
Professor of Mathematical Statistics
Weierstrass Institute for Applied Analysis and Stochastics (WIAS) & Humboldt University of Berlin
I am head of the research group “Stochastic Algorithms and Nonparametric Statistics” at the Weierstrass Institute for Applied Analysis and Stochastics (WIAS) and professor of mathematical statistics at the Humboldt University of Berlin (HU Berlin).
My current research is in mathematical statistics and the theory of deep learning, with a focus on expressivity and generalization bounds of neural networks, gradient-based learning, and spiking neural networks.
Secretary WIAS:
Christine Schneider, christine.schneider@wias-berlin.de, +49 30 20372-574
For HU related requests, please contact Marina Filatova (webpage).
Generalization bounds for transformer-based next-token prediction in a language model
Central limit theorems for the outputs of fully convolutional neural networks with time series input
Semi-supervised learning on graphs using graph neural networks
On the universal representation property of spiking neural networks
Training diagonal linear networks with stochastic sharpness-aware minimization
Hebbian learning inspired estimation of the linear regression parameters from queries
On frequentist coverage of Bayesian credible sets for estimation of the mean under constraints
Hyper input convex neural networks for shape constrained learning and optimal transport
Asymptotics of stochastic gradient descent with dropout regularization in linear models
Ordinal patterns based change point detection
Codivergences and information matrices
Local convergence rates of the least squares estimator with applications to transfer learning
On generalization bounds for deep networks based on loss surface implicit regularization
On the inability of Gaussian process regression to optimally learn compositional functions
Convergence rates of deep ReLU networks for multiclass classification
Posterior consistency for n in the binomial (n,p) problem with both parameters unknown – with applications to quantitative nanoscopy
The Kolmogorov-Arnold representation theorem revisited
Nonparametric regression using deep neural networks with ReLU activation function
Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery
Bayesian variance estimation in the Gaussian sequence model with partial information on the means
Asymptotic nonequivalence of density estimation and Gaussian white noise for small densities
Tests for qualitative features in the random coefficients model
A comparison of deep networks with ReLU activation function and linear spline-type methods
The Le Cam distance between density estimation, Poisson processes and Gaussian white noise
Minimax theory for a class of non-linear statistical inverse problems
Conditions for posterior contraction in the sparse normal means problem
On adaptive posterior concentration rates
Asymptotically efficient estimation of a scale parameter in Gaussian time series and closed-form expressions for the Fisher information
Multiscale methods for shape constraints in deconvolution: Confidence statements for qualitative features
Adaptive wavelet estimation of the diffusion coefficient under additive error measurements
Nonparametric methods in spot volatility estimation
Lower bounds for volatility estimation in microstructure noise models
Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise
Sharp minimax estimation of the variance of Brownian motion corrupted with Gaussian noise
Book review of "Mathematical Foundations of Deep Learning Models and Algorithms" by K. Spiliopoulos, R.B. Sowers, J. Sirignano
Contribution to the Discussion of 'Statistical exploration of the Manifold Hypothesis' by Whiteley et al.
Challenges and opportunities for statistics in the era of data science
Towards a statistical foundation for machine learning methods
Contribution to the Discussion of "Automatic change-point detection in time series via deep learning" by Jie Li, Paul Fearnhead, Piotr Fryzlewicz, and Tengyao Wang
Deep ReLU network approximation of functions on a manifold
Statistical theory for deep neural networks with ReLU activation function
Nonparametric Bayes for an irregular model
Asymptotic equivalence for regression under dependent noise
Reconstruction of risk measures from financial data
On an estimator achieving the adaptive rate in nonparametric regression under Lp-loss for all 1≤p≤∞
Simultaneously adaptive estimation for L2- and L∞-loss
Detection of qualitative features in statistical inverse problems
Obtaining qualitative statements in deconvolution models
The estimation of different scales in microstructure noise models from a nonparametric regression perspective
Academic positions
Education
In our research group, we occasionally have job openings, mainly for postdoc positions. They will be announced here. If you are interested in working with us, drop me a message and I can inform you once a job opportunity comes up.
There is also the possibility to apply for your own funding, e.g. through the different funding schemes of the DAAD. Another option is the Berlin Mathematical School, offering funding for PhD students. Postdocs can apply for funding through the Walter Benjamin Programme or the Emmy Noether Programme. Positions in stochastics in Germany and surrounding countries are often announced here. If you did your PhD outside Germany, you might be eligible to apply in your current country for postdoc funding for international research stays, e.g. via the Rubicon programme in the Netherlands.
Weierstrass Institute
Anton-Wilhelm-Amo-Str. 39
10117 Berlin
Humboldt University of Berlin
Rudower Chaussee 25
12489 Berlin (Adlershof)
Room 1.219