About me

I am Professor at the Department of Statistics, LMU Munich, and a principal investigator at the Munich Center for Machine Learning (MCML).

My main research areas are mathematical statistics and machine learning. I develop statistical methods, derive theoretical guarantees and scalable algorithms, and collaborate with domain experts to solve problems in diverse areas.

Research interests

  • High-dimensional dependence models
  • Statistical machine learning
  • Time series and functional data
  • Statistical computing and software

Short CV

  • 2022–: Professor (W2), Department of Statistics, LMU Munich
  • 2021–2022: Assistant professor, DIAM, TU Delft
  • 2019–2021: Assistant professor, Mathematical Institute, Leiden University
  • 2014–2018: PhD Mathematical Statistics, TU Munich
  • 2012–2014: MSc Mathematical Finance, TU Munich
  • 2009–2012: BSc Mathematics, TU Munich

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