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:

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

News

• 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)
• There is a new preprint on Generative neural networks for characteristic functions (10.01.2024)
• I joined the research group of Sebastian Engelke as a PostDoc (01.10.2023)
• I presented a poster at the conference Approximation Methods in Bayesian Analysis at CIRM, Marseille (19.06.2023)
• I successfully defended my Doctoral thesis at TUM (06.06.2023)
• We published a preprint on Distribution free MMD tests for model selection with estimated parameters (12.05.2023)