Statistics and Data Analysis Group
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Roland is a co-author of a new preprint on the arXiv in which HMMs with autoregressive components are tailored to high-resolution steps and turns data.
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Ole has a new preprint on the arXiv in which he develops methods for automated smoothing parameter selection in various types of Markov-switching models.
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Roland co-authored a paper in Mammalian Biology analysing diel variation in tuco-tuco behaviour.
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Sina co-authored a paper in Scientific Reports looking into the sleeping behaviour of sticklebacks after parasite infection.
- David Winkelmann joined the group as a postdoc working in the DFG-funded project "Data-driven indication of fraud in live betting".
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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.
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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.
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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.
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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.
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Marius, Ole and Rouven received an honorable mention for their submission to this year's NFL Big Data Bowl.
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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.
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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.
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A paper by Marius, Rouven & Roland, which investigates how live-betting activity varies throughout the course of football matches, was accepted for publication in Applied Stochastic Models in Business and Industry.
- 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.
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A paper on state-switching decision trees, co-authored by Rouven and Marius, was accepted for publication in AStA Advances in Statistical Analysis.
- Marius co-authored a paper on a simulation-based analysis of betting market inefficiencies, which was accepted at the Journal of Sports Economics.
- 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.
- Jan-Ole Koslik has joined the group as a PhD student.
- Carlina's paper on nonparametric modelling of periodic variation within HMMs, co-authored by Sina, Roland and colleagues from the SFB-TRR 212, was accepted for publication in the Journal of Statistical Theory and Practice.
- Sina's paper on the analyis of medical claims data using Markov-modulated marked Poisson processes was accepted for publication in Statistics in Medicine.
- Rouven's paper on the reaction of bettors to the in-game dynamics of a football match was accepted at the European Journal of Operational Research.
- The German Research Foundation (DFG) has granted us with a 1.5-year extension of our project on the data-driven detection of match-fixing in live betting markets.
- In a new arXiv preprint, Rouven and Roland explore nonparametric estimation of multivariate HMMs.
- 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.
- 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.
- Carlina Feldmann has joined the group as a PhD student.
- Marius' paper on classification of football tactics using copula-based hidden Markov models was accepted for publication in the Annals of Operations Research.
- 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.
- A paper discussing the role of high-throughput ("big") data in movement ecology, co-authored by Roland, was accepted for publication in Science.
- Sina is a co-author of the paper "A stable foraging polymorphism buffers Galapágos sea lions against environmental change", which was accepted for publication in Current Biology.
- 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.
- A paper on state-space modelling in continuous time, led by Sina and co-authored by Marius and Roland, was accepted for publication in Statistical Modelling.
- In the winter term, Marius will be Interim Professor of Data Science and Applied Statistics at the TU Clausthal.
- Sina and Roland co-authored a paper looking into the effect of ship noise on the foraging activity of orcas. The paper was published in the Marine Pollution Bulletin.
- A paper on the estimation of up-to-date small area poverty maps when only a dated census and a more recent survey are available, led by Peter, was accepted for publication in Review of Income and Wealth.
- A paper presenting an evaluation of seven serological SARS-CoV-2-tests in a large cohort including true-positive and true-negative individuals, co-authored by Peter, was accepted for publication in Journal of General Virology.
- Sina's paper on continuous-time capture-recapture modelling was accepted for publication in the Annals of Applied Statistics.
- A paper describing the course of the COVID-19 pandemic in the Munich general population living in private households from April 2020 to January 2021, co-authored by Peter, was accepted for publication in BMC Infectious Diseases.
- Together with collaborators from the biology SFB, we had a paper accepted at Scientific Reports, in which we investigate behavioural strategies of Antarctic fur seals during early life.
- A paper investigating the prevalence and risk factors of SARS-CoV-2 in the Munich general population after the first wave of the pandemic, co-authored by Peter, was accepted for publication in International Journal of Environmental Research and Public Health.
