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