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
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
Office
Room 311 (3rd floor)
Akademiestr. 7
80799 Munich, Germany