- Matthias' paper on classification-based model selection in demand forecasting was accepted for publication in the International Journal of Forecasting.
- A new hot hand paper by Sina and Marius, considering basketball & continuous-time modelling, was accepted for publication in AStA Advances in Statistical Analysis.
- A paper co-authored by Roland on tern foraging behaviour close to a tidal energy turbine was accepted for publication in Proceedings of the Royal Society Series B.
- Julia Dyck has joined the group as a PhD student.
- Marius' paper on modelling momentum in football was accepted for publication at AStA Advances in Statistical Analysis.
- 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.
- A paper by Marius on play-calling in American Football was accepted for publication at the IMA Journal of Management Mathematics.
- 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.
- Jenny has a new preprint on the arXiv, in which an effectively nonparametric method is developed for estimating the dwell-time distributions in HSMMs.
- A paper analysing bookmakers' response to the reduced home advantage during the COVID-19 pandemic, co-authored by Marius, was accepted at Applied Economics.
- A paper analysing foraging niches of Galápagos sea lions, led by our colleagues from the biology SFB and co-authored by Sina and Roland, was accepted for publication in Oecologia.
- 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.
- A paper investigating lemon shark activity patterns, co-authored by Roland, was accepted for publication in Marine Biology.
- A paper investigating the prevalence of reporting errors in three top economic journals, led by Peter, was accepted for publication in Journal of Economic Surveys.
- Rouven Michels has joined the group as a PhD student.
- A paper investigating sex-specific variation in Weddell seals' use of the water column for foraging, co-authored by Jenny, was accepted for publication in Proceedings of the Royal Society B: Biological Sciences.
- 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.
- A synthesis paper on the various applications of HMMs in ecology, co-authored by Roland, was accepted for publication in Ecology Letters.
- The review paper on coupled HMMs, led by Jenny, was accepted for publication in Statistical Modelling.
- We have a new group member, Peter Pütz, who joins the group as a postdoc.
- A paper investigating seasonal variation in caracaras' activity levels, co-authored by Roland, was accepted for publication in Animal Biotelemetry.
- 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.
- A paper looking into seasonal variation in muskox behaviour, co-authored by Jenny and Roland, was accepted for publication in Movement Ecology.
- Roland is a co-author of a paper on incorporating animal movement into distance sampling, which was accepted for publication in the Journal of the American Statistical Association.
- The German Research Foundation (DFG) is funding a 2-year project that aims to develop new statistical methods for the detection of match-fixing in live betting markets.
- Marius' paper on darts players' ability to cope with high-pressure situations was accepted for publication in PLOS ONE.
- Matthias' paper on demand forecasting using distributional regression was accepted at the European Journal of Operational Research.
- Our paper investigating the potential existence of a hot hand effect in professional darts was accepted for publication in the Journal of the Royal Statistical Society (Series A).
- Odile published a paper in BMC Public Health on potential biases in cohort-based comparisons of migrants' health.
- Odile is a Principal Investigator in a new DFG-funded research unit ("Forschergruppe") "Refugee Migration to Germany: A Magnifying Glass for Broader Public Health Challenges (PH-LENS)".
- Roland was a guest editor of a METRON special issue on HMMs — here is the editorial giving an overview of the papers.
- Another paper led by Timo, on flexible estimation of HMMs for time series of counts, was accepted for publication in METRON.
- A paper led by Timo, on hierarchical HMMs as a versatile framework for modelling multi-scale behavioural time series data, was accepted for publication in Methods in Ecology and Evolution.
- A paper by Sina, which investigates the role of self-beliefs and other personality traits on mathematics performance within the PISA study, was accepted for publication in the Zeitschrift für Erziehungswissenschaft.
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Our paper analysing the interaction of grey seals with commercial fishing activity was accepted for publication at Scientific Reports. The statistical analysis was done by MSc students within our statistical consulting course.