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2025
09/2025: We are organizing an international workshop, entitled " H2O: Higher-order pattern-discovery in high-dimensional data" which will take place in March 2026 in Aarhus and is funded by the Calsberg foundation. Please find more information here.
09/2025: I am looking forward to give an invited talk at SMSA 2026 in Würzburg! ⭐
08/2025: New preprint "Ties, Tails and Spectra: On Rank-Based Dependency Measures in High Dimensions" with Michael Fleermann and Johannes Heiny available.
07/2025: New preprint "Monitoring for a Phase Transition in a Time Series of Wigner Matrices" with Piotr Kokoszka, Tim Kutta and Sunmin Lee available.
07/2025: New preprint "Two-Sample Covariance Inference in High-Dimensional Elliptical Models" available. 📝
06/2025: I am happy to welcome Lujia Bai for a research stay. Lujia was awarded the Danish Data Science Academy Travel Grant for her visit to AU. 👋
06/2025: Our work entitled "Detecting Spectral Breaks in a Spiked Covariance Model" has been accepted for publication in Bernoulli. 📝
06/2025: I am looking forward to give an invited talk at CMStatistics 2025. ⭐
06/2025: New preprint "A New Two-Sample Test for Covariance Matrices in High Dimensions: U-Statistics Meet Leading Eigenvalues" with Thomas Lam and Holger Dette available. 📝
06/2025: I am excited to welcome Daria Tieplova as a new postdoctoral researcher at AU. Daria joins us from The Abdus Salam International Centre for Theoretical Physics and will be working on random matrix theory and monitoring procedures for high-dimensional data. 👋
05/2025: Our work entitled "Limiting spectral distributions for large sample correlation matrices" has been accepted for publication in Annals of Applied Probability. 📝
04/2025: Our work entitled "Monitoring Time Series with Short Detection Delay" has been accepted for publication in Electronic Journal of Statistics. 📝
04/2025: New preprint "Tracy-Widom, Gaussian, and Bootstrap: Approximations for Leading Eigenvalues in High-Dimensional PCA" with Miles E. Lopes available. 📝
03/2025: I had a great time at the German Stochastic Days in Dresden, with many inspiring discussions and talks. My talk, based on joint work with Miles Lopes (UC Davis), concerned different approximations in high-dimensional PCA. Moreover, Tim Kutta (AU) presented our joint project on rapid change point detection for time series. It was wonderful to meet with old friends and make new connections. Now, back in Aarhus, I cannot wait to implement the ideas I gathered during the conference. 🤝
03/2025: Our work entitled "A CLT for the difference of eigenvalue statistics of sample covariance matrices" has been accepted for publication in Bernoulli. 📝
02/2025: Recently, I had the exciting opportunity to give my inaugural lecture at Aarhus University. It was a truly special day for me. Looking back on my journey feels almost surreal. Growing up in a working-class family and being the first in my family to earn an academic degree—to now giving an inaugural lecture as a newly appointed assistant professor in mathematical statistics—is something my 16-year-old self would have found astonishing. I feel very fortunate and deeply grateful to everyone who has supported me along the way. 🙏
01/2025: I am looking forward to give an invited talk at EcoSta 2025. ⭐
2024
12/2024: I have been awarded the Aarhus University Research Foundation (AUFF) NOVA grant. 👩🏼🔬
12/2024: I am going to give a talk at the German Probability and Statistics Days 2025. Looking forward to visiting Dresden! 🇩🇪
09/2024: I was invited for a talk at the workshop of the Research Unit "Mathematical Statistics in the Information Age" in September 2025. See you in Vienna! 🇦🇹
09/2024: New preprint "Detecting Change Points of Covariance Matrices in High Dimensions" with Holger Dette available. 📝
08/2024: Thanks for the warm welcome, AU MATH! 🙏
07/2024: I have been awarded the Aarhus University Research Foundation (AUFF) recruiting grant. 👩🏼🔬
06/2024: I'm thrilled to announce that I am going to join the Department of Mathematics at Aarhus University as a tenure-track assistant professor this summer. 🇩🇰
05/2024: New preprint "Detecting Spectral Breaks in Spiked Covariance Models" with Debashis Paul available. 📝
02/2024: My proposed session on "Fighting the Curse: Inference for High-Dimensional Statistical Problems in Random Matrix Theory" at the 11th Bernoulli-IMS World Congress 2024 has been accepted. Moreover, I am going to contribute a talk. Can't wait for this home game at Ruhr University Bochum! 😎
01/2024: I'm happy to organize a session on "Statistical inference for high-dimensional data" at EcoSta 2024 and to be invited for a talk in a different session. ⭐
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