Thomas Nagler

Thomas Nagler

Assistant Professor

Leiden University

Biography

I am Assistant Professor for Statistical Science at the Mathematical Institute, Leiden University. In 2018, I obtained a PhD in Mathematical Statistics from TU Munich under the supervision of Claudia Czado.

My research interests evolve mostly around high-dimensional dependence models, nonparametric estimation, and statistical learning. I invent new models and methods, derive theoretical guarantees, develop efficient computational algorithms, package them in user-friendly software, and collaborate with domain experts to solve problems in diverse scientific areas.

I am passionate about teaching and was elected
Teacher of the Year 2020 by the Faculty of Science.

Interests

  • High-dimensional dependence models
  • Nonparametric estimation and statistical learning
  • Synthetic data generation and simulation-based inference
  • Statistical computing

Education

  • PhD Mathematical Statistics, 2018

    Technical University of Munich

  • MSc Mathematical Finance and Actuarial Sciences, 2014

    Technical University of Munich

  • BSc Mathematics, 2012

    Technical University of Munich

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