwarth
    Regularized Rao–Blackwellization – An Extension of a Classical Technique with Applications to Gibbs Point Process Statistics (2020)
  • Dr. Jörn Schrieber
    Algorithms for Optimal Transport and Wasserstein Distances (2019)
    joint supervision with Prof. Anita Schöbel
  • Dr. Garyfallos Konstantinoudis
    Analysis of Clustering of Childhood Cancers (2019)
    joint supervision with PD Ben Spycher, PhD, Universität Bern
  • Dr. Fabian Kück
    Convergence Rates in Dynamic Network Models (2017)
  • Dr. Kaspar Stucki
    Invariance Properties and Approximation Results for Point Processes (2013)
    joint supervision with Prof. Ilya Molchanov, Universität Bern

 

Former M.Sc. students

  • Azadeh Navaei Roudsari
    The Implementation of a Risk Analysis in the Reinsurance Sector using Copulas (2022)
    joint supervision with Prof. Michael Fröhlich
  • Anand Deshpande
    Structural Inference for Temporal Knowledge Graphs: a Deep Learning Method and a Stochastic Theory Framework (2022)
  • Waseem Sajjad
    Pricing Approaches for the Insurance Division Aviation in Primary Insurance and Reinsurance (2022)
    joint supervision with Prof. Michael Fröhlich
  • Matthias Rätze
    Spatial Modelling of Gaussian Markov Random Fields using INLA and SPDEs (2021)
  • Maximilian Cöster
    Uniqueness of Gibbs Measures: Sufficient Conditions (2021)
  • Trevor Khwam Tabougua
    Estimation of Photovoltaic-Generated power: Convolutional Neural Network vs Kriging (2021)
  • Johanna Voges
    Varianzanalyse in euklidischen und nichteuklidischen metrischen Räumen (2021)
  • Ricardo Zimmer
    Wasserstein Learning for Generative Point Process Models (2020)
  • Nils Peter
    Uniqueness of Gibbs measures via Disagreement Percolation (2020)
  • Emmanuel Omoyemi Owayin
    Binned Estimation of the Pair Correlation Function and Iterative Boltzmann Inversion (2020)
  • Yi Zhao
    A Probabilistic Look at Mutual Information with Application to Point Process (2017)
  • Xueqiu Feng
    Selective Importance Sampling for Computing the Maximum Likelihood Estimator in Point Process Models (2017)
  • Oskar Hallmann
    Convergence Rates for Point Processes Thinned by Logit-Gaussian Random Fields (2016)
  • Stephan Meyer
    Maximum-Likelihood-Schätzung von exponentiellen Familien von stochastischen Prozessen (2016)
  • Philipp Möller
    Maximum Likelihood Estimation for Spatial Point Processes using Monte Carlo Methods (2016)
  • Burcu Coskun
    Statistical Inference of Linear Birth-And-Death Processes (2015)
  • Saskia Schwedes
    Konvergenzgeschwindigkeit für Markov-Chain Monte Carlo (2015)
  • Anna Klünker
    Tests auf Unabhängigkeit zwischen Punkten und Marken (2015)
  • Maria Heuer
    Thinning of Point Processes by [0,1]-Transformed Gaussian Random Fields (2014)
  • Nicolas Lenz
    Additivity and Ortho-Additivity in Gaussian Random Fields (2013)
    joint supervision with Prof. David Ginsbourger
  •  

 

Former B.Sc. students

  • Florian Steinkamp
    Maximum Likelihood Estimation for Hawkes Processes and Real Data Application (2022)
  • Marc Lennartz
    Entrywise Relative Error Bounds for the Stationary Distribution of Perturbed Markov Chains on a Finite State Space. (2022)
  • Bashir Gavrilov
    Second Order Moment Measures of Point Processes (2022)
  • Yannick Rühr
    Obere Schranken bei der Bewertung von Stoploss-Verträgen in der Rückversicherung (2022)
    gemeinsame Betreuung mit Prof. Michael Fröhlich
  • Florian Weiser
    Statistical Analysis of Simulation Algorithms for Finite Random Fields — with a Focus on the Swendsen-Wang Algorithm for the Ising Model (2022)
  • Ogulcan Kücük
    Sequential Monte Carlo Methods and Their Applications in Stock Markets (2022)
  • Huaiqing Gou
    Comparison of Metropolis Chain and Glauber Dynamics for Proper q-Colorings on a Graph (2021)
  • Emmanuel Tchoumkeu Ngatat
    Das Tobit-Modell: Methodische Anwendungen und Vergleiche zu linearen Regressionen (2021)
  • Moataz Dawor
    Markov-Ketten mit allgemeinem Zustandsraum (2021)
  • Teresa Langholf
    A comparison between Metropolis–Hastings and Hamiltonian Monte Carlo (2020)
  • Leo Suchan
    Vorhersage im Besag-York-Mollié-Modell (2018)
  • Sascha Diekmann
    Spline-Regression (2018)
  • Marvin Bentlin
    Nichtparametrische Regression - Kernregression und lokale Polynome (2018)
  • Manuel Hentschel
    Theorie und Simulation von Gaußschen Markov-Zufallsfeldern (2018)
  • Janne Breiding
    Comparison of Logistic Regression and Maximum Pseudolikelihood for Spatial Point Processes (2017)
  • Florian Heinemann
    Metropolis-Hastings Algorithms for Spatial Point Processes (2016)
  • Valentin Hartmann
    A Geometry-Based Approach for Solving the Transportation Problem with Euclidean Cost (2016)
  • Xueqiu Feng
    A Comprehensive Overview of Linear Birth-and-Death Processes with an Outlook to the Non-Linear Case (2015)
  • Clemens Steinhaus
    Limit Behaviour of Discrete Models in Financial Mathematics (2015)
  • Alexander Moehrs
    Gaußsche Zufallsfelder: Differenzierbarkeit von Pfaden (2015)
  • Philipp Möller
    Shuffling Measures and the Total Variation Distance to a Perfectly Randomized Deck of Cards (2015)
  • Björn Bähre
    Numerical Computation of L2-Wasserstein Distance Between Images (2014)
  • Jan Schwiderowski
    Erwartete Treffzeiten in Markovketten und deren Anwendung auf Glücksspiele mit Sicherungsoption (2013)