Mathematics of data based methods
Today we observe an exploding number of available data and fast progress in information technology. On the one hand more complex models can thus be used for data description and on the other hand new approaches are necessary to profit from the large amount of data.
Based on a precise understanding of the underlying probabilistic and statistical mechanisms, we construct new methods especially for high-dimensional data and for stochastic processes. Their mathematical analysis leads to interesting questions at the intersection of applied probability theory, mathematical statistics and statistical learning.
On this website you find information to our teaching portfolio, research projects, publications and the team.