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Statistics and Data Analysis Group

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News & Activities

2024

  • David Winkelmann joined the group as a postdoc working in the DFG-funded project "Data-driven indication of fraud in live betting".
  • Ole, Rouven and Marius uploaded a new preprint on the arXiv in which they propose a metric for quantifying the value of a tackle in American Football.

  • A paper by Odile and Julia, in which a range of signal detection methods based on non-constant hazards is investigated to provide a recommendation for the choice of test setup, significance level and sample size for the application to all adverse events not depending on rates, was accepted for publication in Drug Safety.

Rouven with PhD hat
  • Rouven very successfully defended his PhD!
  • Sina, Ole and Roland have a new preprint on the arXiv, in which they rather ambitiously set out to unify several different latent Markov models, much like the same was done for regression models in the GLM framework. 

  • Ole uploaded a new preprint to the arXiv, in which he develops hidden semi-Markov models within which the parameters of the dwell-time distributions can depend on time-varying covariates. 

2023

  • Ole and others have a new preprint on the arXiv, in which several properties of HMMs with periodic variation in the state-switching dynamics are established. 

  • A paper by Rouven and Ole, which highlights a pitfall in the application of Markov-switching models to time series data that were smoothed in the pre-processing step, was accepted for publication in the Journal of the Royal Statistical Society – Series C.

  • In a new biorXiv preprint, co-authored by Carlina & Roland, we investigate behavioural plasticity of bull sharks with respect to changes in the water temperature.
  • A paper on state-switching decision trees, co-authored by Rouven and Marius, was accepted for publication in AStA Advances in Statistical Analysis.

  • A paper resulting from the Statistical Consulting course, co-authored by Sina, was accepted for publication in Fisheries Research. The paper investigates the activity levels of catsharks, in particular with respect to the sharks' response to tagging-related surgery.
  • Rouven co-authored a software paper on an R package for fitting HMMs to financial data, which was (conditionally) accepted at the Journal of Statistical Software.
  • Ole wrote a small app which allows you to optimise your darts strategy based on your throwing precision.
Sina with PhD hat
  • Sina passed her PhD exam with flying colours!
  • In a new arXiv preprint, Rouven and Roland explore nonparametric estimation of multivariate HMMs.

2022

  • Ferdinand Stoye will be a member of our group for the next six months, funded by the Bielefelder Nachwuchsfonds. He will be working on novel models for high-resolution animal movement data.
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  • A paper resulting from a project within last year's Statistical Consulting course, co-authored by four students from the MSc Statistical Science (and Roland), was accepted for publication in Limnology and Oceanography Letters. The paper investigates how seabirds exploit dynamic ocean features for foraging.
  • Peter co-authored a replication paper comparing different decision criteria when testing if a population mean is practically equivalent to a point null hypothesis. The paper was accepted for publication in Journal of Comments and Replications in Economics.
  • Predrag Pilipovic, who is completing a double PhD between the University of Copenhagen and Bielefeld University, will be working with us for the next 12 months.
  • A paper discussing pitfalls in meta-studies on p-hacking and publication bias, co-​authored by Peter, was accepted for publication in the American Economic Review.
  • Julia and Odile built the R package EgoCor to explore spatial correlation structure in health data by fitting and visualizing exponential semi-variogram models. The package is now available on CRAN.

2021

  • The German Research Foundation (DFG) approved another four years of funding of the Collaborative Research Centre ("Sonderforschungsbereich") SFB-TRR 212. Our group will be involved with one postdoc position.
  • In the winter term, Marius will be Interim Professor of Data Science and Applied Statistics at the TU Clausthal.
  • Sina's paper on continuous-time capture-recapture modelling was accepted for publication in the Annals of Applied Statistics.
  • A new hot hand paper by Sina and Marius, considering basketball & continuous-time modelling, was accepted for publication in AStA Advances in Statistical Analysis.
  • Julia Dyck has joined the group as a PhD student.
  • Jenny handed in her PhD thesis and has directly started a postdoc at BioMove in Potsdam.
  • A paper by Marius looking into a possible hot shoe in penalty talking, analysed using regularisation techniques within HMMs, was accepted for publication at Statistical Modelling.
  • Jenny & Timo built the R package PHSMM for estimating HSMMs without having to specify a class of distributions for the dwell times. The package is now available on CRAN.

2020

  • Jenny has a new preprint on the arXiv, in which an effectively nonparametric method is developed for estimating the dwell-time distributions in HSMMs.
  • Sina and Marius have another new preprint on the arXiv, in which they analyse >100K free throws taken in the NBA to once and for all decide if there is a hot hand effect.
  • We have a new preprint on the arXiv, in which we propose and discuss a very general class of state-space models formulated in continuous time.
  • Timo and Marius successfully defended their PhD theses – congratulations! Timo has already started a postdoc at the University of St Andrews, while Marius stays with us to work on the DFG project on detecting fraud in live-betting markets.
  • We have a new group member, Peter Pütz, who joins the group as a postdoc.
  • Roland will be a PI within EPOC ("Economic Policy in Complex Environments"), a new Marie Skłodowska-Curie Innovative Training Network across the EU, with partner universities in Amsterdam, Barcelona, Copenhagen, Paris, Venice and Milano.

2019

  • Roland was a guest editor of a METRON special issue on HMMs — here is the editorial giving an overview of the papers.
  • Sina won the best student presentation award at the IWSM 2019 in Guimarães.
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