My research interests are in high-dimensional statistics

  Segmentation of high-dimensional low sample size (panel) data
  Functional data analysis of cloud, energy and fMRI data
  Breakout/change-point analysis: Testing and estimation
  Dimension reduction techniques (static, dynamic, long run, change-aligned, functional PCA)

Selected talks and presentations

(* invited talk)

Upcoming 2016
  To be announced. Structural Inference in Statistics, Spring school, DFG resarch unit FOR 1735, Brodten
  Testing for changes in Hilbert-space data based on "simultaneous" and "change-aligned" projections, 12th German Probability and Statistics Days 2016, Ruhr-University Bochum
  Estimation of structural breaks in short panels (poster), 12th German Probability and Statistics Days 2016, Ruhr-University Bochum

2016
  Detecting small breakouts in high-dimensional (big) data, Oberseminar, University of Cologne, Germany
  Workshop on High Dimensional Big Data Engineering, Computer Laboratory, University of Cambridge
  *Changepoint analysis under high-dimensionality: short panel data & functional time series, Statistical Laboratory, University of Cambridge

2015
  Perfect estimation in short panel data, Statistische Woche, Helmut-Schmidt-University, Hamburg

2014
  Detecting Changes in Time Series with Application to Great Salt Lake Elevation, 11th German Probability and Statistics Days, University of Ulm

2013
  *Detecting Changes in Time-Series with Application to Great Salt Lake Elevation, Special Colloquium with Time Series Seminar, University of Utah, Salt Lake City
  *Detecting Changes in Approximable Functional Time Series, Colloquium, Colorado State University, Fort Collins
  CUSUM-Procedure for Dependent Functional Data, Conference on Limit Theorems in Probability Theory, University Uppsalla, Sweden

2012
  Change-Point Detection in Functional Observations (poster), Conference on Statistical Models for Financial Data III, Graz University of Technology, Austria
  Aufdeckung von Strukturbrüchen Funktionswertiger Zeitreihen, Stochastik Doktoranden Treffen 2012, Freudenstadt
  Strukturanalyse Funktionswertiger Zeitreihen, 8. Kölner und Düsseldorfer Oberseminar über Stochastik, University of Cologne
  A Darling-Erdős-Type CUSUM-Procedure for Functional Data, 10th German Probability and Statistics Days, University of Mainz
  A Darling-Erdős-type CUSUM-Procedure for Functional Data (poster), Workshop on Time Series: Models, Breaks and Applications, Karlsruhe Institute of Technology
  A Brief Glimpse at Blockwise Algebraic Multigrid, Statistical Seminar Marburg-Wroclaw
  A Brief Glimpse at Blockwise Algebraic Multigrid, Workshop on Probability Theory, N. Tech. University of Ukraine, Kiev

Workshops and meetings

Upcoming 2016
  Spring school on Structural Inference in Statistics, DFG research unit FOR 1735, Brodten

2016
  Workshop on High Dimensional Big Data Engineering, Computer Laboratory, University of Cambridge

2015
  30th European Meeting of Statisticians, EMS 2015, Vrije Universiteit Amsterdam
  Workshop on Stochastic Models, Statistics and Applications, SMSA 2015, Poland

2014
  Workshop on Time Series Analysis, Banff Research Station, Canada
  Workshop on Change Point Analysis, Newton Institute for Mathematical Sciences, University of Cambridge

2013
  29th European Meeting of Statisticians, EMS 2013, Eötvös Lorand University, Budapest

2011
  Workshop on Probability Theory, N. Tech. University of Ukraine, Kiev

Research stays

2016
  Visiting Prof. J.A.D. Aston, Statistical Laboratory, University of Cambridge

2014
  Visiting Prof. A. Aue and Prof. D. Paul, Department of Statistics, University of California, Davis

2013
  Visiting Prof. L. Horvath, Department of Mathematics, University of Utah, Salt Lake City
  Visiting Prof. A. Aue and Prof. D. Paul, Department of Statistics, University of California, Davis
  Visiting Prof. P. Kokoszka, Department of Statistics, Colorado State University, Fort Collins

Publications & Preprints

  Panel data segmentation under finite time horizon. JSPI, 2015.
  Algorithm for overlapping estimation of common change-sets in spatial data of fixed size. arXiv, 2015.
  Darling-Erdős-type CUSUM for functional data II. arXiv, 2014.
  Darling-Erdős-type CUSUM for functional data. Metrika, 2014/2015.
  A brief glimpse at blockwise algebraic multigrid. Silesian Statistical Review, 2011.
  Untersuchungen zur Blockdiagonaldominanz für algebraische Mehrgitterverfahren. Diploma Thesis. University of Cologne, 2010.

Reviewer for journals

2016
  Journal of Statistical Planning and Inference
  Statistical Inference for Stochastic Processes

Memberships

  Bernoulli Society for Mathematical Statistics and Probability (BS). Since 2011
  American Mathematical Society (AMS). 2013

Small applications

   Visualization of estimation of common change points in panel data (screenshot)
   Visualization of estimation of common change sets in spatio-temporal data (screenshot)

Mathematical Institute of the University of Cologne on researchgate.net