I am a mathematician with special focus on statistics and data analysis. I hold a doctorate from Goethe University Frankfurt, supervised by Prof. Dr. Gaby Schneider. My thesis was developed in the context of an interdisciplinary research project (NeFF) in close collaboration with neurophysiologists. (⇒ Contents)
Motivated by problems in neuronal spike train analysis, I derived novel procedures for hypothesis-testing and parameter estimation in the field of change point detection in time series.
- Derived functional limit theorems for filtered derivative (MOSUM) type statistics.
- Introduced statistical hypothesis test and change point detection (CPD) algorithm associated with
multiple filters (Monte Carlo).
- Implemented procedures and interfaces for the use of the new CPD algorithm in the statistitical software package R.
- Evaluated procedures and showed improvement compared to existing methods in simulation studies.
- Applied methods to real data and demonstrated the importance of CPD for applications.
After my thesis, I worked as a Senior Modeler / Planner in Vancouver, BC. Being part of the research team of Greater Vancouver's Transportation Authority, I had the chance to learn and apply my skills in a non-academic environment.
- Led development of 'Auto Availability Model' (Discrete Choice).
- Proposed 'Fuel Sales' Model (Linear Regression).
- Supported projects as statistical and data analytical consultant.
Currently, I am a Postdoc at Goethe University, further developing mathematical models in an interdisciplinary research project in neuroscience
). I also got the chance to lecture at the Institute for Mathematics.