About me

I am a postdoctoral researcher at the Research Center for Statistics of the University of Geneva under the supervision of Prof. Dr. Sebastian Engelke. I obtained my Doctorate from the Techical University of Munich under the supervision of Prof. Dr. Matthias Scherer. My current research interests include:

• Statistical model comparison
• Exchangeability and its application to non-parametric Bayesian survival analysis
• Statistical inference for Lévy processes
• Extreme value theory
• Use of machine learning in classical statistics.

News

• There is a new preprint Infinitely divisible priors for multivariate survival functions (13.02.2025)
• A christmas present: My paper Generative neural networks for characteristic functions has been accepted for publication in the Journal of Computational and Graphical Statistics (24.12.2024)
• I gave talk at CFE-CMStatistics on General graphical models for stable processes (15.12.2024)
• There is an updated preprint on Distribution free MMD tests for model selection with estimated parameters (09.12.2024)
• I gave talk at Bocconi Statistics and BIDSA seminars on Infinitely divisible priors on exponent measures (03.10.2024)
• There is an updated preprint on Generative neural networks for characteristic functions (16.09.2024)
• I gave a talk at Compstat on Generative neural networks for characteristic functions (30.08.2024)
• I gave a talk at Bernoulli world congress on Graphical models for alpha-stable processes (16.08.2024)
• I gave a talk at ISNPS on Infinitely divisible priors on exponent measures (27.06.2024)