Presentation

I am the chair of Mathematical Statistics and Machine Learning in the Institut für Mathematische Stochastik (IMST), Fakultät für Mathematik (FMA), in the Otto-von-Guericke-Universität Magdeburg.

Research interests :

Machine Learning and Mathematical Statistics : High or Infinite-Dimensional Statistical Inference, Uncertainty Quantification, Sequential Sampling and Bandit Theory, Minimax Testing, Matrix Completion, Anomaly Detection, Extreme Value Theory, Applications in Digital Engineering and Neuroscience.

Group :

James Cheshire (funded by the DFG GK 2297 Mathcore)

Maurilio Gutzeit (funded by the DFG Emmy Noether grant MuSyAD (CA 1488/1-1) and by the OvGU)

Joseph Lam (funded by the OvGU)

Andrea Locatelli (funded by the DFG Emmy Noether grant MuSyAD (CA 1488/1-1))

Anne Gael Manegueu (funded by the DFG SFB 1294 on Data Assimilation, project A3)

Former members of the group :

Juliette Achdou (Now at 1000Merci)

Claire Vernade (Now at Google Deepmind)

Acknowledgements :

I am an Emmy Noether research group leader for the project MuSyAD (CA 1488/1-1), funded by the Deutsche Foschungsgemeinschaft (DFG, German Research Foundation). I am also funded by the Deutsche Foschungsgemeinschaft (DFG, German Research Foundation) on the GK 2297 MathCoRe on “Mathematical Complexity Reduction" – 314838170, GRK 2297 MathCoRe, and by the SFB 1294 Data Assimilationon “Data Assimilation — The seamless integration of data and models", Project A03, by the DFG GRK 2433 DAEDALUS, and by the UFA-DFH through the French-German Doktorandenkolleg CDFA 01-18.

vCard :

Otto-von-Guericke-Universität MagdeburgFakultät für Mathematik (FMA)Institut für Mathematische Stochastik (IMST)Prof. Dr. Alexandra CarpentierUniversitätsplatz 239106 MagdeburgTel.: 0391-67-57316Fax: 0391-67-11172firstname.lastname@ovgu.de