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