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 :

Anomaly detection, High or Infinite-Dimensional Statistical Inference, Inverse Problems and Compressed Sensing, Adaptive Estimation and Confidence Sets, Uncertainty quantification, Sequential Sampling, Bandit Theory, Optimisation of Computational Resources, Matrix Completion, Extreme Value Theory, Applications in Engineering, Neuroscience and Quantum Physic.

Group :

The group is composed of the two PhD candidates (funded by the DFG Emmy Noether grant
MuSyAD (CA 1488/1-1))
Maurilio Gutzeit
Andrea Locatelli
and during sommer 2017, the intern (jointly supervised with Prof. Gilles Blanchard) :
Juliette Achdou

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 Assimilation on “Data Assimilation — The seamless integration of data and models", Project A03.

vCard :

Otto-von-Guericke-Universität Magdeburg
Fakultät für Mathematik (FMA)
Institut für Mathematische Stochastik (IMST)

Prof. Dr. Alexandra Carpentier
Universitätsplatz 2
39106 Magdeburg

Tel.: 0391-67-57316
Fax: 0391-67-11172