Teaching

Current courses

LMU Munich (2022-)

• Statistical Learning Theory (Summer) [notes 2023]
• Methoden der Linearen Algebra in der Statistik (Summer) [notes 2023]
• Fortgeschrittene Mathematische Methoden in der Statistik (Winter)

University of Lausanne (2023)

• Actuarial Data Science

Past courses

TU Delft (2021-2022)

• Time Series
• Linear Algebra for Computer Science and Engineering
• Calculus for Computer Science and Engineering
• Calculus I for Aerospace Engineering

Leiden University (2019-2021)

• Advanced Statistical Computing
• Statistics for Astronomy and Physics students [lecture notes]

TU Munich (2019)

• Nonparametric Statistical Learning

Awards

Teacher of the Year 2020, Faculty of Science, Leiden University

Thesis supervision

I have supervised several student theses in mathematics and statistics (15 completed, 3 current).

LMU students interested in a project with me may send an email with a recent transcript and indication of their interests.

Highlights

A. Razawy: Spline Based Estimation for Sufficient Dimension Reduction
D. Krüger: General vine copula models for stationary multivariate time series
R. Weber: Value at Risk Estimation with Subset Simulation
A. Kreuzer: Analysing the spatial dependency among fire danger indices
A. Brauer: Kernel estimation of conditional copula densities