Homepage of Frank Röttger

Welcome to my homepage! 

I am a mathematician working in mathematical statistics, especially in graphical models, multivariate extremes, optimal design, and algebraic statistics. Furthermore, I am interested in topics in probabilistic combinatorics. Please find my publications below. You can reach me at f.lastname@tue.nl (with ö replaced by o).

Since September 2023 I am an assistant professor in the Statistics group at TU Eindhoven. Before, I was a postdoctoral researcher with Sebastian Engelke at the University of Geneva, Switzerland and in the nonlinear algebra group of Bernd Sturmfels at MPI MiS Leipzig. From April 2017 to March 2020 I was a PhD-student at Otto-von-Guericke University Magdeburg as a fellow of the research training group MathCoRe. My advisors were Thomas Kahle and Rainer Schwabe. A detailed CV is available on request.

News and Activities

• The paper "Latent Gaussian and Hüsler--Reiss Graphical Models with Golazo Penalty", jointly written with my PhD student Ignacio Echave-Sustaeta Rodríguez, was accepted for publication in the International Journal of Approximate Reasoning.

• A new preprint on "Extremes of structural causal models", written with Sebastian Engelke and Nicola Gnecco, is now available.

• Together with Ignacio Echave-Sustaeta Rodríguez, Mariana Vargas Vieyra and Piotr Zwiernik we organize a workshop on Graph Laplacians, multivariate extremes and algebraic statistics in Eindhoven (at the Eurandom workshop center) in November 2024.

• Together with Carlos Améndola, Jane Coons and Alex Grosdos we were Oberwolfach research fellows for two weeks in Juli-August 2024.

• Together with Sebastian Engelke, Manuel Hentschel and Michaël Lalancette we wrote a review article on graphical extremes for an upcoming handbook.

Publications

Preprints:

• Sebastian Engelke, Nicola Gnecco, Frank Röttger, Extremes of structural causal models, arXiv:2503.06536

• Sebastian Engelke, Manuel Hentschel, Michaël Lalancette, Frank Röttger, Graphical models for multivariate extremes, arXiv:2402.02187

• Frank Röttger, Jane Ivy Coons and Alexandros Grosdos, Parametric and nonparametric symmetries in graphical models for extremes, arXiv:2306.00703 

• Frank Röttger and Quentin Schmitz, On the local metric property in multivariate extremes, arXiv:2212.10350

Published Articles:

• Frank Röttger, Thomas Kahle and Rainer Schwabe, Optimal designs for discrete choice models via graph Laplacians, Journal of Statistical Theory and Practice 19, 57 (2025) arXiv:2208.08926,  

• Ignacio Echave-Sustaeta Rodríguez, Frank Röttger, Latent Gaussian and Hüsler--Reiss Graphical Models with Golazo Penalty, International Journal of Approximate Reasoning, arXiv:2408.12482

• Ignacio Echave-Sustaeta Rodríguez, Frank Röttger, Latent Gaussian Graphical Models with Golazo Penalty, Proceedings of The 12th International Conference on Probabilistic Graphical Models, PMLR (2024), arXiv:2408.12482v1

• Gloria Buriticá, Manuel Hentschel, Olivier C. Pasche, Frank Röttger, Zhongwei Zhang, Modeling Extreme Events: Univariate and Multivariate Data-Driven Approaches, (EVA 2023 data challenge contribution),  Extremes (2024) arXiv:2401.14910

• Frank Röttger, Sebastian Engelke and Piotr Zwiernik, Total positivity in multivariate extremes, Annals of Statistics (2023), arXiv:2112.14727, 

• Tobias Boege, Thomas Kahle, Andreas Kretschmer and Frank Röttger, The geometry of Gaussian double Markovian distributions, Scandinavian Journal of Statistics (2022), arXiv:2107.00134

• Tobias Boege, Jane Ivy Coons, Christopher Eur, Aida Maraj and Frank Röttger, Reciprocal Maximum Likelihood Degrees of Brownian Motion Tree Models, Le Matematiche (2021), arXiv:2009.11849

• Fritjof Freise, Ulrike Graßhoff, Frank Röttger and Rainer Schwabe, D-optimal designs for Poisson regression with synergetic interaction effect, TEST (2021), arXiv:2006.04656

• Ulrike Graßhoff, Heinz Holling, Frank Röttger and Rainer Schwabe, Optimality regions for designs in multiple linear regression models with correlated random coefficients, Journal of Statistical Planning and Inference (2020), arXiv:1911.05538

• Benjamin Brück and Frank Röttger, A central limit theorem for the two-sided descent statistic on Coxeter groups, Electronic Journal of Combinatorics (2022), arXiv:1908.07955

• Thomas Kahle, Frank Röttger and Rainer Schwabe, The semi-algebraic geometry of saturated optimal designs for the Bradley-Terry model, Algebraic Statistics (2021), arXiv:1901.02375

• Frank Röttger, Asymptotics of a locally dependent statistic on finite reflection groups, Electronic Journal of Combinatorics (2020), arXiv:1812.00372

Miscellaneous:

• Geometry of Optimal Design and Limit Theorems, PhD thesis (2020) at Otto-von-Guericke University Magdeburg.

• Geometrie optimaler Versuchspläne, mit Thomas Kahle und Rainer Schwabe (2020), Mitteilungen der Deutschen Mathematiker-Vereinigung, 28(2), 71-76.

• Research brief Geometry of Optimal Design, MPI MiS Leipzig research briefs (2020)